CME E-mini Russell 2000 Index Futures September 2022

Trading Metrics calculated at close of trading on 16-Aug-2022

Day Change Summary
	Previous	Current
	15-Aug-2022	16-Aug-2022	Change	Change %	Previous Week
Open	2,016.0	2,021.1	5.1	0.3%	1,921.8
High	2,024.9	2,033.0	8.1	0.4%	2,017.9
Low	1,995.3	2,003.1	7.8	0.4%	1,904.1
Close	2,023.8	2,023.3	-0.5	0.0%	2,016.9
Range	29.6	29.9	0.3	1.0%	113.8
ATR	42.3	41.4	-0.9	-2.1%	0.0
Volume	147,244	179,890	32,646	22.2%	859,110

Daily Pivots for day following 16-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,109.5	2,096.3	2,039.7
R3	2,079.6	2,066.4	2,031.5
R2	2,049.7	2,049.7	2,028.8
R1	2,036.5	2,036.5	2,026.0	2,043.1
PP	2,019.8	2,019.8	2,019.8	2,023.1
S1	2,006.6	2,006.6	2,020.6	2,013.2
S2	1,989.9	1,989.9	2,017.8
S3	1,960.0	1,976.7	2,015.1
S4	1,930.1	1,946.8	2,006.9

Weekly Pivots for week ending 12-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,321.0	2,282.8	2,079.5
R3	2,207.2	2,169.0	2,048.2
R2	2,093.4	2,093.4	2,037.8
R1	2,055.2	2,055.2	2,027.3	2,074.3
PP	1,979.6	1,979.6	1,979.6	1,989.2
S1	1,941.4	1,941.4	2,006.5	1,960.5
S2	1,865.8	1,865.8	1,996.0
S3	1,752.0	1,827.6	1,985.6
S4	1,638.2	1,713.8	1,954.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,033.0	1,908.6	124.4	6.1%	41.3	2.0%	92%	True	False	173,182
10	2,033.0	1,879.8	153.2	7.6%	39.3	1.9%	94%	True	False	174,135
20	2,033.0	1,790.8	242.2	12.0%	38.7	1.9%	96%	True	False	173,021
40	2,033.0	1,657.3	375.7	18.6%	43.1	2.1%	97%	True	False	185,483
60	2,033.0	1,640.7	392.3	19.4%	47.2	2.3%	98%	True	False	160,377
80	2,033.0	1,640.7	392.3	19.4%	51.2	2.5%	98%	True	False	120,315
100	2,137.9	1,640.7	497.2	24.6%	49.2	2.4%	77%	False	False	96,270

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.9
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,160.1
2.618	2,111.3
1.618	2,081.4
1.000	2,062.9
0.618	2,051.5
HIGH	2,033.0
0.618	2,021.6
0.500	2,018.1
0.382	2,014.5
LOW	2,003.1
0.618	1,984.6
1.000	1,973.2
1.618	1,954.7
2.618	1,924.8
4.250	1,876.0

Fisher Pivots for day following 16-Aug-2022
Pivot	1 day	3 day
R1	2,021.6	2,017.1
PP	2,019.8	2,010.8
S1	2,018.1	2,004.6

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These figures are updated between 7pm and 10pm EST after a trading day.

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