CME E-mini Russell 2000 Index Futures September 2022

Trading Metrics calculated at close of trading on 26-Aug-2022

Day Change Summary
	Previous	Current
	25-Aug-2022	26-Aug-2022	Change	Change %	Previous Week
Open	1,939.6	1,962.6	23.0	1.2%	1,955.6
High	1,965.4	1,973.7	8.3	0.4%	1,973.7
Low	1,936.6	1,889.9	-46.7	-2.4%	1,889.9
Close	1,964.9	1,899.3	-65.6	-3.3%	1,899.3
Range	28.8	83.8	55.0	191.0%	83.8
ATR	40.1	43.3	3.1	7.8%	0.0
Volume	157,810	219,516	61,706	39.1%	875,155

Daily Pivots for day following 26-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,172.4	2,119.6	1,945.4
R3	2,088.6	2,035.8	1,922.3
R2	2,004.8	2,004.8	1,914.7
R1	1,952.0	1,952.0	1,907.0	1,936.5
PP	1,921.0	1,921.0	1,921.0	1,913.2
S1	1,868.2	1,868.2	1,891.6	1,852.7
S2	1,837.2	1,837.2	1,883.9
S3	1,753.4	1,784.4	1,876.3
S4	1,669.6	1,700.6	1,853.2

Weekly Pivots for week ending 26-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,172.4	2,119.6	1,945.4
R3	2,088.6	2,035.8	1,922.3
R2	2,004.8	2,004.8	1,914.7
R1	1,952.0	1,952.0	1,907.0	1,936.5
PP	1,921.0	1,921.0	1,921.0	1,913.2
S1	1,868.2	1,868.2	1,891.6	1,852.7
S2	1,837.2	1,837.2	1,883.9
S3	1,753.4	1,784.4	1,876.3
S4	1,669.6	1,700.6	1,853.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,973.7	1,889.9	83.8	4.4%	45.3	2.4%	11%	True	True	175,031
10	2,033.0	1,889.9	143.1	7.5%	41.0	2.2%	7%	False	True	178,178
20	2,033.0	1,854.8	178.2	9.4%	41.1	2.2%	25%	False	False	178,011
40	2,033.0	1,680.2	352.8	18.6%	42.2	2.2%	62%	False	False	179,822
60	2,033.0	1,640.7	392.3	20.7%	45.8	2.4%	66%	False	False	184,572
80	2,033.0	1,640.7	392.3	20.7%	50.0	2.6%	66%	False	False	138,490
100	2,108.5	1,640.7	467.8	24.6%	49.8	2.6%	55%	False	False	110,808

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.4
Widest range in 49 trading days

Fibonacci Retracements and Extensions
4.250	2,329.9
2.618	2,193.1
1.618	2,109.3
1.000	2,057.5
0.618	2,025.5
HIGH	1,973.7
0.618	1,941.7
0.500	1,931.8
0.382	1,921.9
LOW	1,889.9
0.618	1,838.1
1.000	1,806.1
1.618	1,754.3
2.618	1,670.5
4.250	1,533.8

Fisher Pivots for day following 26-Aug-2022
Pivot	1 day	3 day
R1	1,931.8	1,931.8
PP	1,921.0	1,921.0
S1	1,910.1	1,910.1

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

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