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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