CME E-mini Russell 2000 Index Futures September 2022

Trading Metrics calculated at close of trading on 30-Aug-2022

Day Change Summary
	Previous	Current
	29-Aug-2022	30-Aug-2022	Change	Change %	Previous Week
Open	1,882.7	1,883.4	0.7	0.0%	1,955.6
High	1,900.3	1,901.9	1.6	0.1%	1,973.7
Low	1,871.7	1,845.1	-26.6	-1.4%	1,889.9
Close	1,882.7	1,856.3	-26.4	-1.4%	1,899.3
Range	28.6	56.8	28.2	98.6%	83.8
ATR	42.2	43.2	1.0	2.5%	0.0
Volume	202,300	224,367	22,067	10.9%	875,155

Daily Pivots for day following 30-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,038.2	2,004.0	1,887.5
R3	1,981.4	1,947.2	1,871.9
R2	1,924.6	1,924.6	1,866.7
R1	1,890.4	1,890.4	1,861.5	1,879.1
PP	1,867.8	1,867.8	1,867.8	1,862.1
S1	1,833.6	1,833.6	1,851.1	1,822.3
S2	1,811.0	1,811.0	1,845.9
S3	1,754.2	1,776.8	1,840.7
S4	1,697.4	1,720.0	1,825.1

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	1,845.1	128.6	6.9%	46.5	2.5%	9%	False	True	188,257
10	2,028.9	1,845.1	183.8	9.9%	43.6	2.3%	6%	False	True	188,132
20	2,033.0	1,845.1	187.9	10.1%	41.4	2.2%	6%	False	True	181,134
40	2,033.0	1,682.3	350.7	18.9%	41.5	2.2%	50%	False	False	180,164
60	2,033.0	1,640.7	392.3	21.1%	45.8	2.5%	55%	False	False	191,615
80	2,033.0	1,640.7	392.3	21.1%	48.7	2.6%	55%	False	False	143,822
100	2,062.0	1,640.7	421.3	22.7%	49.5	2.7%	51%	False	False	115,074

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,143.3
2.618	2,050.6
1.618	1,993.8
1.000	1,958.7
0.618	1,937.0
HIGH	1,901.9
0.618	1,880.2
0.500	1,873.5
0.382	1,866.8
LOW	1,845.1
0.618	1,810.0
1.000	1,788.3
1.618	1,753.2
2.618	1,696.4
4.250	1,603.7

Fisher Pivots for day following 30-Aug-2022
Pivot	1 day	3 day
R1	1,873.5	1,909.4
PP	1,867.8	1,891.7
S1	1,862.0	1,874.0

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

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