CME E-mini Russell 2000 Index Futures September 2022

Trading Metrics calculated at close of trading on 31-Aug-2022

Day Change Summary
	Previous	Current
	30-Aug-2022	31-Aug-2022	Change	Change %	Previous Week
Open	1,883.4	1,856.2	-27.2	-1.4%	1,955.6
High	1,901.9	1,872.1	-29.8	-1.6%	1,973.7
Low	1,845.1	1,841.1	-4.0	-0.2%	1,889.9
Close	1,856.3	1,844.6	-11.7	-0.6%	1,899.3
Range	56.8	31.0	-25.8	-45.4%	83.8
ATR	43.2	42.4	-0.9	-2.0%	0.0
Volume	224,367	204,816	-19,551	-8.7%	875,155

Daily Pivots for day following 31-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	1,945.6	1,926.1	1,861.7
R3	1,914.6	1,895.1	1,853.1
R2	1,883.6	1,883.6	1,850.3
R1	1,864.1	1,864.1	1,847.4	1,858.4
PP	1,852.6	1,852.6	1,852.6	1,849.7
S1	1,833.1	1,833.1	1,841.8	1,827.4
S2	1,821.6	1,821.6	1,838.9
S3	1,790.6	1,802.1	1,836.1
S4	1,759.6	1,771.1	1,827.6

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	1,841.1	132.6	7.2%	45.8	2.5%	3%	False	True	201,761
10	2,005.3	1,841.1	164.2	8.9%	41.5	2.2%	2%	False	True	186,280
20	2,033.0	1,841.1	191.9	10.4%	41.2	2.2%	2%	False	True	181,406
40	2,033.0	1,682.3	350.7	19.0%	41.3	2.2%	46%	False	False	180,625
60	2,033.0	1,640.7	392.3	21.3%	45.8	2.5%	52%	False	False	194,943
80	2,033.0	1,640.7	392.3	21.3%	48.4	2.6%	52%	False	False	146,378
100	2,062.0	1,640.7	421.3	22.8%	49.4	2.7%	48%	False	False	117,121

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	9.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,003.9
2.618	1,953.3
1.618	1,922.3
1.000	1,903.1
0.618	1,891.3
HIGH	1,872.1
0.618	1,860.3
0.500	1,856.6
0.382	1,852.9
LOW	1,841.1
0.618	1,821.9
1.000	1,810.1
1.618	1,790.9
2.618	1,759.9
4.250	1,709.4

Fisher Pivots for day following 31-Aug-2022
Pivot	1 day	3 day
R1	1,856.6	1,871.5
PP	1,852.6	1,862.5
S1	1,848.6	1,853.6

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

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