CME E-mini Russell 2000 Index Futures September 2022

Trading Metrics calculated at close of trading on 02-Sep-2022

Day Change Summary
	Previous	Current
	01-Sep-2022	02-Sep-2022	Change	Change %	Previous Week
Open	1,844.3	1,824.0	-20.3	-1.1%	1,882.7
High	1,845.7	1,849.0	3.3	0.2%	1,901.9
Low	1,797.9	1,800.2	2.3	0.1%	1,797.9
Close	1,824.2	1,809.3	-14.9	-0.8%	1,809.3
Range	47.8	48.8	1.0	2.1%	104.0
ATR	42.8	43.2	0.4	1.0%	0.0
Volume	244,721	222,411	-22,310	-9.1%	1,098,615

Daily Pivots for day following 02-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	1,965.9	1,936.4	1,836.1
R3	1,917.1	1,887.6	1,822.7
R2	1,868.3	1,868.3	1,818.2
R1	1,838.8	1,838.8	1,813.8	1,829.2
PP	1,819.5	1,819.5	1,819.5	1,814.7
S1	1,790.0	1,790.0	1,804.8	1,780.4
S2	1,770.7	1,770.7	1,800.4
S3	1,721.9	1,741.2	1,795.9
S4	1,673.1	1,692.4	1,782.5

Weekly Pivots for week ending 02-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,148.4	2,082.8	1,866.5
R3	2,044.4	1,978.8	1,837.9
R2	1,940.4	1,940.4	1,828.4
R1	1,874.8	1,874.8	1,818.8	1,855.6
PP	1,836.4	1,836.4	1,836.4	1,826.8
S1	1,770.8	1,770.8	1,799.8	1,751.6
S2	1,732.4	1,732.4	1,790.2
S3	1,628.4	1,666.8	1,780.7
S4	1,524.4	1,562.8	1,752.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,901.9	1,797.9	104.0	5.7%	42.6	2.4%	11%	False	False	219,723
10	1,973.7	1,797.9	175.8	9.7%	44.0	2.4%	6%	False	False	197,377
20	2,033.0	1,797.9	235.1	13.0%	43.0	2.4%	5%	False	False	186,975
40	2,033.0	1,682.3	350.7	19.4%	41.6	2.3%	36%	False	False	184,064
60	2,033.0	1,640.7	392.3	21.7%	46.0	2.5%	43%	False	False	202,276
80	2,033.0	1,640.7	392.3	21.7%	47.8	2.6%	43%	False	False	152,213
100	2,062.0	1,640.7	421.3	23.3%	49.8	2.8%	40%	False	False	121,792
120	2,137.9	1,640.7	497.2	27.5%	48.4	2.7%	34%	False	False	101,504

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	10.8
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2,056.4
2.618	1,976.8
1.618	1,928.0
1.000	1,897.8
0.618	1,879.2
HIGH	1,849.0
0.618	1,830.4
0.500	1,824.6
0.382	1,818.8
LOW	1,800.2
0.618	1,770.0
1.000	1,751.4
1.618	1,721.2
2.618	1,672.4
4.250	1,592.8

Fisher Pivots for day following 02-Sep-2022
Pivot	1 day	3 day
R1	1,824.6	1,835.0
PP	1,819.5	1,826.4
S1	1,814.4	1,817.9

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

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