CME E-mini Russell 2000 Index Futures September 2022

Trading Metrics calculated at close of trading on 12-Sep-2022

Day Change Summary
	Previous	Current
	09-Sep-2022	12-Sep-2022	Change	Change %	Previous Week
Open	1,846.6	1,884.4	37.8	2.0%	1,810.1
High	1,885.0	1,910.5	25.5	1.4%	1,885.0
Low	1,844.8	1,878.7	33.9	1.8%	1,778.7
Close	1,882.9	1,906.5	23.6	1.3%	1,882.9
Range	40.2	31.8	-8.4	-20.9%	106.3
ATR	44.0	43.1	-0.9	-2.0%	0.0
Volume	231,779	320,295	88,516	38.2%	970,141

Daily Pivots for day following 12-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	1,994.0	1,982.0	1,924.0
R3	1,962.2	1,950.2	1,915.2
R2	1,930.4	1,930.4	1,912.3
R1	1,918.4	1,918.4	1,909.4	1,924.4
PP	1,898.6	1,898.6	1,898.6	1,901.6
S1	1,886.6	1,886.6	1,903.6	1,892.6
S2	1,866.8	1,866.8	1,900.7
S3	1,835.0	1,854.8	1,897.8
S4	1,803.2	1,823.0	1,889.0

Weekly Pivots for week ending 09-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,167.8	2,131.6	1,941.4
R3	2,061.5	2,025.3	1,912.1
R2	1,955.2	1,955.2	1,902.4
R1	1,919.0	1,919.0	1,892.6	1,937.1
PP	1,848.9	1,848.9	1,848.9	1,857.9
S1	1,812.7	1,812.7	1,873.2	1,830.8
S2	1,742.6	1,742.6	1,863.4
S3	1,636.3	1,706.4	1,853.7
S4	1,530.0	1,600.1	1,824.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,910.5	1,778.7	131.8	6.9%	43.8	2.3%	97%	True	False	258,087
10	1,910.5	1,778.7	131.8	6.9%	43.2	2.3%	97%	True	False	238,905
20	2,033.0	1,778.7	254.3	13.3%	42.1	2.2%	50%	False	False	208,541
40	2,033.0	1,733.5	299.5	15.7%	41.6	2.2%	58%	False	False	191,491
60	2,033.0	1,640.7	392.3	20.6%	44.3	2.3%	68%	False	False	197,954
80	2,033.0	1,640.7	392.3	20.6%	46.8	2.5%	68%	False	False	168,333
100	2,062.0	1,640.7	421.3	22.1%	49.8	2.6%	63%	False	False	134,693
120	2,137.9	1,640.7	497.2	26.1%	48.2	2.5%	53%	False	False	112,257

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	13.2
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	2,045.7
2.618	1,993.8
1.618	1,962.0
1.000	1,942.3
0.618	1,930.2
HIGH	1,910.5
0.618	1,898.4
0.500	1,894.6
0.382	1,890.8
LOW	1,878.7
0.618	1,859.0
1.000	1,846.9
1.618	1,827.2
2.618	1,795.4
4.250	1,743.6

Fisher Pivots for day following 12-Sep-2022
Pivot	1 day	3 day
R1	1,902.5	1,890.2
PP	1,898.6	1,873.8
S1	1,894.6	1,857.5

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

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