CME E-mini Russell 2000 Index Futures December 2022

Trading Metrics calculated at close of trading on 26-Jul-2022

Day Change Summary
	Previous	Current
	25-Jul-2022	26-Jul-2022	Change	Change %	Previous Week
Open	1,816.0	1,814.0	-2.0	-0.1%	1,752.6
High	1,827.7	1,824.5	-3.2	-0.2%	1,851.0
Low	1,804.7	1,805.4	0.7	0.0%	1,740.4
Close	1,823.7	1,811.0	-12.7	-0.7%	1,814.6
Range	23.0	19.1	-3.9	-17.0%	110.6
ATR	43.1	41.4	-1.7	-4.0%	0.0
Volume	16	845	829	5,181.3%	207

Daily Pivots for day following 26-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	1,870.9	1,860.1	1,821.5
R3	1,851.8	1,841.0	1,816.3
R2	1,832.7	1,832.7	1,814.5
R1	1,821.9	1,821.9	1,812.8	1,817.8
PP	1,813.6	1,813.6	1,813.6	1,811.6
S1	1,802.8	1,802.8	1,809.2	1,798.7
S2	1,794.5	1,794.5	1,807.5
S3	1,775.4	1,783.7	1,805.7
S4	1,756.3	1,764.6	1,800.5

Weekly Pivots for week ending 22-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,133.8	2,084.8	1,875.4
R3	2,023.2	1,974.2	1,845.0
R2	1,912.6	1,912.6	1,834.9
R1	1,863.6	1,863.6	1,824.7	1,888.1
PP	1,802.0	1,802.0	1,802.0	1,814.3
S1	1,753.0	1,753.0	1,804.5	1,777.5
S2	1,691.4	1,691.4	1,794.3
S3	1,580.8	1,642.4	1,784.2
S4	1,470.2	1,531.8	1,753.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,851.0	1,798.9	52.1	2.9%	33.2	1.8%	23%	False	False	195
10	1,851.0	1,690.4	160.6	8.9%	37.9	2.1%	75%	False	False	128
20	1,851.0	1,686.6	164.4	9.1%	39.4	2.2%	76%	False	False	144

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.6
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1,905.7
2.618	1,874.5
1.618	1,855.4
1.000	1,843.6
0.618	1,836.3
HIGH	1,824.5
0.618	1,817.2
0.500	1,815.0
0.382	1,812.7
LOW	1,805.4
0.618	1,793.6
1.000	1,786.3
1.618	1,774.5
2.618	1,755.4
4.250	1,724.2

Fisher Pivots for day following 26-Jul-2022
Pivot	1 day	3 day
R1	1,815.0	1,825.6
PP	1,813.6	1,820.7
S1	1,812.3	1,815.9

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

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