CME E-mini Russell 2000 Index Futures December 2022

Trading Metrics calculated at close of trading on 10-Aug-2022

Day Change Summary
	Previous	Current
	09-Aug-2022	10-Aug-2022	Change	Change %	Previous Week
Open	1,952.6	1,924.1	-28.5	-1.5%	1,877.7
High	1,953.7	1,978.2	24.5	1.3%	1,928.7
Low	1,911.2	1,915.7	4.5	0.2%	1,861.5
Close	1,921.2	1,976.0	54.8	2.9%	1,928.4
Range	42.5	62.5	20.0	47.1%	67.2
ATR	39.1	40.8	1.7	4.3%	0.0
Volume	42	228	186	442.9%	470

Daily Pivots for day following 10-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,144.1	2,122.6	2,010.4
R3	2,081.6	2,060.1	1,993.2
R2	2,019.1	2,019.1	1,987.5
R1	1,997.6	1,997.6	1,981.7	2,008.4
PP	1,956.6	1,956.6	1,956.6	1,962.0
S1	1,935.1	1,935.1	1,970.3	1,945.9
S2	1,894.1	1,894.1	1,964.5
S3	1,831.6	1,872.6	1,958.8
S4	1,769.1	1,810.1	1,941.6

Weekly Pivots for week ending 05-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,107.8	2,085.3	1,965.4
R3	2,040.6	2,018.1	1,946.9
R2	1,973.4	1,973.4	1,940.7
R1	1,950.9	1,950.9	1,934.6	1,962.2
PP	1,906.2	1,906.2	1,906.2	1,911.8
S1	1,883.7	1,883.7	1,922.2	1,895.0
S2	1,839.0	1,839.0	1,916.1
S3	1,771.8	1,816.5	1,909.9
S4	1,704.6	1,749.3	1,891.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,978.2	1,892.4	85.8	4.3%	41.1	2.1%	97%	True	False	112
10	1,978.2	1,837.8	140.4	7.1%	38.5	2.0%	98%	True	False	102
20	1,978.2	1,690.4	287.8	14.6%	38.7	2.0%	99%	True	False	114

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.3
Widest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	2,243.8
2.618	2,141.8
1.618	2,079.3
1.000	2,040.7
0.618	2,016.8
HIGH	1,978.2
0.618	1,954.3
0.500	1,947.0
0.382	1,939.6
LOW	1,915.7
0.618	1,877.1
1.000	1,853.2
1.618	1,814.6
2.618	1,752.1
4.250	1,650.1

Fisher Pivots for day following 10-Aug-2022
Pivot	1 day	3 day
R1	1,966.3	1,965.6
PP	1,956.6	1,955.1
S1	1,947.0	1,944.7

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

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