CME E-mini Russell 2000 Index Futures December 2022

Trading Metrics calculated at close of trading on 09-Dec-2022

Day Change Summary
	Previous	Current
	08-Dec-2022	09-Dec-2022	Change	Change %	Previous Week
Open	1,807.2	1,819.6	12.4	0.7%	1,892.0
High	1,838.3	1,828.7	-9.6	-0.5%	1,894.9
Low	1,798.3	1,795.8	-2.5	-0.1%	1,795.8
Close	1,819.7	1,797.2	-22.5	-1.2%	1,797.2
Range	40.0	32.9	-7.1	-17.8%	99.1
ATR	43.8	43.0	-0.8	-1.8%	0.0
Volume	172,651	212,026	39,375	22.8%	938,852

Daily Pivots for day following 09-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	1,905.9	1,884.5	1,815.3
R3	1,873.0	1,851.6	1,806.2
R2	1,840.1	1,840.1	1,803.2
R1	1,818.7	1,818.7	1,800.2	1,813.0
PP	1,807.2	1,807.2	1,807.2	1,804.4
S1	1,785.8	1,785.8	1,794.2	1,780.1
S2	1,774.3	1,774.3	1,791.2
S3	1,741.4	1,752.9	1,788.2
S4	1,708.5	1,720.0	1,779.1

Weekly Pivots for week ending 09-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,126.6	2,061.0	1,851.7
R3	2,027.5	1,961.9	1,824.5
R2	1,928.4	1,928.4	1,815.4
R1	1,862.8	1,862.8	1,806.3	1,846.1
PP	1,829.3	1,829.3	1,829.3	1,820.9
S1	1,763.7	1,763.7	1,788.1	1,747.0
S2	1,730.2	1,730.2	1,779.0
S3	1,631.1	1,664.6	1,769.9
S4	1,532.0	1,565.5	1,742.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,894.9	1,795.8	99.1	5.5%	40.3	2.2%	1%	False	True	187,770
10	1,906.1	1,795.8	110.3	6.1%	42.6	2.4%	1%	False	True	194,168
20	1,913.3	1,795.8	117.5	6.5%	38.2	2.1%	1%	False	True	181,045
40	1,913.3	1,685.0	228.3	12.7%	46.8	2.6%	49%	False	False	209,795
60	1,913.3	1,643.8	269.5	15.0%	50.3	2.8%	57%	False	False	224,110
80	2,011.0	1,643.8	367.2	20.4%	48.8	2.7%	42%	False	False	188,359
100	2,038.8	1,643.8	395.0	22.0%	46.5	2.6%	39%	False	False	150,723
120	2,038.8	1,643.8	395.0	22.0%	45.6	2.5%	39%	False	False	125,636

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	8.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,968.5
2.618	1,914.8
1.618	1,881.9
1.000	1,861.6
0.618	1,849.0
HIGH	1,828.7
0.618	1,816.1
0.500	1,812.3
0.382	1,808.4
LOW	1,795.8
0.618	1,775.5
1.000	1,762.9
1.618	1,742.6
2.618	1,709.7
4.250	1,656.0

Fisher Pivots for day following 09-Dec-2022
Pivot	1 day	3 day
R1	1,812.3	1,817.1
PP	1,807.2	1,810.4
S1	1,802.2	1,803.8

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols