CME E-mini Russell 2000 Index Futures March 2022

Trading Metrics calculated at close of trading on 18-Mar-2022

Day Change Summary
	Previous	Current
	17-Mar-2022	18-Mar-2022	Change	Change %	Previous Week
Open	2,039.0	2,058.0	19.0	0.9%	1,983.0
High	2,067.1	2,063.3	-3.8	-0.2%	2,067.1
Low	2,016.8	2,047.6	30.8	1.5%	1,916.8
Close	2,064.8	2,062.7	-2.1	-0.1%	2,062.7
Range	50.3	15.7	-34.6	-68.8%	150.3
ATR	65.3	61.8	-3.4	-5.3%	0.0
Volume	43,808	2,978	-40,830	-93.2%	588,132

Daily Pivots for day following 18-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,105.0	2,099.5	2,071.3
R3	2,089.3	2,083.8	2,067.0
R2	2,073.6	2,073.6	2,065.6
R1	2,068.1	2,068.1	2,064.1	2,070.8
PP	2,057.9	2,057.9	2,057.9	2,059.2
S1	2,052.4	2,052.4	2,061.3	2,055.1
S2	2,042.2	2,042.2	2,059.8
S3	2,026.5	2,036.7	2,058.4
S4	2,010.8	2,021.0	2,054.1

Weekly Pivots for week ending 18-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,466.4	2,414.9	2,145.4
R3	2,316.1	2,264.6	2,104.0
R2	2,165.8	2,165.8	2,090.2
R1	2,114.3	2,114.3	2,076.5	2,140.0
PP	2,015.5	2,015.5	2,015.5	2,028.4
S1	1,964.0	1,964.0	2,048.9	1,989.7
S2	1,865.2	1,865.2	2,035.1
S3	1,714.9	1,813.7	2,021.4
S4	1,564.6	1,663.4	1,980.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,067.1	1,916.8	150.3	7.3%	55.0	2.7%	97%	False	False	117,626
10	2,067.1	1,916.8	150.3	7.3%	61.1	3.0%	97%	False	False	178,832
20	2,071.3	1,883.1	188.2	9.1%	66.6	3.2%	95%	False	False	215,051
40	2,103.9	1,883.1	220.8	10.7%	65.3	3.2%	81%	False	False	246,450
60	2,288.6	1,883.1	405.5	19.7%	59.4	2.9%	44%	False	False	234,707
80	2,343.5	1,883.1	460.4	22.3%	61.8	3.0%	39%	False	False	207,762
100	2,458.2	1,883.1	575.1	27.9%	57.5	2.8%	31%	False	False	166,256
120	2,458.2	1,883.1	575.1	27.9%	54.0	2.6%	31%	False	False	138,569

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	16.7
Narrowest range in 86 trading days

Fibonacci Retracements and Extensions
4.250	2,130.0
2.618	2,104.4
1.618	2,088.7
1.000	2,079.0
0.618	2,073.0
HIGH	2,063.3
0.618	2,057.3
0.500	2,055.5
0.382	2,053.6
LOW	2,047.6
0.618	2,037.9
1.000	2,031.9
1.618	2,022.2
2.618	2,006.5
4.250	1,980.9

Fisher Pivots for day following 18-Mar-2022
Pivot	1 day	3 day
R1	2,060.3	2,046.7
PP	2,057.9	2,030.7
S1	2,055.5	2,014.7

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

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