CME E-mini Russell 2000 Index Futures June 2022


Trading Metrics calculated at close of trading on 20-May-2022
Day Change Summary
Previous Current
19-May-2022 20-May-2022 Change Change % Previous Week
Open 1,772.5 1,777.4 4.9 0.3% 1,792.6
High 1,797.9 1,803.8 5.9 0.3% 1,841.6
Low 1,744.5 1,727.3 -17.2 -1.0% 1,727.3
Close 1,774.9 1,772.2 -2.7 -0.2% 1,772.2
Range 53.4 76.5 23.1 43.3% 114.3
ATR 61.7 62.7 1.1 1.7% 0.0
Volume 228,233 238,047 9,814 4.3% 1,077,563
Daily Pivots for day following 20-May-2022
Classic Woodie Camarilla DeMark
R4 1,997.3 1,961.2 1,814.3
R3 1,920.8 1,884.7 1,793.2
R2 1,844.3 1,844.3 1,786.2
R1 1,808.2 1,808.2 1,779.2 1,788.0
PP 1,767.8 1,767.8 1,767.8 1,757.7
S1 1,731.7 1,731.7 1,765.2 1,711.5
S2 1,691.3 1,691.3 1,758.2
S3 1,614.8 1,655.2 1,751.2
S4 1,538.3 1,578.7 1,730.1
Weekly Pivots for week ending 20-May-2022
Classic Woodie Camarilla DeMark
R4 2,123.3 2,062.0 1,835.1
R3 2,009.0 1,947.7 1,803.6
R2 1,894.7 1,894.7 1,793.2
R1 1,833.4 1,833.4 1,782.7 1,806.9
PP 1,780.4 1,780.4 1,780.4 1,767.1
S1 1,719.1 1,719.1 1,761.7 1,692.6
S2 1,666.1 1,666.1 1,751.2
S3 1,551.8 1,604.8 1,740.8
S4 1,437.5 1,490.5 1,709.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,841.6 1,727.3 114.3 6.4% 61.0 3.4% 39% False True 215,512
10 1,841.6 1,698.3 143.3 8.1% 66.8 3.8% 52% False False 248,569
20 1,957.6 1,698.3 259.3 14.6% 65.9 3.7% 28% False False 253,569
40 2,137.1 1,698.3 438.8 24.8% 55.3 3.1% 17% False False 221,416
60 2,137.1 1,698.3 438.8 24.8% 57.2 3.2% 17% False False 188,220
80 2,137.1 1,698.3 438.8 24.8% 57.8 3.3% 17% False False 141,268
100 2,285.0 1,698.3 586.7 33.1% 57.6 3.3% 13% False False 113,083
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,128.9
2.618 2,004.1
1.618 1,927.6
1.000 1,880.3
0.618 1,851.1
HIGH 1,803.8
0.618 1,774.6
0.500 1,765.6
0.382 1,756.5
LOW 1,727.3
0.618 1,680.0
1.000 1,650.8
1.618 1,603.5
2.618 1,527.0
4.250 1,402.2
Fisher Pivots for day following 20-May-2022
Pivot 1 day 3 day
R1 1,770.0 1,784.5
PP 1,767.8 1,780.4
S1 1,765.6 1,776.3

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

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