CME E-mini Russell 2000 Index Futures September 2022

Trading Metrics calculated at close of trading on 16-Sep-2022

Day Change Summary
	Previous	Current
	15-Sep-2022	16-Sep-2022	Change	Change %	Previous Week
Open	1,841.1	1,813.0	-28.1	-1.5%	1,884.4
High	1,855.0	1,818.5	-36.5	-2.0%	1,923.8
Low	1,816.4	1,792.6	-23.8	-1.3%	1,792.6
Close	1,824.3	1,804.6	-19.7	-1.1%	1,804.6
Range	38.6	25.9	-12.7	-32.9%	131.2
ATR	45.5	44.5	-1.0	-2.2%	0.0
Volume	41,069	2,293	-38,776	-94.4%	658,325

Daily Pivots for day following 16-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	1,882.9	1,869.7	1,818.8
R3	1,857.0	1,843.8	1,811.7
R2	1,831.1	1,831.1	1,809.3
R1	1,817.9	1,817.9	1,807.0	1,811.5
PP	1,805.2	1,805.2	1,805.2	1,802.1
S1	1,792.0	1,792.0	1,802.2	1,785.6
S2	1,779.3	1,779.3	1,799.8
S3	1,753.4	1,766.1	1,797.5
S4	1,727.5	1,740.2	1,790.3

Weekly Pivots for week ending 16-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,233.9	2,150.5	1,876.7
R3	2,102.7	2,019.3	1,840.7
R2	1,971.5	1,971.5	1,828.6
R1	1,888.1	1,888.1	1,816.6	1,864.2
PP	1,840.3	1,840.3	1,840.3	1,828.4
S1	1,756.9	1,756.9	1,792.6	1,733.0
S2	1,709.1	1,709.1	1,780.5
S3	1,577.9	1,625.7	1,768.5
S4	1,446.7	1,494.5	1,732.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,923.8	1,792.6	131.2	7.3%	45.4	2.5%	9%	False	True	131,665
10	1,923.8	1,778.7	145.1	8.0%	46.3	2.6%	18%	False	False	185,087
20	2,000.6	1,778.7	221.9	12.3%	45.1	2.5%	12%	False	False	189,492
40	2,033.0	1,778.7	254.3	14.1%	41.9	2.3%	10%	False	False	181,890
60	2,033.0	1,676.5	356.5	19.8%	43.3	2.4%	36%	False	False	185,937
80	2,033.0	1,640.7	392.3	21.7%	46.3	2.6%	42%	False	False	172,550
100	2,033.0	1,640.7	392.3	21.7%	49.6	2.8%	42%	False	False	138,068
120	2,137.9	1,640.7	497.2	27.6%	48.7	2.7%	33%	False	False	115,072

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	13.3
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	1,928.6
2.618	1,886.3
1.618	1,860.4
1.000	1,844.4
0.618	1,834.5
HIGH	1,818.5
0.618	1,808.6
0.500	1,805.6
0.382	1,802.5
LOW	1,792.6
0.618	1,776.6
1.000	1,766.7
1.618	1,750.7
2.618	1,724.8
4.250	1,682.5

Fisher Pivots for day following 16-Sep-2022
Pivot	1 day	3 day
R1	1,805.6	1,823.8
PP	1,805.2	1,817.4
S1	1,804.9	1,811.0

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

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