CME E-mini Russell 2000 Index Futures December 2022


Trading Metrics calculated at close of trading on 02-Nov-2022
Day Change Summary
Previous Current
01-Nov-2022 02-Nov-2022 Change Change % Previous Week
Open 1,852.9 1,852.8 -0.1 0.0% 1,752.6
High 1,876.4 1,869.6 -6.8 -0.4% 1,860.6
Low 1,848.1 1,789.4 -58.7 -3.2% 1,729.5
Close 1,856.6 1,793.3 -63.3 -3.4% 1,851.6
Range 28.3 80.2 51.9 183.4% 131.1
ATR 52.0 54.0 2.0 3.9% 0.0
Volume 214,352 265,319 50,967 23.8% 1,260,178
Daily Pivots for day following 02-Nov-2022
Classic Woodie Camarilla DeMark
R4 2,058.0 2,005.9 1,837.4
R3 1,977.8 1,925.7 1,815.4
R2 1,897.6 1,897.6 1,808.0
R1 1,845.5 1,845.5 1,800.7 1,831.5
PP 1,817.4 1,817.4 1,817.4 1,810.4
S1 1,765.3 1,765.3 1,785.9 1,751.3
S2 1,737.2 1,737.2 1,778.6
S3 1,657.0 1,685.1 1,771.2
S4 1,576.8 1,604.9 1,749.2
Weekly Pivots for week ending 28-Oct-2022
Classic Woodie Camarilla DeMark
R4 2,207.2 2,160.5 1,923.7
R3 2,076.1 2,029.4 1,887.7
R2 1,945.0 1,945.0 1,875.6
R1 1,898.3 1,898.3 1,863.6 1,921.7
PP 1,813.9 1,813.9 1,813.9 1,825.6
S1 1,767.2 1,767.2 1,839.6 1,790.6
S2 1,682.8 1,682.8 1,827.6
S3 1,551.7 1,636.1 1,815.5
S4 1,420.6 1,505.0 1,779.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,876.4 1,789.4 87.0 4.9% 48.9 2.7% 4% False True 240,958
10 1,876.4 1,695.3 181.1 10.1% 50.6 2.8% 54% False False 248,044
20 1,876.4 1,643.8 232.6 13.0% 54.7 3.0% 64% False False 245,781
40 1,935.4 1,643.8 291.6 16.3% 55.0 3.1% 51% False False 253,252
60 2,038.8 1,643.8 395.0 22.0% 50.7 2.8% 38% False False 169,057
80 2,038.8 1,643.8 395.0 22.0% 47.4 2.6% 38% False False 126,820
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 13.5
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 2,210.5
2.618 2,079.6
1.618 1,999.4
1.000 1,949.8
0.618 1,919.2
HIGH 1,869.6
0.618 1,839.0
0.500 1,829.5
0.382 1,820.0
LOW 1,789.4
0.618 1,739.8
1.000 1,709.2
1.618 1,659.6
2.618 1,579.4
4.250 1,448.6
Fisher Pivots for day following 02-Nov-2022
Pivot 1 day 3 day
R1 1,829.5 1,832.9
PP 1,817.4 1,819.7
S1 1,805.4 1,806.5

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

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