CME E-mini Russell 2000 Index Futures December 2023

Trading Metrics calculated at close of trading on 02-Oct-2023

Day Change Summary
	Previous	Current
	29-Sep-2023	02-Oct-2023	Change	Change %	Previous Week
Open	1,811.9	1,814.9	3.0	0.2%	1,793.0
High	1,824.8	1,818.2	-6.6	-0.4%	1,824.8
Low	1,793.4	1,762.9	-30.5	-1.7%	1,776.3
Close	1,798.6	1,771.4	-27.2	-1.5%	1,798.6
Range	31.4	55.3	23.9	76.1%	48.5
ATR	28.1	30.1	1.9	6.9%	0.0
Volume	235,658	257,684	22,026	9.3%	1,070,434

Daily Pivots for day following 02-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,950.1	1,916.0	1,801.8
R3	1,894.8	1,860.7	1,786.6
R2	1,839.5	1,839.5	1,781.5
R1	1,805.4	1,805.4	1,776.5	1,794.8
PP	1,784.2	1,784.2	1,784.2	1,778.9
S1	1,750.1	1,750.1	1,766.3	1,739.5
S2	1,728.9	1,728.9	1,761.3
S3	1,673.6	1,694.8	1,756.2
S4	1,618.3	1,639.5	1,741.0

Weekly Pivots for week ending 29-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,945.4	1,920.5	1,825.3
R3	1,896.9	1,872.0	1,811.9
R2	1,848.4	1,848.4	1,807.5
R1	1,823.5	1,823.5	1,803.0	1,836.0
PP	1,799.9	1,799.9	1,799.9	1,806.1
S1	1,775.0	1,775.0	1,794.2	1,787.5
S2	1,751.4	1,751.4	1,789.7
S3	1,702.9	1,726.5	1,785.3
S4	1,654.4	1,678.0	1,771.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,824.8	1,762.9	61.9	3.5%	34.6	2.0%	14%	False	True	230,504
10	1,863.9	1,762.9	101.0	5.7%	30.9	1.7%	8%	False	True	208,690
20	1,943.0	1,762.9	180.1	10.2%	28.7	1.6%	5%	False	True	185,587
40	1,996.6	1,762.9	233.7	13.2%	29.5	1.7%	4%	False	True	93,013
60	2,038.2	1,762.9	275.3	15.5%	29.9	1.7%	3%	False	True	62,054
80	2,038.2	1,762.9	275.3	15.5%	29.4	1.7%	3%	False	True	46,575
100	2,038.2	1,762.9	275.3	15.5%	28.7	1.6%	3%	False	True	37,261
120	2,038.2	1,739.6	298.6	16.9%	26.9	1.5%	11%	False	False	31,051

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	7.8
Widest range in 136 trading days

Fibonacci Retracements and Extensions
4.250	2,053.2
2.618	1,963.0
1.618	1,907.7
1.000	1,873.5
0.618	1,852.4
HIGH	1,818.2
0.618	1,797.1
0.500	1,790.6
0.382	1,784.0
LOW	1,762.9
0.618	1,728.7
1.000	1,707.6
1.618	1,673.4
2.618	1,618.1
4.250	1,527.9

Fisher Pivots for day following 02-Oct-2023
Pivot	1 day	3 day
R1	1,790.6	1,793.9
PP	1,784.2	1,786.4
S1	1,777.8	1,778.9

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

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