CME E-mini Russell 2000 Index Futures December 2023

Trading Metrics calculated at close of trading on 10-Oct-2023

Day Change Summary
	Previous	Current
	09-Oct-2023	10-Oct-2023	Change	Change %	Previous Week
Open	1,743.5	1,768.9	25.4	1.5%	1,814.9
High	1,775.7	1,801.0	25.3	1.4%	1,818.2
Low	1,735.6	1,766.9	31.3	1.8%	1,720.7
Close	1,770.3	1,790.0	19.7	1.1%	1,759.7
Range	40.1	34.1	-6.0	-15.0%	97.5
ATR	31.7	31.9	0.2	0.5%	0.0
Volume	184,197	210,058	25,861	14.0%	1,320,303

Daily Pivots for day following 10-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,888.3	1,873.2	1,808.8
R3	1,854.2	1,839.1	1,799.4
R2	1,820.1	1,820.1	1,796.3
R1	1,805.0	1,805.0	1,793.1	1,812.6
PP	1,786.0	1,786.0	1,786.0	1,789.7
S1	1,770.9	1,770.9	1,786.9	1,778.5
S2	1,751.9	1,751.9	1,783.7
S3	1,717.8	1,736.8	1,780.6
S4	1,683.7	1,702.7	1,771.2

Weekly Pivots for week ending 06-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	2,058.7	2,006.7	1,813.3
R3	1,961.2	1,909.2	1,786.5
R2	1,863.7	1,863.7	1,777.6
R1	1,811.7	1,811.7	1,768.6	1,789.0
PP	1,766.2	1,766.2	1,766.2	1,754.8
S1	1,714.2	1,714.2	1,750.8	1,691.5
S2	1,668.7	1,668.7	1,741.8
S3	1,571.2	1,616.7	1,732.9
S4	1,473.7	1,519.2	1,706.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,801.0	1,720.7	80.3	4.5%	33.6	1.9%	86%	True	False	239,232
10	1,824.8	1,720.7	104.1	5.8%	35.4	2.0%	67%	False	False	240,425
20	1,892.7	1,720.7	172.0	9.6%	31.6	1.8%	40%	False	False	217,963
40	1,953.3	1,720.7	232.6	13.0%	30.0	1.7%	30%	False	False	129,417
60	2,038.2	1,720.7	317.5	17.7%	30.2	1.7%	22%	False	False	86,330
80	2,038.2	1,720.7	317.5	17.7%	30.4	1.7%	22%	False	False	64,785
100	2,038.2	1,720.7	317.5	17.7%	29.3	1.6%	22%	False	False	51,829
120	2,038.2	1,720.7	317.5	17.7%	27.6	1.5%	22%	False	False	43,191

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	8.2
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,945.9
2.618	1,890.3
1.618	1,856.2
1.000	1,835.1
0.618	1,822.1
HIGH	1,801.0
0.618	1,788.0
0.500	1,784.0
0.382	1,779.9
LOW	1,766.9
0.618	1,745.8
1.000	1,732.8
1.618	1,711.7
2.618	1,677.6
4.250	1,622.0

Fisher Pivots for day following 10-Oct-2023
Pivot	1 day	3 day
R1	1,788.0	1,780.7
PP	1,786.0	1,771.4
S1	1,784.0	1,762.1

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

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