CME E-mini Russell 2000 Index Futures December 2023

Trading Metrics calculated at close of trading on 12-Oct-2023

Day Change Summary
	Previous	Current
	11-Oct-2023	12-Oct-2023	Change	Change %	Previous Week
Open	1,789.8	1,791.2	1.4	0.1%	1,814.9
High	1,802.7	1,800.9	-1.8	-0.1%	1,818.2
Low	1,773.2	1,736.0	-37.2	-2.1%	1,720.7
Close	1,786.0	1,746.2	-39.8	-2.2%	1,759.7
Range	29.5	64.9	35.4	120.0%	97.5
ATR	31.7	34.1	2.4	7.5%	0.0
Volume	175,325	242,308	66,983	38.2%	1,320,303

Daily Pivots for day following 12-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,955.7	1,915.9	1,781.9
R3	1,890.8	1,851.0	1,764.0
R2	1,825.9	1,825.9	1,758.1
R1	1,786.1	1,786.1	1,752.1	1,773.6
PP	1,761.0	1,761.0	1,761.0	1,754.8
S1	1,721.2	1,721.2	1,740.3	1,708.7
S2	1,696.1	1,696.1	1,734.3
S3	1,631.2	1,656.3	1,728.4
S4	1,566.3	1,591.4	1,710.5

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	1,802.7	1,723.1	79.6	4.6%	42.9	2.5%	29%	False	False	221,323
10	1,824.8	1,720.7	104.1	6.0%	39.0	2.2%	24%	False	False	236,784
20	1,892.7	1,720.7	172.0	9.8%	33.3	1.9%	15%	False	False	215,825
40	1,952.8	1,720.7	232.1	13.3%	30.7	1.8%	11%	False	False	139,852
60	2,038.2	1,720.7	317.5	18.2%	30.8	1.8%	8%	False	False	93,288
80	2,038.2	1,720.7	317.5	18.2%	30.8	1.8%	8%	False	False	70,005
100	2,038.2	1,720.7	317.5	18.2%	29.8	1.7%	8%	False	False	56,006
120	2,038.2	1,720.7	317.5	18.2%	28.2	1.6%	8%	False	False	46,672

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	8.7
Widest range in 188 trading days

Fibonacci Retracements and Extensions
4.250	2,076.7
2.618	1,970.8
1.618	1,905.9
1.000	1,865.8
0.618	1,841.0
HIGH	1,800.9
0.618	1,776.1
0.500	1,768.5
0.382	1,760.8
LOW	1,736.0
0.618	1,695.9
1.000	1,671.1
1.618	1,631.0
2.618	1,566.1
4.250	1,460.2

Fisher Pivots for day following 12-Oct-2023
Pivot	1 day	3 day
R1	1,768.5	1,769.4
PP	1,761.0	1,761.6
S1	1,753.6	1,753.9

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

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