CME E-mini Russell 2000 Index Futures December 2023

Trading Metrics calculated at close of trading on 20-Oct-2023

Day Change Summary
	Previous	Current
	19-Oct-2023	20-Oct-2023	Change	Change %	Previous Week
Open	1,739.1	1,710.4	-28.7	-1.7%	1,729.9
High	1,748.1	1,714.5	-33.6	-1.9%	1,792.9
Low	1,709.2	1,688.1	-21.1	-1.2%	1,688.1
Close	1,712.7	1,689.8	-22.9	-1.3%	1,689.8
Range	38.9	26.4	-12.5	-32.1%	104.8
ATR	35.5	34.8	-0.6	-1.8%	0.0
Volume	284,132	284,058	-74	0.0%	1,220,304

Daily Pivots for day following 20-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,776.7	1,759.6	1,704.3
R3	1,750.3	1,733.2	1,697.1
R2	1,723.9	1,723.9	1,694.6
R1	1,706.8	1,706.8	1,692.2	1,702.2
PP	1,697.5	1,697.5	1,697.5	1,695.1
S1	1,680.4	1,680.4	1,687.4	1,675.8
S2	1,671.1	1,671.1	1,685.0
S3	1,644.7	1,654.0	1,682.5
S4	1,618.3	1,627.6	1,675.3

Weekly Pivots for week ending 20-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	2,038.0	1,968.7	1,747.4
R3	1,933.2	1,863.9	1,718.6
R2	1,828.4	1,828.4	1,709.0
R1	1,759.1	1,759.1	1,699.4	1,741.4
PP	1,723.6	1,723.6	1,723.6	1,714.7
S1	1,654.3	1,654.3	1,680.2	1,636.6
S2	1,618.8	1,618.8	1,670.6
S3	1,514.0	1,549.5	1,661.0
S4	1,409.2	1,444.7	1,632.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,792.9	1,688.1	104.8	6.2%	37.3	2.2%	2%	False	True	244,060
10	1,802.7	1,688.1	114.6	6.8%	38.6	2.3%	1%	False	True	225,109
20	1,824.8	1,688.1	136.7	8.1%	35.9	2.1%	1%	False	True	232,091
40	1,952.8	1,688.1	264.7	15.7%	31.7	1.9%	1%	False	True	175,764
60	2,038.2	1,688.1	350.1	20.7%	31.5	1.9%	0%	False	True	117,264
80	2,038.2	1,688.1	350.1	20.7%	31.4	1.9%	0%	False	True	87,971
100	2,038.2	1,688.1	350.1	20.7%	30.5	1.8%	0%	False	True	70,398
120	2,038.2	1,688.1	350.1	20.7%	29.2	1.7%	0%	False	True	58,665

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	6.9
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1,826.7
2.618	1,783.6
1.618	1,757.2
1.000	1,740.9
0.618	1,730.8
HIGH	1,714.5
0.618	1,704.4
0.500	1,701.3
0.382	1,698.2
LOW	1,688.1
0.618	1,671.8
1.000	1,661.7
1.618	1,645.4
2.618	1,619.0
4.250	1,575.9

Fisher Pivots for day following 20-Oct-2023
Pivot	1 day	3 day
R1	1,701.3	1,733.7
PP	1,697.5	1,719.1
S1	1,693.6	1,704.4

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

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