CME E-mini Russell 2000 Index Futures December 2023

Trading Metrics calculated at close of trading on 25-Oct-2023

Day Change Summary
	Previous	Current
	24-Oct-2023	25-Oct-2023	Change	Change %	Previous Week
Open	1,681.6	1,688.5	6.9	0.4%	1,729.9
High	1,701.2	1,689.6	-11.6	-0.7%	1,792.9
Low	1,677.7	1,657.8	-19.9	-1.2%	1,688.1
Close	1,688.9	1,660.9	-28.0	-1.7%	1,689.8
Range	23.5	31.8	8.3	35.3%	104.8
ATR	33.7	33.6	-0.1	-0.4%	0.0
Volume	194,532	221,702	27,170	14.0%	1,220,304

Daily Pivots for day following 25-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,764.8	1,744.7	1,678.4
R3	1,733.0	1,712.9	1,669.6
R2	1,701.2	1,701.2	1,666.7
R1	1,681.1	1,681.1	1,663.8	1,675.3
PP	1,669.4	1,669.4	1,669.4	1,666.5
S1	1,649.3	1,649.3	1,658.0	1,643.5
S2	1,637.6	1,637.6	1,655.1
S3	1,605.8	1,617.5	1,652.2
S4	1,574.0	1,585.7	1,643.4

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	1,748.1	1,657.8	90.3	5.4%	29.9	1.8%	3%	False	True	245,422
10	1,800.9	1,657.8	143.1	8.6%	36.7	2.2%	2%	False	True	234,043
20	1,824.8	1,657.8	167.0	10.1%	36.2	2.2%	2%	False	True	234,176
40	1,952.8	1,657.8	295.0	17.8%	31.3	1.9%	1%	False	True	192,152
60	2,019.3	1,657.8	361.5	21.8%	31.2	1.9%	1%	False	True	128,234
80	2,038.2	1,657.8	380.4	22.9%	31.5	1.9%	1%	False	True	96,202
100	2,038.2	1,657.8	380.4	22.9%	30.4	1.8%	1%	False	True	76,987
120	2,038.2	1,657.8	380.4	22.9%	29.3	1.8%	1%	False	True	64,156

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	5.9
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,824.8
2.618	1,772.9
1.618	1,741.1
1.000	1,721.4
0.618	1,709.3
HIGH	1,689.6
0.618	1,677.5
0.500	1,673.7
0.382	1,669.9
LOW	1,657.8
0.618	1,638.1
1.000	1,626.0
1.618	1,606.3
2.618	1,574.5
4.250	1,522.7

Fisher Pivots for day following 25-Oct-2023
Pivot	1 day	3 day
R1	1,673.7	1,679.5
PP	1,669.4	1,673.3
S1	1,665.2	1,667.1

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

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