CME E-mini Russell 2000 Index Futures December 2023

Trading Metrics calculated at close of trading on 30-Oct-2023

Day Change Summary
	Previous	Current
	27-Oct-2023	30-Oct-2023	Change	Change %	Previous Week
Open	1,666.3	1,648.3	-18.0	-1.1%	1,692.4
High	1,676.3	1,670.8	-5.5	-0.3%	1,701.2
Low	1,638.8	1,641.7	2.9	0.2%	1,638.8
Close	1,645.1	1,653.6	8.5	0.5%	1,645.1
Range	37.5	29.1	-8.4	-22.4%	62.4
ATR	33.8	33.4	-0.3	-1.0%	0.0
Volume	253,281	198,779	-54,502	-21.5%	1,213,275

Daily Pivots for day following 30-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,742.7	1,727.2	1,669.6
R3	1,713.6	1,698.1	1,661.6
R2	1,684.5	1,684.5	1,658.9
R1	1,669.0	1,669.0	1,656.3	1,676.8
PP	1,655.4	1,655.4	1,655.4	1,659.2
S1	1,639.9	1,639.9	1,650.9	1,647.7
S2	1,626.3	1,626.3	1,648.3
S3	1,597.2	1,610.8	1,645.6
S4	1,568.1	1,581.7	1,637.6

Weekly Pivots for week ending 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,848.9	1,809.4	1,679.4
R3	1,786.5	1,747.0	1,662.3
R2	1,724.1	1,724.1	1,656.5
R1	1,684.6	1,684.6	1,650.8	1,673.2
PP	1,661.7	1,661.7	1,661.7	1,656.0
S1	1,622.2	1,622.2	1,639.4	1,610.8
S2	1,599.3	1,599.3	1,633.7
S3	1,536.9	1,559.8	1,627.9
S4	1,474.5	1,497.4	1,610.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,701.2	1,638.8	62.4	3.8%	30.8	1.9%	24%	False	False	233,872
10	1,792.9	1,638.8	154.1	9.3%	33.7	2.0%	10%	False	False	245,863
20	1,802.7	1,638.8	163.9	9.9%	35.2	2.1%	9%	False	False	236,288
40	1,943.0	1,638.8	304.2	18.4%	32.0	1.9%	5%	False	False	210,937
60	1,996.6	1,638.8	357.8	21.6%	31.4	1.9%	4%	False	False	140,771
80	2,038.2	1,638.8	399.4	24.2%	31.2	1.9%	4%	False	False	105,612
100	2,038.2	1,638.8	399.4	24.2%	30.5	1.8%	4%	False	False	84,518
120	2,038.2	1,638.8	399.4	24.2%	29.8	1.8%	4%	False	False	70,432

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.7
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,794.5
2.618	1,747.0
1.618	1,717.9
1.000	1,699.9
0.618	1,688.8
HIGH	1,670.8
0.618	1,659.7
0.500	1,656.3
0.382	1,652.8
LOW	1,641.7
0.618	1,623.7
1.000	1,612.6
1.618	1,594.6
2.618	1,565.5
4.250	1,518.0

Fisher Pivots for day following 30-Oct-2023
Pivot	1 day	3 day
R1	1,656.3	1,660.0
PP	1,655.4	1,657.9
S1	1,654.5	1,655.7

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

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