CME E-mini Russell 2000 Index Futures December 2023

Trading Metrics calculated at close of trading on 01-Nov-2023

Day Change Summary
	Previous	Current
	31-Oct-2023	01-Nov-2023	Change	Change %	Previous Week
Open	1,652.2	1,665.6	13.4	0.8%	1,692.4
High	1,672.4	1,678.2	5.8	0.3%	1,701.2
Low	1,644.2	1,652.4	8.2	0.5%	1,638.8
Close	1,668.4	1,676.4	8.0	0.5%	1,645.1
Range	28.2	25.8	-2.4	-8.5%	62.4
ATR	33.1	32.5	-0.5	-1.6%	0.0
Volume	208,044	273,017	64,973	31.2%	1,213,275

Daily Pivots for day following 01-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,746.4	1,737.2	1,690.6
R3	1,720.6	1,711.4	1,683.5
R2	1,694.8	1,694.8	1,681.1
R1	1,685.6	1,685.6	1,678.8	1,690.2
PP	1,669.0	1,669.0	1,669.0	1,671.3
S1	1,659.8	1,659.8	1,674.0	1,664.4
S2	1,643.2	1,643.2	1,671.7
S3	1,617.4	1,634.0	1,669.3
S4	1,591.6	1,608.2	1,662.2

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	1,681.2	1,638.8	42.4	2.5%	30.6	1.8%	89%	False	False	246,838
10	1,748.1	1,638.8	109.3	6.5%	30.2	1.8%	34%	False	False	246,130
20	1,802.7	1,638.8	163.9	9.8%	34.5	2.1%	23%	False	False	233,408
40	1,896.8	1,638.8	258.0	15.4%	31.5	1.9%	15%	False	False	222,861
60	1,984.1	1,638.8	345.3	20.6%	31.2	1.9%	11%	False	False	148,786
80	2,038.2	1,638.8	399.4	23.8%	31.0	1.8%	9%	False	False	111,624
100	2,038.2	1,638.8	399.4	23.8%	30.8	1.8%	9%	False	False	89,328
120	2,038.2	1,638.8	399.4	23.8%	29.8	1.8%	9%	False	False	74,441

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.3
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,787.9
2.618	1,745.7
1.618	1,719.9
1.000	1,704.0
0.618	1,694.1
HIGH	1,678.2
0.618	1,668.3
0.500	1,665.3
0.382	1,662.3
LOW	1,652.4
0.618	1,636.5
1.000	1,626.6
1.618	1,610.7
2.618	1,584.9
4.250	1,542.8

Fisher Pivots for day following 01-Nov-2023
Pivot	1 day	3 day
R1	1,672.7	1,670.9
PP	1,669.0	1,665.4
S1	1,665.3	1,660.0

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

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