CME E-mini Russell 2000 Index Futures December 2023

Trading Metrics calculated at close of trading on 13-Nov-2023

Day Change Summary
	Previous	Current
	10-Nov-2023	13-Nov-2023	Change	Change %	Previous Week
Open	1,694.4	1,709.0	14.6	0.9%	1,767.3
High	1,717.1	1,717.4	0.3	0.0%	1,772.3
Low	1,687.4	1,694.5	7.1	0.4%	1,687.4
Close	1,711.5	1,711.5	0.0	0.0%	1,711.5
Range	29.7	22.9	-6.8	-22.9%	84.9
ATR	34.5	33.6	-0.8	-2.4%	0.0
Volume	227,569	170,047	-57,522	-25.3%	1,046,154

Daily Pivots for day following 13-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,776.5	1,766.9	1,724.1
R3	1,753.6	1,744.0	1,717.8
R2	1,730.7	1,730.7	1,715.7
R1	1,721.1	1,721.1	1,713.6	1,725.9
PP	1,707.8	1,707.8	1,707.8	1,710.2
S1	1,698.2	1,698.2	1,709.4	1,703.0
S2	1,684.9	1,684.9	1,707.3
S3	1,662.0	1,675.3	1,705.2
S4	1,639.1	1,652.4	1,698.9

Weekly Pivots for week ending 10-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,978.4	1,929.9	1,758.2
R3	1,893.5	1,845.0	1,734.8
R2	1,808.6	1,808.6	1,727.1
R1	1,760.1	1,760.1	1,719.3	1,741.9
PP	1,723.7	1,723.7	1,723.7	1,714.7
S1	1,675.2	1,675.2	1,703.7	1,657.0
S2	1,638.8	1,638.8	1,695.9
S3	1,553.9	1,590.3	1,688.2
S4	1,469.0	1,505.4	1,664.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,746.8	1,687.4	59.4	3.5%	29.1	1.7%	41%	False	False	202,759
10	1,779.6	1,644.2	135.4	7.9%	34.5	2.0%	50%	False	False	228,903
20	1,792.9	1,638.8	154.1	9.0%	34.1	2.0%	47%	False	False	237,383
40	1,863.9	1,638.8	225.1	13.2%	33.9	2.0%	32%	False	False	227,542
60	1,952.8	1,638.8	314.0	18.3%	31.8	1.9%	23%	False	False	178,895
80	2,038.2	1,638.8	399.4	23.3%	31.7	1.9%	18%	False	False	134,218
100	2,038.2	1,638.8	399.4	23.3%	31.7	1.9%	18%	False	False	107,406
120	2,038.2	1,638.8	399.4	23.3%	30.6	1.8%	18%	False	False	89,507

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.6
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,814.7
2.618	1,777.4
1.618	1,754.5
1.000	1,740.3
0.618	1,731.6
HIGH	1,717.4
0.618	1,708.7
0.500	1,706.0
0.382	1,703.2
LOW	1,694.5
0.618	1,680.3
1.000	1,671.6
1.618	1,657.4
2.618	1,634.5
4.250	1,597.2

Fisher Pivots for day following 13-Nov-2023
Pivot	1 day	3 day
R1	1,709.7	1,711.2
PP	1,707.8	1,710.9
S1	1,706.0	1,710.6

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

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