CME E-mini Russell 2000 Index Futures December 2023

Trading Metrics calculated at close of trading on 04-Dec-2023

Day Change Summary
	Previous	Current
	01-Dec-2023	04-Dec-2023	Change	Change %	Previous Week
Open	1,810.9	1,867.9	57.0	3.1%	1,810.2
High	1,869.6	1,886.1	16.5	0.9%	1,869.6
Low	1,797.0	1,856.1	59.1	3.3%	1,788.6
Close	1,865.7	1,884.9	19.2	1.0%	1,865.7
Range	72.6	30.0	-42.6	-58.7%	81.0
ATR	35.0	34.6	-0.4	-1.0%	0.0
Volume	316,025	266,118	-49,907	-15.8%	1,064,789

Daily Pivots for day following 04-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,965.7	1,955.3	1,901.4
R3	1,935.7	1,925.3	1,893.2
R2	1,905.7	1,905.7	1,890.4
R1	1,895.3	1,895.3	1,887.7	1,900.5
PP	1,875.7	1,875.7	1,875.7	1,878.3
S1	1,865.3	1,865.3	1,882.2	1,870.5
S2	1,845.7	1,845.7	1,879.4
S3	1,815.7	1,835.3	1,876.7
S4	1,785.7	1,805.3	1,868.4

Weekly Pivots for week ending 01-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	2,084.3	2,056.0	1,910.3
R3	2,003.3	1,975.0	1,888.0
R2	1,922.3	1,922.3	1,880.6
R1	1,894.0	1,894.0	1,873.1	1,908.2
PP	1,841.3	1,841.3	1,841.3	1,848.4
S1	1,813.0	1,813.0	1,858.3	1,827.2
S2	1,760.3	1,760.3	1,850.9
S3	1,679.3	1,732.0	1,843.4
S4	1,598.3	1,651.0	1,821.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,886.1	1,788.6	97.5	5.2%	36.3	1.9%	99%	True	False	235,742
10	1,886.1	1,784.7	101.4	5.4%	30.1	1.6%	99%	True	False	204,270
20	1,886.1	1,687.4	198.7	10.5%	34.5	1.8%	99%	True	False	224,582
40	1,886.1	1,638.8	247.3	13.1%	35.5	1.9%	100%	True	False	230,690
60	1,892.7	1,638.8	253.9	13.5%	33.6	1.8%	97%	False	False	230,648
80	1,958.7	1,638.8	319.9	17.0%	32.5	1.7%	77%	False	False	175,128
100	2,038.2	1,638.8	399.4	21.2%	32.2	1.7%	62%	False	False	140,132
120	2,038.2	1,638.8	399.4	21.2%	32.1	1.7%	62%	False	False	116,802

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	5.3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,013.6
2.618	1,964.6
1.618	1,934.6
1.000	1,916.1
0.618	1,904.6
HIGH	1,886.1
0.618	1,874.6
0.500	1,871.1
0.382	1,867.6
LOW	1,856.1
0.618	1,837.6
1.000	1,826.1
1.618	1,807.6
2.618	1,777.6
4.250	1,728.6

Fisher Pivots for day following 04-Dec-2023
Pivot	1 day	3 day
R1	1,880.3	1,870.5
PP	1,875.7	1,856.0
S1	1,871.1	1,841.6

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

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