CME E-mini Russell 2000 Index Futures December 2023

Trading Metrics calculated at close of trading on 05-Dec-2023

Day Change Summary
	Previous	Current
	04-Dec-2023	05-Dec-2023	Change	Change %	Previous Week
Open	1,867.9	1,883.9	16.0	0.9%	1,810.2
High	1,886.1	1,887.2	1.1	0.1%	1,869.6
Low	1,856.1	1,855.3	-0.8	0.0%	1,788.6
Close	1,884.9	1,859.8	-25.1	-1.3%	1,865.7
Range	30.0	31.9	1.9	6.3%	81.0
ATR	34.6	34.4	-0.2	-0.6%	0.0
Volume	266,118	226,568	-39,550	-14.9%	1,064,789

Daily Pivots for day following 05-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,963.1	1,943.4	1,877.3
R3	1,931.2	1,911.5	1,868.6
R2	1,899.3	1,899.3	1,865.6
R1	1,879.6	1,879.6	1,862.7	1,873.5
PP	1,867.4	1,867.4	1,867.4	1,864.4
S1	1,847.7	1,847.7	1,856.9	1,841.6
S2	1,835.5	1,835.5	1,854.0
S3	1,803.6	1,815.8	1,851.0
S4	1,771.7	1,783.9	1,842.3

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	1,887.2	1,797.0	90.2	4.8%	38.6	2.1%	70%	True	False	248,294
10	1,887.2	1,784.7	102.5	5.5%	31.2	1.7%	73%	True	False	211,150
20	1,887.2	1,687.4	199.8	10.7%	34.3	1.8%	86%	True	False	225,790
40	1,887.2	1,638.8	248.4	13.4%	35.3	1.9%	89%	True	False	231,749
60	1,892.7	1,638.8	253.9	13.7%	33.8	1.8%	87%	False	False	228,488
80	1,958.7	1,638.8	319.9	17.2%	32.6	1.8%	69%	False	False	177,959
100	2,038.2	1,638.8	399.4	21.5%	32.2	1.7%	55%	False	False	142,398
120	2,038.2	1,638.8	399.4	21.5%	32.0	1.7%	55%	False	False	118,690

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.9
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,022.8
2.618	1,970.7
1.618	1,938.8
1.000	1,919.1
0.618	1,906.9
HIGH	1,887.2
0.618	1,875.0
0.500	1,871.3
0.382	1,867.5
LOW	1,855.3
0.618	1,835.6
1.000	1,823.4
1.618	1,803.7
2.618	1,771.8
4.250	1,719.7

Fisher Pivots for day following 05-Dec-2023
Pivot	1 day	3 day
R1	1,871.3	1,853.9
PP	1,867.4	1,848.0
S1	1,863.6	1,842.1

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

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