CME E-mini Russell 2000 Index Futures December 2022

Trading Metrics calculated at close of trading on 12-Sep-2022

Day Change Summary
	Previous	Current
	09-Sep-2022	12-Sep-2022	Change	Change %	Previous Week
Open	1,853.4	1,891.6	38.2	2.1%	1,814.0
High	1,891.9	1,918.0	26.1	1.4%	1,891.9
Low	1,851.0	1,885.8	34.8	1.9%	1,785.8
Close	1,889.8	1,913.6	23.8	1.3%	1,889.8
Range	40.9	32.2	-8.7	-21.3%	106.1
ATR	42.9	42.1	-0.8	-1.8%	0.0
Volume	241,324	453,035	211,711	87.7%	289,622

Daily Pivots for day following 12-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,002.4	1,990.2	1,931.3
R3	1,970.2	1,958.0	1,922.5
R2	1,938.0	1,938.0	1,919.5
R1	1,925.8	1,925.8	1,916.6	1,931.9
PP	1,905.8	1,905.8	1,905.8	1,908.9
S1	1,893.6	1,893.6	1,910.6	1,899.7
S2	1,873.6	1,873.6	1,907.7
S3	1,841.4	1,861.4	1,904.7
S4	1,809.2	1,829.2	1,895.9

Weekly Pivots for week ending 09-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,174.1	2,138.1	1,948.2
R3	2,068.0	2,032.0	1,919.0
R2	1,961.9	1,961.9	1,909.3
R1	1,925.9	1,925.9	1,899.5	1,943.9
PP	1,855.8	1,855.8	1,855.8	1,864.9
S1	1,819.8	1,819.8	1,880.1	1,837.8
S2	1,749.7	1,749.7	1,870.3
S3	1,643.6	1,713.7	1,860.6
S4	1,537.5	1,607.6	1,831.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,918.0	1,785.8	132.2	6.9%	43.5	2.3%	97%	True	False	148,531
10	1,918.0	1,785.8	132.2	6.9%	42.7	2.2%	97%	True	False	74,477
20	2,038.8	1,785.8	253.0	13.2%	40.9	2.1%	51%	False	False	37,443
40	2,038.8	1,740.4	298.4	15.6%	39.7	2.1%	58%	False	False	18,784
60	2,038.8	1,649.8	389.0	20.3%	41.1	2.1%	68%	False	False	12,589

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	12.6
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	2,054.9
2.618	2,002.3
1.618	1,970.1
1.000	1,950.2
0.618	1,937.9
HIGH	1,918.0
0.618	1,905.7
0.500	1,901.9
0.382	1,898.1
LOW	1,885.8
0.618	1,865.9
1.000	1,853.6
1.618	1,833.7
2.618	1,801.5
4.250	1,749.0

Fisher Pivots for day following 12-Sep-2022
Pivot	1 day	3 day
R1	1,909.7	1,897.2
PP	1,905.8	1,880.8
S1	1,901.9	1,864.4

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

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