CME E-mini Russell 2000 Index Futures December 2022

Trading Metrics calculated at close of trading on 27-Sep-2022

Day Change Summary
	Previous	Current
	26-Sep-2022	27-Sep-2022	Change	Change %	Previous Week
Open	1,683.0	1,662.5	-20.5	-1.2%	1,802.0
High	1,710.9	1,697.8	-13.1	-0.8%	1,830.0
Low	1,656.6	1,653.6	-3.0	-0.2%	1,662.0
Close	1,662.5	1,668.4	5.9	0.4%	1,686.1
Range	54.3	44.2	-10.1	-18.6%	168.0
ATR	50.1	49.7	-0.4	-0.8%	0.0
Volume	289,775	279,805	-9,970	-3.4%	1,094,890

Daily Pivots for day following 27-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	1,805.9	1,781.3	1,692.7
R3	1,761.7	1,737.1	1,680.6
R2	1,717.5	1,717.5	1,676.5
R1	1,692.9	1,692.9	1,672.5	1,705.2
PP	1,673.3	1,673.3	1,673.3	1,679.4
S1	1,648.7	1,648.7	1,664.3	1,661.0
S2	1,629.1	1,629.1	1,660.3
S3	1,584.9	1,604.5	1,656.2
S4	1,540.7	1,560.3	1,644.1

Weekly Pivots for week ending 23-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,230.0	2,126.1	1,778.5
R3	2,062.0	1,958.1	1,732.3
R2	1,894.0	1,894.0	1,716.9
R1	1,790.1	1,790.1	1,701.5	1,758.1
PP	1,726.0	1,726.0	1,726.0	1,710.0
S1	1,622.1	1,622.1	1,670.7	1,590.1
S2	1,558.0	1,558.0	1,655.3
S3	1,390.0	1,454.1	1,639.9
S4	1,222.0	1,286.1	1,593.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,825.6	1,653.6	172.0	10.3%	59.7	3.6%	9%	False	True	266,937
10	1,861.7	1,653.6	208.1	12.5%	50.7	3.0%	7%	False	True	239,426
20	1,935.4	1,653.6	281.8	16.9%	50.6	3.0%	5%	False	True	176,337
40	2,038.8	1,653.6	385.2	23.1%	44.6	2.7%	4%	False	True	88,304
60	2,038.8	1,653.6	385.2	23.1%	42.4	2.5%	4%	False	True	58,901

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	14.4
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,885.7
2.618	1,813.5
1.618	1,769.3
1.000	1,742.0
0.618	1,725.1
HIGH	1,697.8
0.618	1,680.9
0.500	1,675.7
0.382	1,670.5
LOW	1,653.6
0.618	1,626.3
1.000	1,609.4
1.618	1,582.1
2.618	1,537.9
4.250	1,465.8

Fisher Pivots for day following 27-Sep-2022
Pivot	1 day	3 day
R1	1,675.7	1,693.9
PP	1,673.3	1,685.4
S1	1,670.8	1,676.9

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

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