CME E-mini Russell 2000 Index Futures December 2022

Trading Metrics calculated at close of trading on 30-Sep-2022

Day Change Summary
	Previous	Current
	29-Sep-2022	30-Sep-2022	Change	Change %	Previous Week
Open	1,721.2	1,682.9	-38.3	-2.2%	1,683.0
High	1,724.9	1,715.9	-9.0	-0.5%	1,731.8
Low	1,658.2	1,667.6	9.4	0.6%	1,647.5
Close	1,682.1	1,669.8	-12.3	-0.7%	1,669.8
Range	66.7	48.3	-18.4	-27.6%	84.3
ATR	53.2	52.9	-0.4	-0.7%	0.0
Volume	266,908	323,603	56,695	21.2%	1,472,290

Daily Pivots for day following 30-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	1,829.3	1,797.9	1,696.4
R3	1,781.0	1,749.6	1,683.1
R2	1,732.7	1,732.7	1,678.7
R1	1,701.3	1,701.3	1,674.2	1,692.9
PP	1,684.4	1,684.4	1,684.4	1,680.2
S1	1,653.0	1,653.0	1,665.4	1,644.6
S2	1,636.1	1,636.1	1,660.9
S3	1,587.8	1,604.7	1,656.5
S4	1,539.5	1,556.4	1,643.2

Weekly Pivots for week ending 30-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	1,935.9	1,887.2	1,716.2
R3	1,851.6	1,802.9	1,693.0
R2	1,767.3	1,767.3	1,685.3
R1	1,718.6	1,718.6	1,677.5	1,700.8
PP	1,683.0	1,683.0	1,683.0	1,674.2
S1	1,634.3	1,634.3	1,662.1	1,616.5
S2	1,598.7	1,598.7	1,654.3
S3	1,514.4	1,550.0	1,646.6
S4	1,430.1	1,465.7	1,623.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,731.8	1,647.5	84.3	5.0%	59.6	3.6%	26%	False	False	294,458
10	1,830.0	1,647.5	182.5	10.9%	59.3	3.6%	12%	False	False	256,718
20	1,935.4	1,647.5	287.9	17.2%	53.9	3.2%	8%	False	False	221,406
40	2,038.8	1,647.5	391.3	23.4%	47.3	2.8%	6%	False	False	110,865
60	2,038.8	1,647.5	391.3	23.4%	43.2	2.6%	6%	False	False	73,944

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16.0
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,921.2
2.618	1,842.3
1.618	1,794.0
1.000	1,764.2
0.618	1,745.7
HIGH	1,715.9
0.618	1,697.4
0.500	1,691.8
0.382	1,686.1
LOW	1,667.6
0.618	1,637.8
1.000	1,619.3
1.618	1,589.5
2.618	1,541.2
4.250	1,462.3

Fisher Pivots for day following 30-Sep-2022
Pivot	1 day	3 day
R1	1,691.8	1,689.7
PP	1,684.4	1,683.0
S1	1,677.1	1,676.4

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

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