CME E-mini Russell 2000 Index Futures December 2022

Trading Metrics calculated at close of trading on 11-Oct-2022

Day Change Summary
	Previous	Current
	10-Oct-2022	11-Oct-2022	Change	Change %	Previous Week
Open	1,701.7	1,696.2	-5.5	-0.3%	1,667.2
High	1,715.5	1,720.8	5.3	0.3%	1,782.5
Low	1,685.6	1,667.1	-18.5	-1.1%	1,656.8
Close	1,696.7	1,696.9	0.2	0.0%	1,706.7
Range	29.9	53.7	23.8	79.6%	125.7
ATR	52.4	52.5	0.1	0.2%	0.0
Volume	201,903	248,941	47,038	23.3%	1,249,133

Daily Pivots for day following 11-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	1,856.0	1,830.2	1,726.4
R3	1,802.3	1,776.5	1,711.7
R2	1,748.6	1,748.6	1,706.7
R1	1,722.8	1,722.8	1,701.8	1,735.7
PP	1,694.9	1,694.9	1,694.9	1,701.4
S1	1,669.1	1,669.1	1,692.0	1,682.0
S2	1,641.2	1,641.2	1,687.1
S3	1,587.5	1,615.4	1,682.1
S4	1,533.8	1,561.7	1,667.4

Weekly Pivots for week ending 07-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,092.4	2,025.3	1,775.8
R3	1,966.7	1,899.6	1,741.3
R2	1,841.0	1,841.0	1,729.7
R1	1,773.9	1,773.9	1,718.2	1,807.5
PP	1,715.3	1,715.3	1,715.3	1,732.1
S1	1,648.2	1,648.2	1,695.2	1,681.8
S2	1,589.6	1,589.6	1,683.7
S3	1,463.9	1,522.5	1,672.1
S4	1,338.2	1,396.8	1,637.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,781.9	1,667.1	114.8	6.8%	46.3	2.7%	26%	False	True	227,257
10	1,782.5	1,647.5	135.0	8.0%	56.6	3.3%	37%	False	False	260,268
20	1,861.7	1,647.5	214.2	12.6%	53.6	3.2%	23%	False	False	249,847
40	2,038.8	1,647.5	391.3	23.1%	49.2	2.9%	13%	False	False	153,334
60	2,038.8	1,647.5	391.3	23.1%	45.4	2.7%	13%	False	False	102,271
80	2,038.8	1,647.5	391.3	23.1%	44.3	2.6%	13%	False	False	76,754

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	12.6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,949.0
2.618	1,861.4
1.618	1,807.7
1.000	1,774.5
0.618	1,754.0
HIGH	1,720.8
0.618	1,700.3
0.500	1,694.0
0.382	1,687.6
LOW	1,667.1
0.618	1,633.9
1.000	1,613.4
1.618	1,580.2
2.618	1,526.5
4.250	1,438.9

Fisher Pivots for day following 11-Oct-2022
Pivot	1 day	3 day
R1	1,695.9	1,719.0
PP	1,694.9	1,711.6
S1	1,694.0	1,704.3

Download as Excel Spreadsheet

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

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