CME E-mini Russell 2000 Index Futures December 2022

Trading Metrics calculated at close of trading on 13-Oct-2022

Day Change Summary
	Previous	Current
	12-Oct-2022	13-Oct-2022	Change	Change %	Previous Week
Open	1,700.9	1,697.0	-3.9	-0.2%	1,667.2
High	1,717.6	1,742.8	25.2	1.5%	1,782.5
Low	1,673.9	1,643.8	-30.1	-1.8%	1,656.8
Close	1,692.7	1,734.8	42.1	2.5%	1,706.7
Range	43.7	99.0	55.3	126.5%	125.7
ATR	51.9	55.3	3.4	6.5%	0.0
Volume	219,683	324,626	104,943	47.8%	1,249,133

Daily Pivots for day following 13-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,004.1	1,968.5	1,789.3
R3	1,905.1	1,869.5	1,762.0
R2	1,806.1	1,806.1	1,753.0
R1	1,770.5	1,770.5	1,743.9	1,788.3
PP	1,707.1	1,707.1	1,707.1	1,716.1
S1	1,671.5	1,671.5	1,725.7	1,689.3
S2	1,608.1	1,608.1	1,716.7
S3	1,509.1	1,572.5	1,707.6
S4	1,410.1	1,473.5	1,680.4

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	1,770.8	1,643.8	127.0	7.3%	59.7	3.4%	72%	False	True	246,285
10	1,782.5	1,643.8	138.7	8.0%	55.8	3.2%	66%	False	True	256,788
20	1,830.0	1,643.8	186.2	10.7%	57.3	3.3%	49%	False	True	252,739
40	2,011.0	1,643.8	367.2	21.2%	50.8	2.9%	25%	False	True	166,924
60	2,038.8	1,643.8	395.0	22.8%	46.3	2.7%	23%	False	True	111,341
80	2,038.8	1,643.8	395.0	22.8%	45.1	2.6%	23%	False	True	83,556

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16.1
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	2,163.6
2.618	2,002.0
1.618	1,903.0
1.000	1,841.8
0.618	1,804.0
HIGH	1,742.8
0.618	1,705.0
0.500	1,693.3
0.382	1,681.6
LOW	1,643.8
0.618	1,582.6
1.000	1,544.8
1.618	1,483.6
2.618	1,384.6
4.250	1,223.1

Fisher Pivots for day following 13-Oct-2022
Pivot	1 day	3 day
R1	1,721.0	1,721.0
PP	1,707.1	1,707.1
S1	1,693.3	1,693.3

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

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