CME E-mini Russell 2000 Index Futures December 2022

Trading Metrics calculated at close of trading on 20-Oct-2022

Day Change Summary
	Previous	Current
	19-Oct-2022	20-Oct-2022	Change	Change %	Previous Week
Open	1,771.9	1,733.0	-38.9	-2.2%	1,701.7
High	1,779.7	1,755.5	-24.2	-1.4%	1,765.0
Low	1,712.7	1,703.7	-9.0	-0.5%	1,643.8
Close	1,732.3	1,709.4	-22.9	-1.3%	1,688.3
Range	67.0	51.8	-15.2	-22.7%	121.2
ATR	57.7	57.3	-0.4	-0.7%	0.0
Volume	250,165	231,623	-18,542	-7.4%	1,266,381

Daily Pivots for day following 20-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	1,878.3	1,845.6	1,737.9
R3	1,826.5	1,793.8	1,723.6
R2	1,774.7	1,774.7	1,718.9
R1	1,742.0	1,742.0	1,714.1	1,732.5
PP	1,722.9	1,722.9	1,722.9	1,718.1
S1	1,690.2	1,690.2	1,704.7	1,680.7
S2	1,671.1	1,671.1	1,699.9
S3	1,619.3	1,638.4	1,695.2
S4	1,567.5	1,586.6	1,680.9

Weekly Pivots for week ending 14-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,062.6	1,996.7	1,755.0
R3	1,941.4	1,875.5	1,721.6
R2	1,820.2	1,820.2	1,710.5
R1	1,754.3	1,754.3	1,699.4	1,726.7
PP	1,699.0	1,699.0	1,699.0	1,685.2
S1	1,633.1	1,633.1	1,677.2	1,605.5
S2	1,577.8	1,577.8	1,666.1
S3	1,456.6	1,511.9	1,655.0
S4	1,335.4	1,390.7	1,621.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,794.4	1,685.0	109.4	6.4%	61.6	3.6%	22%	False	False	243,196
10	1,794.4	1,643.8	150.6	8.8%	60.6	3.5%	44%	False	False	244,741
20	1,794.4	1,643.8	150.6	8.8%	59.4	3.5%	44%	False	False	260,446
40	1,979.6	1,643.8	335.8	19.6%	54.0	3.2%	20%	False	False	197,288
60	2,038.8	1,643.8	395.0	23.1%	48.5	2.8%	17%	False	False	131,590
80	2,038.8	1,643.8	395.0	23.1%	46.1	2.7%	17%	False	False	98,729

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	18.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,975.7
2.618	1,891.1
1.618	1,839.3
1.000	1,807.3
0.618	1,787.5
HIGH	1,755.5
0.618	1,735.7
0.500	1,729.6
0.382	1,723.5
LOW	1,703.7
0.618	1,671.7
1.000	1,651.9
1.618	1,619.9
2.618	1,568.1
4.250	1,483.6

Fisher Pivots for day following 20-Oct-2022
Pivot	1 day	3 day
R1	1,729.6	1,749.1
PP	1,722.9	1,735.8
S1	1,716.1	1,722.6

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

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