CME E-mini Russell 2000 Index Futures December 2022

Trading Metrics calculated at close of trading on 31-Oct-2022

Day Change Summary
	Previous	Current
	28-Oct-2022	31-Oct-2022	Change	Change %	Previous Week
Open	1,808.6	1,852.5	43.9	2.4%	1,752.6
High	1,860.6	1,862.2	1.6	0.1%	1,860.6
Low	1,796.7	1,835.0	38.3	2.1%	1,729.5
Close	1,851.6	1,853.0	1.4	0.1%	1,851.6
Range	63.9	27.2	-36.7	-57.4%	131.1
ATR	55.9	53.8	-2.0	-3.7%	0.0
Volume	249,545	209,418	-40,127	-16.1%	1,260,178

Daily Pivots for day following 31-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	1,931.7	1,919.5	1,868.0
R3	1,904.5	1,892.3	1,860.5
R2	1,877.3	1,877.3	1,858.0
R1	1,865.1	1,865.1	1,855.5	1,871.2
PP	1,850.1	1,850.1	1,850.1	1,853.1
S1	1,837.9	1,837.9	1,850.5	1,844.0
S2	1,822.9	1,822.9	1,848.0
S3	1,795.7	1,810.7	1,845.5
S4	1,768.5	1,783.5	1,838.0

Weekly Pivots for week ending 28-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,207.2	2,160.5	1,923.7
R3	2,076.1	2,029.4	1,887.7
R2	1,945.0	1,945.0	1,875.6
R1	1,898.3	1,898.3	1,863.6	1,921.7
PP	1,813.9	1,813.9	1,813.9	1,825.6
S1	1,767.2	1,767.2	1,839.6	1,790.6
S2	1,682.8	1,682.8	1,827.6
S3	1,551.7	1,636.1	1,815.5
S4	1,420.6	1,505.0	1,779.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,862.2	1,744.9	117.3	6.3%	49.9	2.7%	92%	True	False	247,854
10	1,862.2	1,695.3	166.9	9.0%	51.3	2.8%	94%	True	False	251,483
20	1,862.2	1,643.8	218.4	11.8%	54.8	3.0%	96%	True	False	247,583
40	1,935.4	1,643.8	291.6	15.7%	54.8	3.0%	72%	False	False	241,426
60	2,038.8	1,643.8	395.0	21.3%	50.3	2.7%	53%	False	False	161,064
80	2,038.8	1,643.8	395.0	21.3%	46.6	2.5%	53%	False	False	120,825

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.4
Narrowest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	1,977.8
2.618	1,933.4
1.618	1,906.2
1.000	1,889.4
0.618	1,879.0
HIGH	1,862.2
0.618	1,851.8
0.500	1,848.6
0.382	1,845.4
LOW	1,835.0
0.618	1,818.2
1.000	1,807.8
1.618	1,791.0
2.618	1,763.8
4.250	1,719.4

Fisher Pivots for day following 31-Oct-2022
Pivot	1 day	3 day
R1	1,851.5	1,844.8
PP	1,850.1	1,836.7
S1	1,848.6	1,828.5

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

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