CME E-mini Russell 2000 Index Futures December 2022

Trading Metrics calculated at close of trading on 02-Nov-2022

Day Change Summary
	Previous	Current
	01-Nov-2022	02-Nov-2022	Change	Change %	Previous Week
Open	1,852.9	1,852.8	-0.1	0.0%	1,752.6
High	1,876.4	1,869.6	-6.8	-0.4%	1,860.6
Low	1,848.1	1,789.4	-58.7	-3.2%	1,729.5
Close	1,856.6	1,793.3	-63.3	-3.4%	1,851.6
Range	28.3	80.2	51.9	183.4%	131.1
ATR	52.0	54.0	2.0	3.9%	0.0
Volume	214,352	265,319	50,967	23.8%	1,260,178

Daily Pivots for day following 02-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,058.0	2,005.9	1,837.4
R3	1,977.8	1,925.7	1,815.4
R2	1,897.6	1,897.6	1,808.0
R1	1,845.5	1,845.5	1,800.7	1,831.5
PP	1,817.4	1,817.4	1,817.4	1,810.4
S1	1,765.3	1,765.3	1,785.9	1,751.3
S2	1,737.2	1,737.2	1,778.6
S3	1,657.0	1,685.1	1,771.2
S4	1,576.8	1,604.9	1,749.2

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	1,876.4	1,789.4	87.0	4.9%	48.9	2.7%	4%	False	True	240,958
10	1,876.4	1,695.3	181.1	10.1%	50.6	2.8%	54%	False	False	248,044
20	1,876.4	1,643.8	232.6	13.0%	54.7	3.0%	64%	False	False	245,781
40	1,935.4	1,643.8	291.6	16.3%	55.0	3.1%	51%	False	False	253,252
60	2,038.8	1,643.8	395.0	22.0%	50.7	2.8%	38%	False	False	169,057
80	2,038.8	1,643.8	395.0	22.0%	47.4	2.6%	38%	False	False	126,820

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.5
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	2,210.5
2.618	2,079.6
1.618	1,999.4
1.000	1,949.8
0.618	1,919.2
HIGH	1,869.6
0.618	1,839.0
0.500	1,829.5
0.382	1,820.0
LOW	1,789.4
0.618	1,739.8
1.000	1,709.2
1.618	1,659.6
2.618	1,579.4
4.250	1,448.6

Fisher Pivots for day following 02-Nov-2022
Pivot	1 day	3 day
R1	1,829.5	1,832.9
PP	1,817.4	1,819.7
S1	1,805.4	1,806.5

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

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