CME E-mini Russell 2000 Index Futures December 2022

Trading Metrics calculated at close of trading on 08-Nov-2022

Day Change Summary
	Previous	Current
	07-Nov-2022	08-Nov-2022	Change	Change %	Previous Week
Open	1,791.8	1,812.6	20.8	1.2%	1,852.5
High	1,824.0	1,837.7	13.7	0.8%	1,876.4
Low	1,785.5	1,790.9	5.4	0.3%	1,758.3
Close	1,813.9	1,813.2	-0.7	0.0%	1,804.7
Range	38.5	46.8	8.3	21.6%	118.1
ATR	51.6	51.2	-0.3	-0.7%	0.0
Volume	168,500	198,083	29,583	17.6%	1,166,753

Daily Pivots for day following 08-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	1,954.3	1,930.6	1,838.9
R3	1,907.5	1,883.8	1,826.1
R2	1,860.7	1,860.7	1,821.8
R1	1,837.0	1,837.0	1,817.5	1,848.9
PP	1,813.9	1,813.9	1,813.9	1,819.9
S1	1,790.2	1,790.2	1,808.9	1,802.1
S2	1,767.1	1,767.1	1,804.6
S3	1,720.3	1,743.4	1,800.3
S4	1,673.5	1,696.6	1,787.5

Weekly Pivots for week ending 04-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,167.4	2,104.2	1,869.7
R3	2,049.3	1,986.1	1,837.2
R2	1,931.2	1,931.2	1,826.4
R1	1,868.0	1,868.0	1,815.5	1,840.6
PP	1,813.1	1,813.1	1,813.1	1,799.4
S1	1,749.9	1,749.9	1,793.9	1,722.5
S2	1,695.0	1,695.0	1,783.0
S3	1,576.9	1,631.8	1,772.2
S4	1,458.8	1,513.7	1,739.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,869.6	1,758.3	111.3	6.1%	50.5	2.8%	49%	False	False	221,913
10	1,876.4	1,758.3	118.1	6.5%	46.6	2.6%	46%	False	False	231,299
20	1,876.4	1,643.8	232.6	12.8%	53.9	3.0%	73%	False	False	242,668
40	1,876.4	1,643.8	232.6	12.8%	53.7	3.0%	73%	False	False	246,257
60	2,038.8	1,643.8	395.0	21.8%	50.8	2.8%	43%	False	False	183,112
80	2,038.8	1,643.8	395.0	21.8%	47.5	2.6%	43%	False	False	137,370
100	2,038.8	1,643.8	395.0	21.8%	46.2	2.5%	43%	False	False	109,936

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	11.1
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2,036.6
2.618	1,960.2
1.618	1,913.4
1.000	1,884.5
0.618	1,866.6
HIGH	1,837.7
0.618	1,819.8
0.500	1,814.3
0.382	1,808.8
LOW	1,790.9
0.618	1,762.0
1.000	1,744.1
1.618	1,715.2
2.618	1,668.4
4.250	1,592.0

Fisher Pivots for day following 08-Nov-2022
Pivot	1 day	3 day
R1	1,814.3	1,810.4
PP	1,813.9	1,807.6
S1	1,813.6	1,804.8

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

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