CME E-mini Russell 2000 Index Futures December 2022

Trading Metrics calculated at close of trading on 10-Nov-2022

Day Change Summary
	Previous	Current
	09-Nov-2022	10-Nov-2022	Change	Change %	Previous Week
Open	1,812.6	1,764.5	-48.1	-2.7%	1,852.5
High	1,818.6	1,877.4	58.8	3.2%	1,876.4
Low	1,759.0	1,763.6	4.6	0.3%	1,758.3
Close	1,763.4	1,870.4	107.0	6.1%	1,804.7
Range	59.6	113.8	54.2	90.9%	118.1
ATR	51.8	56.3	4.4	8.6%	0.0
Volume	194,363	267,493	73,130	37.6%	1,166,753

Daily Pivots for day following 10-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,178.5	2,138.3	1,933.0
R3	2,064.7	2,024.5	1,901.7
R2	1,950.9	1,950.9	1,891.3
R1	1,910.7	1,910.7	1,880.8	1,930.8
PP	1,837.1	1,837.1	1,837.1	1,847.2
S1	1,796.9	1,796.9	1,860.0	1,817.0
S2	1,723.3	1,723.3	1,849.5
S3	1,609.5	1,683.1	1,839.1
S4	1,495.7	1,569.3	1,807.8

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	1,877.4	1,759.0	118.4	6.3%	60.8	3.3%	94%	True	False	215,820
10	1,877.4	1,758.3	119.1	6.4%	54.5	2.9%	94%	True	False	224,473
20	1,877.4	1,685.0	192.4	10.3%	55.4	3.0%	96%	True	False	238,545
40	1,877.4	1,643.8	233.6	12.5%	56.3	3.0%	97%	True	False	245,642
60	2,011.0	1,643.8	367.2	19.6%	52.3	2.8%	62%	False	False	190,797
80	2,038.8	1,643.8	395.0	21.1%	48.6	2.6%	57%	False	False	143,142
100	2,038.8	1,643.8	395.0	21.1%	47.1	2.5%	57%	False	False	114,554

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	9.4
Widest range in 105 trading days

Fibonacci Retracements and Extensions
4.250	2,361.1
2.618	2,175.3
1.618	2,061.5
1.000	1,991.2
0.618	1,947.7
HIGH	1,877.4
0.618	1,833.9
0.500	1,820.5
0.382	1,807.1
LOW	1,763.6
0.618	1,693.3
1.000	1,649.8
1.618	1,579.5
2.618	1,465.7
4.250	1,280.0

Fisher Pivots for day following 10-Nov-2022
Pivot	1 day	3 day
R1	1,853.8	1,853.0
PP	1,837.1	1,835.6
S1	1,820.5	1,818.2

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

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