CME E-mini Russell 2000 Index Futures December 2022

Trading Metrics calculated at close of trading on 22-Nov-2022

Day Change Summary
	Previous	Current
	21-Nov-2022	22-Nov-2022	Change	Change %	Previous Week
Open	1,853.1	1,842.5	-10.6	-0.6%	1,881.1
High	1,857.9	1,865.4	7.5	0.4%	1,913.3
Low	1,829.8	1,837.3	7.5	0.4%	1,820.6
Close	1,843.2	1,863.8	20.6	1.1%	1,853.2
Range	28.1	28.1	0.0	0.0%	92.7
ATR	49.1	47.6	-1.5	-3.1%	0.0
Volume	124,042	136,678	12,636	10.2%	952,620

Daily Pivots for day following 22-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	1,939.8	1,929.9	1,879.3
R3	1,911.7	1,901.8	1,871.5
R2	1,883.6	1,883.6	1,869.0
R1	1,873.7	1,873.7	1,866.4	1,878.7
PP	1,855.5	1,855.5	1,855.5	1,858.0
S1	1,845.6	1,845.6	1,861.2	1,850.6
S2	1,827.4	1,827.4	1,858.6
S3	1,799.3	1,817.5	1,856.1
S4	1,771.2	1,789.4	1,848.3

Weekly Pivots for week ending 18-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,140.5	2,089.5	1,904.2
R3	2,047.8	1,996.8	1,878.7
R2	1,955.1	1,955.1	1,870.2
R1	1,904.1	1,904.1	1,861.7	1,883.3
PP	1,862.4	1,862.4	1,862.4	1,851.9
S1	1,811.4	1,811.4	1,844.7	1,790.6
S2	1,769.7	1,769.7	1,836.2
S3	1,677.0	1,718.7	1,827.7
S4	1,584.3	1,626.0	1,802.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,903.0	1,820.6	82.4	4.4%	37.0	2.0%	52%	False	False	158,393
10	1,913.3	1,759.0	154.3	8.3%	47.0	2.5%	68%	False	False	190,464
20	1,913.3	1,758.3	155.0	8.3%	46.8	2.5%	68%	False	False	210,881
40	1,913.3	1,643.8	269.5	14.5%	52.8	2.8%	82%	False	False	234,017
60	1,935.4	1,643.8	291.6	15.6%	52.1	2.8%	75%	False	False	214,790
80	2,038.8	1,643.8	395.0	21.2%	48.7	2.6%	56%	False	False	161,160
100	2,038.8	1,643.8	395.0	21.2%	46.5	2.5%	56%	False	False	128,947

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	6.7

Fibonacci Retracements and Extensions
4.250	1,984.8
2.618	1,939.0
1.618	1,910.9
1.000	1,893.5
0.618	1,882.8
HIGH	1,865.4
0.618	1,854.7
0.500	1,851.4
0.382	1,848.0
LOW	1,837.3
0.618	1,819.9
1.000	1,809.2
1.618	1,791.8
2.618	1,763.7
4.250	1,717.9

Fisher Pivots for day following 22-Nov-2022
Pivot	1 day	3 day
R1	1,859.7	1,859.0
PP	1,855.5	1,854.2
S1	1,851.4	1,849.4

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

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