CME E-mini Russell 2000 Index Futures December 2022

Trading Metrics calculated at close of trading on 23-Nov-2022

Day Change Summary
	Previous	Current
	22-Nov-2022	23-Nov-2022	Change	Change %	Previous Week
Open	1,842.5	1,863.8	21.3	1.2%	1,881.1
High	1,865.4	1,873.1	7.7	0.4%	1,913.3
Low	1,837.3	1,850.3	13.0	0.7%	1,820.6
Close	1,863.8	1,866.4	2.6	0.1%	1,853.2
Range	28.1	22.8	-5.3	-18.9%	92.7
ATR	47.6	45.8	-1.8	-3.7%	0.0
Volume	136,678	156,991	20,313	14.9%	952,620

Daily Pivots for day following 23-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	1,931.7	1,921.8	1,878.9
R3	1,908.9	1,899.0	1,872.7
R2	1,886.1	1,886.1	1,870.6
R1	1,876.2	1,876.2	1,868.5	1,881.2
PP	1,863.3	1,863.3	1,863.3	1,865.7
S1	1,853.4	1,853.4	1,864.3	1,858.4
S2	1,840.5	1,840.5	1,862.2
S3	1,817.7	1,830.6	1,860.1
S4	1,794.9	1,807.8	1,853.9

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	1,873.1	1,820.6	52.5	2.8%	31.6	1.7%	87%	True	False	152,140
10	1,913.3	1,763.6	149.7	8.0%	43.4	2.3%	69%	False	False	186,727
20	1,913.3	1,758.3	155.0	8.3%	45.5	2.4%	70%	False	False	205,533
40	1,913.3	1,643.8	269.5	14.4%	51.3	2.7%	83%	False	False	230,137
60	1,935.4	1,643.8	291.6	15.6%	51.5	2.8%	76%	False	False	217,396
80	2,038.8	1,643.8	395.0	21.2%	48.6	2.6%	56%	False	False	163,122
100	2,038.8	1,643.8	395.0	21.2%	46.2	2.5%	56%	False	False	130,517

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	True
Bear Hook	False
Bull Hook	False
Stretch	7.1
Narrowest range in 68 trading days

Fibonacci Retracements and Extensions
4.250	1,970.0
2.618	1,932.8
1.618	1,910.0
1.000	1,895.9
0.618	1,887.2
HIGH	1,873.1
0.618	1,864.4
0.500	1,861.7
0.382	1,859.0
LOW	1,850.3
0.618	1,836.2
1.000	1,827.5
1.618	1,813.4
2.618	1,790.6
4.250	1,753.4

Fisher Pivots for day following 23-Nov-2022
Pivot	1 day	3 day
R1	1,864.8	1,861.4
PP	1,863.3	1,856.4
S1	1,861.7	1,851.5

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

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