CME E-mini Russell 2000 Index Futures December 2022

Trading Metrics calculated at close of trading on 25-Nov-2022

Day Change Summary
	Previous	Current
	23-Nov-2022	25-Nov-2022	Change	Change %	Previous Week
Open	1,863.8	1,869.1	5.3	0.3%	1,853.1
High	1,873.1	1,878.8	5.7	0.3%	1,878.8
Low	1,850.3	1,861.3	11.0	0.6%	1,829.8
Close	1,866.4	1,870.2	3.8	0.2%	1,870.2
Range	22.8	17.5	-5.3	-23.2%	49.0
ATR	45.8	43.8	-2.0	-4.4%	0.0
Volume	156,991	79,453	-77,538	-49.4%	497,164

Daily Pivots for day following 25-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	1,922.6	1,913.9	1,879.8
R3	1,905.1	1,896.4	1,875.0
R2	1,887.6	1,887.6	1,873.4
R1	1,878.9	1,878.9	1,871.8	1,883.3
PP	1,870.1	1,870.1	1,870.1	1,872.3
S1	1,861.4	1,861.4	1,868.6	1,865.8
S2	1,852.6	1,852.6	1,867.0
S3	1,835.1	1,843.9	1,865.4
S4	1,817.6	1,826.4	1,860.6

Weekly Pivots for week ending 25-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,006.6	1,987.4	1,897.2
R3	1,957.6	1,938.4	1,883.7
R2	1,908.6	1,908.6	1,879.2
R1	1,889.4	1,889.4	1,874.7	1,899.0
PP	1,859.6	1,859.6	1,859.6	1,864.4
S1	1,840.4	1,840.4	1,865.7	1,850.0
S2	1,810.6	1,810.6	1,861.2
S3	1,761.6	1,791.4	1,856.7
S4	1,712.6	1,742.4	1,843.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,878.8	1,829.8	49.0	2.6%	25.8	1.4%	82%	True	False	132,388
10	1,913.3	1,820.6	92.7	5.0%	33.7	1.8%	54%	False	False	167,923
20	1,913.3	1,758.3	155.0	8.3%	44.1	2.4%	72%	False	False	196,198
40	1,913.3	1,643.8	269.5	14.4%	50.1	2.7%	84%	False	False	225,450
60	1,935.4	1,643.8	291.6	15.6%	51.3	2.7%	78%	False	False	218,717
80	2,038.8	1,643.8	395.0	21.1%	48.4	2.6%	57%	False	False	164,113
100	2,038.8	1,643.8	395.0	21.1%	46.0	2.5%	57%	False	False	131,311

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	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	7.7
Narrowest range in 97 trading days

Fibonacci Retracements and Extensions
4.250	1,953.2
2.618	1,924.6
1.618	1,907.1
1.000	1,896.3
0.618	1,889.6
HIGH	1,878.8
0.618	1,872.1
0.500	1,870.1
0.382	1,868.0
LOW	1,861.3
0.618	1,850.5
1.000	1,843.8
1.618	1,833.0
2.618	1,815.5
4.250	1,786.9

Fisher Pivots for day following 25-Nov-2022
Pivot	1 day	3 day
R1	1,870.2	1,866.2
PP	1,870.1	1,862.1
S1	1,870.1	1,858.1

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

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