CME E-mini Russell 2000 Index Futures December 2022

Trading Metrics calculated at close of trading on 30-Nov-2022

Day Change Summary
	Previous	Current
	29-Nov-2022	30-Nov-2022	Change	Change %	Previous Week
Open	1,834.7	1,837.5	2.8	0.2%	1,853.1
High	1,850.5	1,897.6	47.1	2.5%	1,878.8
Low	1,832.5	1,821.2	-11.3	-0.6%	1,829.8
Close	1,837.8	1,887.5	49.7	2.7%	1,870.2
Range	18.0	76.4	58.4	324.4%	49.0
ATR	41.9	44.4	2.5	5.9%	0.0
Volume	147,074	262,405	115,331	78.4%	497,164

Daily Pivots for day following 30-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,098.0	2,069.1	1,929.5
R3	2,021.6	1,992.7	1,908.5
R2	1,945.2	1,945.2	1,901.5
R1	1,916.3	1,916.3	1,894.5	1,930.8
PP	1,868.8	1,868.8	1,868.8	1,876.0
S1	1,839.9	1,839.9	1,880.5	1,854.4
S2	1,792.4	1,792.4	1,873.5
S3	1,716.0	1,763.5	1,866.5
S4	1,639.6	1,687.1	1,845.5

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	1,897.6	1,821.2	76.4	4.0%	34.9	1.9%	87%	True	True	162,828
10	1,903.0	1,820.6	82.4	4.4%	36.0	1.9%	81%	False	False	160,610
20	1,913.3	1,758.3	155.0	8.2%	44.9	2.4%	83%	False	False	191,417
40	1,913.3	1,643.8	269.5	14.3%	48.8	2.6%	90%	False	False	217,710
60	1,935.4	1,643.8	291.6	15.4%	51.2	2.7%	84%	False	False	228,286
80	2,038.8	1,643.8	395.0	20.9%	48.8	2.6%	62%	False	False	171,331
100	2,038.8	1,643.8	395.0	20.9%	46.4	2.5%	62%	False	False	137,087

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.2
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	2,222.3
2.618	2,097.6
1.618	2,021.2
1.000	1,974.0
0.618	1,944.8
HIGH	1,897.6
0.618	1,868.4
0.500	1,859.4
0.382	1,850.4
LOW	1,821.2
0.618	1,774.0
1.000	1,744.8
1.618	1,697.6
2.618	1,621.2
4.250	1,496.5

Fisher Pivots for day following 30-Nov-2022
Pivot	1 day	3 day
R1	1,878.1	1,878.1
PP	1,868.8	1,868.8
S1	1,859.4	1,859.4

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

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