CME E-mini Russell 2000 Index Futures December 2022

Trading Metrics calculated at close of trading on 15-Dec-2022

Day Change Summary
	Previous	Current
	14-Dec-2022	15-Dec-2022	Change	Change %	Previous Week
Open	1,835.5	1,826.0	-9.5	-0.5%	1,892.0
High	1,849.5	1,828.4	-21.1	-1.1%	1,894.9
Low	1,807.9	1,768.2	-39.7	-2.2%	1,795.8
Close	1,821.5	1,775.1	-46.4	-2.5%	1,797.2
Range	41.6	60.2	18.6	44.7%	99.1
ATR	44.3	45.4	1.1	2.6%	0.0
Volume	69,888	64,824	-5,064	-7.2%	938,852

Daily Pivots for day following 15-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	1,971.2	1,933.3	1,808.2
R3	1,911.0	1,873.1	1,791.7
R2	1,850.8	1,850.8	1,786.1
R1	1,812.9	1,812.9	1,780.6	1,801.8
PP	1,790.6	1,790.6	1,790.6	1,785.0
S1	1,752.7	1,752.7	1,769.6	1,741.6
S2	1,730.4	1,730.4	1,764.1
S3	1,670.2	1,692.5	1,758.5
S4	1,610.0	1,632.3	1,742.0

Weekly Pivots for week ending 09-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,126.6	2,061.0	1,851.7
R3	2,027.5	1,961.9	1,824.5
R2	1,928.4	1,928.4	1,815.4
R1	1,862.8	1,862.8	1,806.3	1,846.1
PP	1,829.3	1,829.3	1,829.3	1,820.9
S1	1,763.7	1,763.7	1,788.1	1,747.0
S2	1,730.2	1,730.2	1,779.0
S3	1,631.1	1,664.6	1,769.9
S4	1,532.0	1,565.5	1,742.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,891.3	1,768.2	123.1	6.9%	48.3	2.7%	6%	False	True	169,411
10	1,902.3	1,768.2	134.1	7.6%	46.9	2.6%	5%	False	True	177,986
20	1,906.1	1,768.2	137.9	7.8%	40.5	2.3%	5%	False	True	170,843
40	1,913.3	1,695.3	218.0	12.3%	45.6	2.6%	37%	False	False	201,062
60	1,913.3	1,643.8	269.5	15.2%	50.4	2.8%	49%	False	False	221,127
80	1,979.6	1,643.8	335.8	18.9%	49.6	2.8%	39%	False	False	196,281
100	2,038.8	1,643.8	395.0	22.3%	47.3	2.7%	33%	False	False	157,064
120	2,038.8	1,643.8	395.0	22.3%	46.0	2.6%	33%	False	False	130,910

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,084.3
2.618	1,986.0
1.618	1,925.8
1.000	1,888.6
0.618	1,865.6
HIGH	1,828.4
0.618	1,805.4
0.500	1,798.3
0.382	1,791.2
LOW	1,768.2
0.618	1,731.0
1.000	1,708.0
1.618	1,670.8
2.618	1,610.6
4.250	1,512.4

Fisher Pivots for day following 15-Dec-2022
Pivot	1 day	3 day
R1	1,798.3	1,829.8
PP	1,790.6	1,811.5
S1	1,782.8	1,793.3

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

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