CME E-mini Russell 2000 Index Futures March 2023

Trading Metrics calculated at close of trading on 14-Nov-2022

Day Change Summary
	Previous	Current
	11-Nov-2022	14-Nov-2022	Change	Change %	Previous Week
Open	1,889.9	1,896.9	7.0	0.4%	1,819.5
High	1,920.5	1,910.0	-10.5	-0.5%	1,920.5
Low	1,886.0	1,880.5	-5.5	-0.3%	1,774.2
Close	1,902.0	1,881.4	-20.6	-1.1%	1,902.0
Range	34.5	29.5	-5.0	-14.5%	146.3
ATR	53.2	51.5	-1.7	-3.2%	0.0
Volume	61	101	40	65.6%	1,607

Daily Pivots for day following 14-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	1,979.1	1,959.8	1,897.6
R3	1,949.6	1,930.3	1,889.5
R2	1,920.1	1,920.1	1,886.8
R1	1,900.8	1,900.8	1,884.1	1,895.7
PP	1,890.6	1,890.6	1,890.6	1,888.1
S1	1,871.3	1,871.3	1,878.7	1,866.2
S2	1,861.1	1,861.1	1,876.0
S3	1,831.6	1,841.8	1,873.3
S4	1,802.1	1,812.3	1,865.2

Weekly Pivots for week ending 11-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	2,304.5	2,249.5	1,982.5
R3	2,158.2	2,103.2	1,942.2
R2	2,011.9	2,011.9	1,928.8
R1	1,956.9	1,956.9	1,915.4	1,984.4
PP	1,865.6	1,865.6	1,865.6	1,879.3
S1	1,810.6	1,810.6	1,888.6	1,838.1
S2	1,719.3	1,719.3	1,875.2
S3	1,573.0	1,664.3	1,861.8
S4	1,426.7	1,518.0	1,821.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,920.5	1,774.2	146.3	7.8%	56.2	3.0%	73%	False	False	299
10	1,920.5	1,774.0	146.5	7.8%	50.7	2.7%	73%	False	False	290
20	1,920.5	1,711.7	208.8	11.1%	49.8	2.6%	81%	False	False	173
40	1,920.5	1,658.9	261.6	13.9%	52.8	2.8%	85%	False	False	111

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	False
Bear Hook	False
Bull Hook	False
Stretch	10.2
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	2,035.4
2.618	1,987.2
1.618	1,957.7
1.000	1,939.5
0.618	1,928.2
HIGH	1,910.0
0.618	1,898.7
0.500	1,895.3
0.382	1,891.8
LOW	1,880.5
0.618	1,862.3
1.000	1,851.0
1.618	1,832.8
2.618	1,803.3
4.250	1,755.1

Fisher Pivots for day following 14-Nov-2022
Pivot	1 day	3 day
R1	1,895.3	1,870.8
PP	1,890.6	1,860.2
S1	1,886.0	1,849.7

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

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