CME E-mini Russell 2000 Index Futures December 2023

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Trading Metrics calculated at close of trading on 23-Oct-2023
Day Change Summary Previous Current 20-Oct-2023 23-Oct-2023 Change Change % Previous Week Open 1,710.4 1,692.4 -18.0 -1.1% 1,729.9 High 1,714.5 1,699.7 -14.8 -0.9% 1,792.9 Low 1,688.1 1,670.9 -17.2 -1.0% 1,688.1 Close 1,689.8 1,676.1 -13.7 -0.8% 1,689.8 Range 26.4 28.8 2.4 9.1% 104.8 ATR 34.8 34.4 -0.4 -1.2% 0.0 Volume 284,058 242,690 -41,368 -14.6% 1,220,304
Daily Pivots for day following 23-Oct-2023 Classic Woodie Camarilla DeMark R4 1,768.6 1,751.2 1,691.9 R3 1,739.8 1,722.4 1,684.0 R2 1,711.0 1,711.0 1,681.4 R1 1,693.6 1,693.6 1,678.7 1,687.9 PP 1,682.2 1,682.2 1,682.2 1,679.4 S1 1,664.8 1,664.8 1,673.5 1,659.1 S2 1,653.4 1,653.4 1,670.8 S3 1,624.6 1,636.0 1,668.2 S4 1,595.8 1,607.2 1,660.3	Weekly Pivots for week ending 20-Oct-2023 Classic Woodie Camarilla DeMark R4 2,038.0 1,968.7 1,747.4 R3 1,933.2 1,863.9 1,718.6 R2 1,828.4 1,828.4 1,709.0 R1 1,759.1 1,759.1 1,699.4 1,741.4 PP 1,723.6 1,723.6 1,723.6 1,714.7 S1 1,654.3 1,654.3 1,680.2 1,636.6 S2 1,618.8 1,618.8 1,670.6 S3 1,514.0 1,549.5 1,661.0 S4 1,409.2 1,444.7 1,632.2
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,792.9 1,670.9 122.0 7.3% 36.6 2.2% 4% False True 257,854 10 1,802.7 1,670.9 131.8 7.9% 37.5 2.2% 4% False True 230,958 20 1,824.8 1,670.9 153.9 9.2% 36.1 2.2% 3% False True 235,446 40 1,952.8 1,670.9 281.9 16.8% 31.5 1.9% 2% False True 181,815 60 2,038.2 1,670.9 367.3 21.9% 31.3 1.9% 1% False True 121,306 80 2,038.2 1,670.9 367.3 21.9% 31.3 1.9% 1% False True 91,003 100 2,038.2 1,670.9 367.3 21.9% 30.5 1.8% 1% False True 72,824 120 2,038.2 1,670.9 367.3 21.9% 29.3 1.7% 1% False True 60,687
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 6.9 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1,822.1 2.618 1,775.1 1.618 1,746.3 1.000 1,728.5 0.618 1,717.5 HIGH 1,699.7 0.618 1,688.7 0.500 1,685.3 0.382 1,681.9 LOW 1,670.9 0.618 1,653.1 1.000 1,642.1 1.618 1,624.3 2.618 1,595.5 4.250 1,548.5
Fisher Pivots for day following 23-Oct-2023 Pivot 1 day 3 day R1 1,685.3 1,709.5 PP 1,682.2 1,698.4 S1 1,679.2 1,687.2

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