CME E-mini Russell 2000 Index Futures March 2023

Trading Metrics calculated at close of trading on 16-Feb-2023

Day Change Summary
	Previous	Current
	15-Feb-2023	16-Feb-2023	Change	Change %	Previous Week
Open	1,942.0	1,965.5	23.5	1.2%	1,987.2
High	1,967.3	1,970.3	3.0	0.2%	1,991.0
Low	1,925.2	1,931.3	6.1	0.3%	1,906.2
Close	1,965.5	1,945.3	-20.2	-1.0%	1,924.4
Range	42.1	39.0	-3.1	-7.4%	84.8
ATR	39.7	39.7	-0.1	-0.1%	0.0
Volume	167,858	211,177	43,319	25.8%	969,567

Daily Pivots for day following 16-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	2,066.0	2,044.6	1,966.8
R3	2,027.0	2,005.6	1,956.0
R2	1,988.0	1,988.0	1,952.5
R1	1,966.6	1,966.6	1,948.9	1,957.8
PP	1,949.0	1,949.0	1,949.0	1,944.6
S1	1,927.6	1,927.6	1,941.7	1,918.8
S2	1,910.0	1,910.0	1,938.2
S3	1,871.0	1,888.6	1,934.6
S4	1,832.0	1,849.6	1,923.9

Weekly Pivots for week ending 10-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	2,194.9	2,144.5	1,971.0
R3	2,110.1	2,059.7	1,947.7
R2	2,025.3	2,025.3	1,939.9
R1	1,974.9	1,974.9	1,932.2	1,957.7
PP	1,940.5	1,940.5	1,940.5	1,932.0
S1	1,890.1	1,890.1	1,916.6	1,872.9
S2	1,855.7	1,855.7	1,908.9
S3	1,770.9	1,805.3	1,901.1
S4	1,686.1	1,720.5	1,877.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,970.3	1,906.2	64.1	3.3%	36.3	1.9%	61%	True	False	188,838
10	2,015.6	1,906.2	109.4	5.6%	38.7	2.0%	36%	False	False	196,197
20	2,016.9	1,836.2	180.7	9.3%	39.3	2.0%	60%	False	False	195,539
40	2,016.9	1,730.8	286.1	14.7%	38.8	2.0%	75%	False	False	185,659
60	2,016.9	1,730.8	286.1	14.7%	39.2	2.0%	75%	False	False	154,659
80	2,016.9	1,730.8	286.1	14.7%	41.2	2.1%	75%	False	False	116,060
100	2,016.9	1,658.9	358.0	18.4%	44.0	2.3%	80%	False	False	92,861

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	11.6
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2,136.1
2.618	2,072.4
1.618	2,033.4
1.000	2,009.3
0.618	1,994.4
HIGH	1,970.3
0.618	1,955.4
0.500	1,950.8
0.382	1,946.2
LOW	1,931.3
0.618	1,907.2
1.000	1,892.3
1.618	1,868.2
2.618	1,829.2
4.250	1,765.6

Fisher Pivots for day following 16-Feb-2023
Pivot	1 day	3 day
R1	1,950.8	1,945.8
PP	1,949.0	1,945.6
S1	1,947.1	1,945.5

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

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