CME E-mini Russell 2000 Index Futures June 2023

Trading Metrics calculated at close of trading on 15-Mar-2023

Day Change Summary
	Previous	Current
	14-Mar-2023	15-Mar-2023	Change	Change %	Previous Week
Open	1,762.9	1,791.8	28.9	1.6%	1,945.8
High	1,820.0	1,801.7	-18.3	-1.0%	1,954.6
Low	1,758.4	1,728.5	-29.9	-1.7%	1,770.2
Close	1,794.5	1,762.2	-32.3	-1.8%	1,788.2
Range	61.6	73.2	11.6	18.8%	184.4
ATR	44.9	46.9	2.0	4.5%	0.0
Volume	425,399	434,486	9,087	2.1%	314,124

Daily Pivots for day following 15-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,983.7	1,946.2	1,802.5
R3	1,910.5	1,873.0	1,782.3
R2	1,837.3	1,837.3	1,775.6
R1	1,799.8	1,799.8	1,768.9	1,782.0
PP	1,764.1	1,764.1	1,764.1	1,755.2
S1	1,726.6	1,726.6	1,755.5	1,708.8
S2	1,690.9	1,690.9	1,748.8
S3	1,617.7	1,653.4	1,742.1
S4	1,544.5	1,580.2	1,721.9

Weekly Pivots for week ending 10-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	2,390.9	2,273.9	1,889.6
R3	2,206.5	2,089.5	1,838.9
R2	2,022.1	2,022.1	1,822.0
R1	1,905.1	1,905.1	1,805.1	1,871.4
PP	1,837.7	1,837.7	1,837.7	1,820.8
S1	1,720.7	1,720.7	1,771.3	1,687.0
S2	1,653.3	1,653.3	1,754.4
S3	1,468.9	1,536.3	1,737.5
S4	1,284.5	1,351.9	1,686.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,903.7	1,728.5	175.2	9.9%	74.3	4.2%	19%	False	True	351,578
10	1,954.6	1,728.5	226.1	12.8%	54.0	3.1%	15%	False	True	176,438
20	1,988.0	1,728.5	259.5	14.7%	43.8	2.5%	13%	False	True	88,352
40	2,033.3	1,728.5	304.8	17.3%	40.6	2.3%	11%	False	True	44,316
60	2,033.3	1,728.5	304.8	17.3%	39.0	2.2%	11%	False	True	29,608

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	9.3
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,112.8
2.618	1,993.3
1.618	1,920.1
1.000	1,874.9
0.618	1,846.9
HIGH	1,801.7
0.618	1,773.7
0.500	1,765.1
0.382	1,756.5
LOW	1,728.5
0.618	1,683.3
1.000	1,655.3
1.618	1,610.1
2.618	1,536.9
4.250	1,417.4

Fisher Pivots for day following 15-Mar-2023
Pivot	1 day	3 day
R1	1,765.1	1,777.0
PP	1,764.1	1,772.0
S1	1,763.2	1,767.1

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

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