CME E-mini Russell 2000 Index Futures June 2023

Trading Metrics calculated at close of trading on 24-Mar-2023

Day Change Summary
	Previous	Current
	23-Mar-2023	24-Mar-2023	Change	Change %	Previous Week
Open	1,745.8	1,741.9	-3.9	-0.2%	1,749.2
High	1,774.9	1,751.2	-23.7	-1.3%	1,808.2
Low	1,716.7	1,703.0	-13.7	-0.8%	1,703.0
Close	1,732.5	1,747.7	15.2	0.9%	1,747.7
Range	58.2	48.2	-10.0	-17.2%	105.2
ATR	52.0	51.8	-0.3	-0.5%	0.0
Volume	284,968	274,333	-10,635	-3.7%	1,275,922

Daily Pivots for day following 24-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,878.6	1,861.3	1,774.2
R3	1,830.4	1,813.1	1,761.0
R2	1,782.2	1,782.2	1,756.5
R1	1,764.9	1,764.9	1,752.1	1,773.6
PP	1,734.0	1,734.0	1,734.0	1,738.3
S1	1,716.7	1,716.7	1,743.3	1,725.4
S2	1,685.8	1,685.8	1,738.9
S3	1,637.6	1,668.5	1,734.4
S4	1,589.4	1,620.3	1,721.2

Weekly Pivots for week ending 24-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	2,068.6	2,013.3	1,805.6
R3	1,963.4	1,908.1	1,776.6
R2	1,858.2	1,858.2	1,767.0
R1	1,802.9	1,802.9	1,757.3	1,778.0
PP	1,753.0	1,753.0	1,753.0	1,740.5
S1	1,697.7	1,697.7	1,738.1	1,672.8
S2	1,647.8	1,647.8	1,728.4
S3	1,542.6	1,592.5	1,718.8
S4	1,437.4	1,487.3	1,689.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,808.2	1,703.0	105.2	6.0%	57.0	3.3%	42%	False	True	255,184
10	1,825.4	1,703.0	122.4	7.0%	64.3	3.7%	37%	False	True	341,615
20	1,954.6	1,703.0	251.6	14.4%	51.8	3.0%	18%	False	True	186,624
40	2,033.3	1,703.0	330.3	18.9%	44.7	2.6%	14%	False	True	93,417
60	2,033.3	1,703.0	330.3	18.9%	41.7	2.4%	14%	False	True	62,374

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	15.8
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,956.1
2.618	1,877.4
1.618	1,829.2
1.000	1,799.4
0.618	1,781.0
HIGH	1,751.2
0.618	1,732.8
0.500	1,727.1
0.382	1,721.4
LOW	1,703.0
0.618	1,673.2
1.000	1,654.8
1.618	1,625.0
2.618	1,576.8
4.250	1,498.2

Fisher Pivots for day following 24-Mar-2023
Pivot	1 day	3 day
R1	1,740.8	1,751.1
PP	1,734.0	1,750.0
S1	1,727.1	1,748.8

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

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