CME E-mini Russell 2000 Index Futures June 2023

Trading Metrics calculated at close of trading on 27-Mar-2023

Day Change Summary
	Previous	Current
	24-Mar-2023	27-Mar-2023	Change	Change %	Previous Week
Open	1,741.9	1,748.1	6.2	0.4%	1,749.2
High	1,751.2	1,777.5	26.3	1.5%	1,808.2
Low	1,703.0	1,745.3	42.3	2.5%	1,703.0
Close	1,747.7	1,767.3	19.6	1.1%	1,747.7
Range	48.2	32.2	-16.0	-33.2%	105.2
ATR	51.8	50.4	-1.4	-2.7%	0.0
Volume	274,333	205,332	-69,001	-25.2%	1,275,922

Daily Pivots for day following 27-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,860.0	1,845.8	1,785.0
R3	1,827.8	1,813.6	1,776.2
R2	1,795.6	1,795.6	1,773.2
R1	1,781.4	1,781.4	1,770.3	1,788.5
PP	1,763.4	1,763.4	1,763.4	1,766.9
S1	1,749.2	1,749.2	1,764.3	1,756.3
S2	1,731.2	1,731.2	1,761.4
S3	1,699.0	1,717.0	1,758.4
S4	1,666.8	1,684.8	1,749.6

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%	49.1	2.8%	61%	False	False	243,574
10	1,820.0	1,703.0	117.0	6.6%	58.6	3.3%	55%	False	False	303,242
20	1,954.6	1,703.0	251.6	14.2%	52.0	2.9%	26%	False	False	196,879
40	2,033.3	1,703.0	330.3	18.7%	44.9	2.5%	19%	False	False	98,546
60	2,033.3	1,703.0	330.3	18.7%	41.6	2.4%	19%	False	False	65,796

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.3
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1,914.4
2.618	1,861.8
1.618	1,829.6
1.000	1,809.7
0.618	1,797.4
HIGH	1,777.5
0.618	1,765.2
0.500	1,761.4
0.382	1,757.6
LOW	1,745.3
0.618	1,725.4
1.000	1,713.1
1.618	1,693.2
2.618	1,661.0
4.250	1,608.5

Fisher Pivots for day following 27-Mar-2023
Pivot	1 day	3 day
R1	1,765.3	1,758.3
PP	1,763.4	1,749.3
S1	1,761.4	1,740.3

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

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