CME E-mini Russell 2000 Index Futures June 2023

Trading Metrics calculated at close of trading on 28-Mar-2023

Day Change Summary
	Previous	Current
	27-Mar-2023	28-Mar-2023	Change	Change %	Previous Week
Open	1,748.1	1,771.7	23.6	1.4%	1,749.2
High	1,777.5	1,779.0	1.5	0.1%	1,808.2
Low	1,745.3	1,756.3	11.0	0.6%	1,703.0
Close	1,767.3	1,764.8	-2.5	-0.1%	1,747.7
Range	32.2	22.7	-9.5	-29.5%	105.2
ATR	50.4	48.4	-2.0	-3.9%	0.0
Volume	205,332	136,954	-68,378	-33.3%	1,275,922

Daily Pivots for day following 28-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,834.8	1,822.5	1,777.3
R3	1,812.1	1,799.8	1,771.0
R2	1,789.4	1,789.4	1,769.0
R1	1,777.1	1,777.1	1,766.9	1,771.9
PP	1,766.7	1,766.7	1,766.7	1,764.1
S1	1,754.4	1,754.4	1,762.7	1,749.2
S2	1,744.0	1,744.0	1,760.6
S3	1,721.3	1,731.7	1,758.6
S4	1,698.6	1,709.0	1,752.3

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	1,799.2	1,703.0	96.2	5.5%	44.3	2.5%	64%	False	False	227,725
10	1,808.2	1,703.0	105.2	6.0%	54.7	3.1%	59%	False	False	274,397
20	1,954.6	1,703.0	251.6	14.3%	51.8	2.9%	25%	False	False	203,713
40	2,033.3	1,703.0	330.3	18.7%	44.9	2.5%	19%	False	False	101,969
60	2,033.3	1,703.0	330.3	18.7%	41.2	2.3%	19%	False	False	68,075

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	13.6
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	1,875.5
2.618	1,838.4
1.618	1,815.7
1.000	1,801.7
0.618	1,793.0
HIGH	1,779.0
0.618	1,770.3
0.500	1,767.7
0.382	1,765.0
LOW	1,756.3
0.618	1,742.3
1.000	1,733.6
1.618	1,719.6
2.618	1,696.9
4.250	1,659.8

Fisher Pivots for day following 28-Mar-2023
Pivot	1 day	3 day
R1	1,767.7	1,756.9
PP	1,766.7	1,748.9
S1	1,765.8	1,741.0

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

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