CME E-mini Russell 2000 Index Futures June 2023

Trading Metrics calculated at close of trading on 06-Apr-2023

Day Change Summary
	Previous	Current
	05-Apr-2023	06-Apr-2023	Change	Change %	Previous Week
Open	1,783.6	1,761.2	-22.4	-1.3%	1,810.2
High	1,784.7	1,772.2	-12.5	-0.7%	1,827.4
Low	1,752.7	1,753.7	1.0	0.1%	1,752.7
Close	1,763.7	1,766.8	3.1	0.2%	1,766.8
Range	32.0	18.5	-13.5	-42.2%	74.7
ATR	43.8	42.0	-1.8	-4.1%	0.0
Volume	169,735	153,781	-15,954	-9.4%	699,374

Daily Pivots for day following 06-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,819.7	1,811.8	1,777.0
R3	1,801.2	1,793.3	1,771.9
R2	1,782.7	1,782.7	1,770.2
R1	1,774.8	1,774.8	1,768.5	1,778.8
PP	1,764.2	1,764.2	1,764.2	1,766.2
S1	1,756.3	1,756.3	1,765.1	1,760.3
S2	1,745.7	1,745.7	1,763.4
S3	1,727.2	1,737.8	1,761.7
S4	1,708.7	1,719.3	1,756.6

Weekly Pivots for week ending 06-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	2,006.4	1,961.3	1,807.9
R3	1,931.7	1,886.6	1,787.3
R2	1,857.0	1,857.0	1,780.5
R1	1,811.9	1,811.9	1,773.6	1,797.1
PP	1,782.3	1,782.3	1,782.3	1,774.9
S1	1,737.2	1,737.2	1,760.0	1,722.4
S2	1,707.6	1,707.6	1,753.1
S3	1,632.9	1,662.5	1,746.3
S4	1,558.2	1,587.8	1,725.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,827.4	1,752.7	74.7	4.2%	35.1	2.0%	19%	False	False	184,414
10	1,827.4	1,703.0	124.4	7.0%	32.9	1.9%	51%	False	False	186,370
20	1,855.1	1,703.0	152.1	8.6%	50.4	2.9%	42%	False	False	264,602
40	1,989.7	1,703.0	286.7	16.2%	43.2	2.4%	22%	False	False	133,105
60	2,033.3	1,703.0	330.3	18.7%	40.6	2.3%	19%	False	False	88,843

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.8
Narrowest range in 56 trading days

Fibonacci Retracements and Extensions
4.250	1,850.8
2.618	1,820.6
1.618	1,802.1
1.000	1,790.7
0.618	1,783.6
HIGH	1,772.2
0.618	1,765.1
0.500	1,763.0
0.382	1,760.8
LOW	1,753.7
0.618	1,742.3
1.000	1,735.2
1.618	1,723.8
2.618	1,705.3
4.250	1,675.1

Fisher Pivots for day following 06-Apr-2023
Pivot	1 day	3 day
R1	1,765.5	1,787.9
PP	1,764.2	1,780.8
S1	1,763.0	1,773.8

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

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