CME E-mini Russell 2000 Index Futures June 2023

Trading Metrics calculated at close of trading on 12-Apr-2023

Day Change Summary
	Previous	Current
	11-Apr-2023	12-Apr-2023	Change	Change %	Previous Week
Open	1,787.8	1,798.2	10.4	0.6%	1,810.2
High	1,807.2	1,822.0	14.8	0.8%	1,827.4
Low	1,785.2	1,782.7	-2.5	-0.1%	1,752.7
Close	1,798.3	1,784.9	-13.4	-0.7%	1,766.8
Range	22.0	39.3	17.3	78.6%	74.7
ATR	40.1	40.0	-0.1	-0.1%	0.0
Volume	140,805	175,833	35,028	24.9%	699,374

Daily Pivots for day following 12-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,914.4	1,889.0	1,806.5
R3	1,875.1	1,849.7	1,795.7
R2	1,835.8	1,835.8	1,792.1
R1	1,810.4	1,810.4	1,788.5	1,803.5
PP	1,796.5	1,796.5	1,796.5	1,793.1
S1	1,771.1	1,771.1	1,781.3	1,764.2
S2	1,757.2	1,757.2	1,777.7
S3	1,717.9	1,731.8	1,774.1
S4	1,678.6	1,692.5	1,763.3

Weekly Pivots for week ending 07-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	1,822.0	1,752.7	69.3	3.9%	29.3	1.6%	46%	True	False	157,209
10	1,827.4	1,752.7	74.7	4.2%	32.2	1.8%	43%	False	False	170,961
20	1,827.4	1,703.0	124.4	7.0%	43.4	2.4%	66%	False	False	222,679
40	1,988.0	1,703.0	285.0	16.0%	42.8	2.4%	29%	False	False	144,657
60	2,033.3	1,703.0	330.3	18.5%	40.6	2.3%	25%	False	False	96,534

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.7
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,989.0
2.618	1,924.9
1.618	1,885.6
1.000	1,861.3
0.618	1,846.3
HIGH	1,822.0
0.618	1,807.0
0.500	1,802.4
0.382	1,797.7
LOW	1,782.7
0.618	1,758.4
1.000	1,743.4
1.618	1,719.1
2.618	1,679.8
4.250	1,615.7

Fisher Pivots for day following 12-Apr-2023
Pivot	1 day	3 day
R1	1,802.4	1,788.2
PP	1,796.5	1,787.1
S1	1,790.7	1,786.0

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

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