CME E-mini Russell 2000 Index Futures June 2023

Trading Metrics calculated at close of trading on 14-Apr-2023

Day Change Summary
	Previous	Current
	13-Apr-2023	14-Apr-2023	Change	Change %	Previous Week
Open	1,784.8	1,806.1	21.3	1.2%	1,779.2
High	1,813.9	1,819.4	5.5	0.3%	1,822.0
Low	1,780.5	1,779.1	-1.4	-0.1%	1,754.3
Close	1,808.7	1,791.7	-17.0	-0.9%	1,791.7
Range	33.4	40.3	6.9	20.7%	67.7
ATR	39.5	39.6	0.1	0.1%	0.0
Volume	129,528	180,778	51,250	39.6%	772,837

Daily Pivots for day following 14-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,917.6	1,895.0	1,813.9
R3	1,877.3	1,854.7	1,802.8
R2	1,837.0	1,837.0	1,799.1
R1	1,814.4	1,814.4	1,795.4	1,805.6
PP	1,796.7	1,796.7	1,796.7	1,792.3
S1	1,774.1	1,774.1	1,788.0	1,765.3
S2	1,756.4	1,756.4	1,784.3
S3	1,716.1	1,733.8	1,780.6
S4	1,675.8	1,693.5	1,769.5

Weekly Pivots for week ending 14-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,992.4	1,959.8	1,828.9
R3	1,924.7	1,892.1	1,810.3
R2	1,857.0	1,857.0	1,804.1
R1	1,824.4	1,824.4	1,797.9	1,840.7
PP	1,789.3	1,789.3	1,789.3	1,797.5
S1	1,756.7	1,756.7	1,785.5	1,773.0
S2	1,721.6	1,721.6	1,779.3
S3	1,653.9	1,689.0	1,773.1
S4	1,586.2	1,621.3	1,754.5

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	1,754.3	67.7	3.8%	34.0	1.9%	55%	False	False	154,567
10	1,827.4	1,752.7	74.7	4.2%	34.5	1.9%	52%	False	False	169,490
20	1,827.4	1,703.0	124.4	6.9%	39.9	2.2%	71%	False	False	197,697
40	1,988.0	1,703.0	285.0	15.9%	42.7	2.4%	31%	False	False	152,410
60	2,033.3	1,703.0	330.3	18.4%	40.7	2.3%	27%	False	False	101,695
80	2,033.3	1,703.0	330.3	18.4%	39.7	2.2%	27%	False	False	76,320

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.4
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,990.7
2.618	1,924.9
1.618	1,884.6
1.000	1,859.7
0.618	1,844.3
HIGH	1,819.4
0.618	1,804.0
0.500	1,799.3
0.382	1,794.5
LOW	1,779.1
0.618	1,754.2
1.000	1,738.8
1.618	1,713.9
2.618	1,673.6
4.250	1,607.8

Fisher Pivots for day following 14-Apr-2023
Pivot	1 day	3 day
R1	1,799.3	1,800.6
PP	1,796.7	1,797.6
S1	1,794.2	1,794.7

Download as Excel Spreadsheet

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

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