CME E-mini Russell 2000 Index Futures June 2023

Trading Metrics calculated at close of trading on 08-May-2023

Day Change Summary
	Previous	Current
	05-May-2023	08-May-2023	Change	Change %	Previous Week
Open	1,724.0	1,765.6	41.6	2.4%	1,776.6
High	1,772.2	1,776.1	3.9	0.2%	1,796.5
Low	1,723.4	1,751.4	28.0	1.6%	1,707.9
Close	1,765.4	1,761.0	-4.4	-0.2%	1,765.4
Range	48.8	24.7	-24.1	-49.4%	88.6
ATR	37.6	36.7	-0.9	-2.5%	0.0
Volume	218,289	135,621	-82,668	-37.9%	1,177,106

Daily Pivots for day following 08-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,836.9	1,823.7	1,774.6
R3	1,812.2	1,799.0	1,767.8
R2	1,787.5	1,787.5	1,765.5
R1	1,774.3	1,774.3	1,763.3	1,768.6
PP	1,762.8	1,762.8	1,762.8	1,760.0
S1	1,749.6	1,749.6	1,758.7	1,743.9
S2	1,738.1	1,738.1	1,756.5
S3	1,713.4	1,724.9	1,754.2
S4	1,688.7	1,700.2	1,747.4

Weekly Pivots for week ending 05-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	2,022.4	1,982.5	1,814.1
R3	1,933.8	1,893.9	1,789.8
R2	1,845.2	1,845.2	1,781.6
R1	1,805.3	1,805.3	1,773.5	1,781.0
PP	1,756.6	1,756.6	1,756.6	1,744.4
S1	1,716.7	1,716.7	1,757.3	1,692.4
S2	1,668.0	1,668.0	1,749.2
S3	1,579.4	1,628.1	1,741.0
S4	1,490.8	1,539.5	1,716.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,778.9	1,707.9	71.0	4.0%	42.8	2.4%	75%	False	False	230,571
10	1,796.9	1,707.9	89.0	5.1%	38.5	2.2%	60%	False	False	213,115
20	1,825.5	1,707.9	117.6	6.7%	33.3	1.9%	45%	False	False	180,967
40	1,827.4	1,703.0	124.4	7.1%	40.6	2.3%	47%	False	False	219,269
60	1,988.0	1,703.0	285.0	16.2%	39.6	2.2%	20%	False	False	151,485
80	2,033.3	1,703.0	330.3	18.8%	39.0	2.2%	18%	False	False	113,695

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	6.9
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1,881.1
2.618	1,840.8
1.618	1,816.1
1.000	1,800.8
0.618	1,791.4
HIGH	1,776.1
0.618	1,766.7
0.500	1,763.8
0.382	1,760.8
LOW	1,751.4
0.618	1,736.1
1.000	1,726.7
1.618	1,711.4
2.618	1,686.7
4.250	1,646.4

Fisher Pivots for day following 08-May-2023
Pivot	1 day	3 day
R1	1,763.8	1,754.7
PP	1,762.8	1,748.3
S1	1,761.9	1,742.0

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

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