CME E-mini Russell 2000 Index Futures June 2023

Trading Metrics calculated at close of trading on 18-May-2023

Day Change Summary
	Previous	Current
	17-May-2023	18-May-2023	Change	Change %	Previous Week
Open	1,744.9	1,781.3	36.4	2.1%	1,765.6
High	1,784.0	1,794.4	10.4	0.6%	1,786.8
Low	1,739.7	1,768.1	28.4	1.6%	1,734.9
Close	1,781.0	1,791.1	10.1	0.6%	1,746.5
Range	44.3	26.3	-18.0	-40.6%	51.9
ATR	35.5	34.8	-0.7	-1.8%	0.0
Volume	240,694	218,916	-21,778	-9.0%	811,207

Daily Pivots for day following 18-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,863.4	1,853.6	1,805.6
R3	1,837.1	1,827.3	1,798.3
R2	1,810.8	1,810.8	1,795.9
R1	1,801.0	1,801.0	1,793.5	1,805.9
PP	1,784.5	1,784.5	1,784.5	1,787.0
S1	1,774.7	1,774.7	1,788.7	1,779.6
S2	1,758.2	1,758.2	1,786.3
S3	1,731.9	1,748.4	1,783.9
S4	1,705.6	1,722.1	1,776.6

Weekly Pivots for week ending 12-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,911.8	1,881.0	1,775.0
R3	1,859.9	1,829.1	1,760.8
R2	1,808.0	1,808.0	1,756.0
R1	1,777.2	1,777.2	1,751.3	1,766.7
PP	1,756.1	1,756.1	1,756.1	1,750.8
S1	1,725.3	1,725.3	1,741.7	1,714.8
S2	1,704.2	1,704.2	1,737.0
S3	1,652.3	1,673.4	1,732.2
S4	1,600.4	1,621.5	1,718.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,794.4	1,734.9	59.5	3.3%	32.6	1.8%	94%	True	False	190,598
10	1,794.4	1,723.4	71.0	4.0%	33.2	1.9%	95%	True	False	183,358
20	1,809.7	1,707.9	101.8	5.7%	34.6	1.9%	82%	False	False	194,565
40	1,827.4	1,703.0	124.4	6.9%	33.7	1.9%	71%	False	False	184,839
60	1,954.6	1,703.0	251.6	14.0%	39.2	2.2%	35%	False	False	176,121
80	2,033.3	1,703.0	330.3	18.4%	38.8	2.2%	27%	False	False	132,143
100	2,033.3	1,703.0	330.3	18.4%	38.0	2.1%	27%	False	False	105,768

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	6.3
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,906.2
2.618	1,863.3
1.618	1,837.0
1.000	1,820.7
0.618	1,810.7
HIGH	1,794.4
0.618	1,784.4
0.500	1,781.3
0.382	1,778.1
LOW	1,768.1
0.618	1,751.8
1.000	1,741.8
1.618	1,725.5
2.618	1,699.2
4.250	1,656.3

Fisher Pivots for day following 18-May-2023
Pivot	1 day	3 day
R1	1,787.8	1,783.1
PP	1,784.5	1,775.1
S1	1,781.3	1,767.1

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

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