CME E-mini Russell 2000 Index Futures June 2023

Trading Metrics calculated at close of trading on 25-May-2023

Day Change Summary
	Previous	Current
	24-May-2023	25-May-2023	Change	Change %	Previous Week
Open	1,794.7	1,775.0	-19.7	-1.1%	1,742.7
High	1,798.9	1,775.5	-23.4	-1.3%	1,805.6
Low	1,763.5	1,742.7	-20.8	-1.2%	1,739.7
Close	1,772.0	1,758.7	-13.3	-0.8%	1,779.2
Range	35.4	32.8	-2.6	-7.3%	65.9
ATR	35.0	34.8	-0.2	-0.4%	0.0
Volume	241,020	254,499	13,479	5.6%	1,034,957

Daily Pivots for day following 25-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,857.4	1,840.8	1,776.7
R3	1,824.6	1,808.0	1,767.7
R2	1,791.8	1,791.8	1,764.7
R1	1,775.2	1,775.2	1,761.7	1,767.1
PP	1,759.0	1,759.0	1,759.0	1,754.9
S1	1,742.4	1,742.4	1,755.7	1,734.3
S2	1,726.2	1,726.2	1,752.7
S3	1,693.4	1,709.6	1,749.7
S4	1,660.6	1,676.8	1,740.7

Weekly Pivots for week ending 19-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,972.5	1,941.8	1,815.4
R3	1,906.6	1,875.9	1,797.3
R2	1,840.7	1,840.7	1,791.3
R1	1,810.0	1,810.0	1,785.2	1,825.4
PP	1,774.8	1,774.8	1,774.8	1,782.5
S1	1,744.1	1,744.1	1,773.2	1,759.5
S2	1,708.9	1,708.9	1,767.1
S3	1,643.0	1,678.2	1,761.1
S4	1,577.1	1,612.3	1,743.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,823.7	1,742.7	81.0	4.6%	34.9	2.0%	20%	False	True	230,707
10	1,823.7	1,734.9	88.8	5.0%	33.8	1.9%	27%	False	False	210,653
20	1,823.7	1,707.9	115.8	6.6%	35.7	2.0%	44%	False	False	208,326
40	1,827.4	1,707.9	119.5	6.8%	33.5	1.9%	43%	False	False	187,170
60	1,954.6	1,703.0	251.6	14.3%	39.6	2.3%	22%	False	False	195,323
80	2,033.3	1,703.0	330.3	18.8%	38.7	2.2%	17%	False	False	146,552
100	2,033.3	1,703.0	330.3	18.8%	38.1	2.2%	17%	False	False	117,299

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	6.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,914.9
2.618	1,861.4
1.618	1,828.6
1.000	1,808.3
0.618	1,795.8
HIGH	1,775.5
0.618	1,763.0
0.500	1,759.1
0.382	1,755.2
LOW	1,742.7
0.618	1,722.4
1.000	1,709.9
1.618	1,689.6
2.618	1,656.8
4.250	1,603.3

Fisher Pivots for day following 25-May-2023
Pivot	1 day	3 day
R1	1,759.1	1,783.2
PP	1,759.0	1,775.0
S1	1,758.8	1,766.9

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

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