CME E-mini Russell 2000 Index Futures June 2023

Trading Metrics calculated at close of trading on 31-May-2023

Day Change Summary
	Previous	Current
	30-May-2023	31-May-2023	Change	Change %	Previous Week
Open	1,787.7	1,770.7	-17.0	-1.0%	1,771.6
High	1,791.7	1,775.8	-15.9	-0.9%	1,823.7
Low	1,763.3	1,738.5	-24.8	-1.4%	1,742.7
Close	1,771.2	1,751.8	-19.4	-1.1%	1,777.3
Range	28.4	37.3	8.9	31.3%	81.0
ATR	34.0	34.3	0.2	0.7%	0.0
Volume	215,541	257,559	42,018	19.5%	1,122,643

Daily Pivots for day following 31-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,867.3	1,846.8	1,772.3
R3	1,830.0	1,809.5	1,762.1
R2	1,792.7	1,792.7	1,758.6
R1	1,772.2	1,772.2	1,755.2	1,763.8
PP	1,755.4	1,755.4	1,755.4	1,751.2
S1	1,734.9	1,734.9	1,748.4	1,726.5
S2	1,718.1	1,718.1	1,745.0
S3	1,680.8	1,697.6	1,741.5
S4	1,643.5	1,660.3	1,731.3

Weekly Pivots for week ending 26-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	2,024.2	1,981.8	1,821.9
R3	1,943.2	1,900.8	1,799.6
R2	1,862.2	1,862.2	1,792.2
R1	1,819.8	1,819.8	1,784.7	1,841.0
PP	1,781.2	1,781.2	1,781.2	1,791.9
S1	1,738.8	1,738.8	1,769.9	1,760.0
S2	1,700.2	1,700.2	1,762.5
S3	1,619.2	1,657.8	1,755.0
S4	1,538.2	1,576.8	1,732.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,798.9	1,738.5	60.4	3.4%	32.7	1.9%	22%	False	True	233,717
10	1,823.7	1,738.5	85.2	4.9%	34.1	1.9%	16%	False	True	228,621
20	1,823.7	1,707.9	115.8	6.6%	34.3	2.0%	38%	False	False	210,018
40	1,825.5	1,707.9	117.6	6.7%	33.3	1.9%	37%	False	False	189,377
60	1,927.0	1,703.0	224.0	12.8%	39.3	2.2%	22%	False	False	206,499
80	2,002.4	1,703.0	299.4	17.1%	38.2	2.2%	16%	False	False	154,962
100	2,033.3	1,703.0	330.3	18.9%	37.8	2.2%	15%	False	False	124,029

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.4
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,934.3
2.618	1,873.5
1.618	1,836.2
1.000	1,813.1
0.618	1,798.9
HIGH	1,775.8
0.618	1,761.6
0.500	1,757.2
0.382	1,752.7
LOW	1,738.5
0.618	1,715.4
1.000	1,701.2
1.618	1,678.1
2.618	1,640.8
4.250	1,580.0

Fisher Pivots for day following 31-May-2023
Pivot	1 day	3 day
R1	1,757.2	1,765.1
PP	1,755.4	1,760.7
S1	1,753.6	1,756.2

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

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