CME E-mini Russell 2000 Index Futures June 2023

Trading Metrics calculated at close of trading on 07-Jun-2023

Day Change Summary
	Previous	Current
	06-Jun-2023	07-Jun-2023	Change	Change %	Previous Week
Open	1,810.2	1,858.6	48.4	2.7%	1,787.7
High	1,864.5	1,898.6	34.1	1.8%	1,836.1
Low	1,802.5	1,854.8	52.3	2.9%	1,738.5
Close	1,858.1	1,892.4	34.3	1.8%	1,834.6
Range	62.0	43.8	-18.2	-29.4%	97.6
ATR	38.8	39.1	0.4	0.9%	0.0
Volume	267,447	307,688	40,241	15.0%	982,393

Daily Pivots for day following 07-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	2,013.3	1,996.7	1,916.5
R3	1,969.5	1,952.9	1,904.4
R2	1,925.7	1,925.7	1,900.4
R1	1,909.1	1,909.1	1,896.4	1,917.4
PP	1,881.9	1,881.9	1,881.9	1,886.1
S1	1,865.3	1,865.3	1,888.4	1,873.6
S2	1,838.1	1,838.1	1,884.4
S3	1,794.3	1,821.5	1,880.4
S4	1,750.5	1,777.7	1,868.3

Weekly Pivots for week ending 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	2,095.9	2,062.8	1,888.3
R3	1,998.3	1,965.2	1,861.4
R2	1,900.7	1,900.7	1,852.5
R1	1,867.6	1,867.6	1,843.5	1,884.2
PP	1,803.1	1,803.1	1,803.1	1,811.3
S1	1,770.0	1,770.0	1,825.7	1,786.6
S2	1,705.5	1,705.5	1,816.7
S3	1,607.9	1,672.4	1,807.8
S4	1,510.3	1,574.8	1,780.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,898.6	1,743.4	155.2	8.2%	49.7	2.6%	96%	True	False	270,206
10	1,898.6	1,738.5	160.1	8.5%	41.2	2.2%	96%	True	False	251,962
20	1,898.6	1,734.9	163.7	8.7%	37.8	2.0%	96%	True	False	226,239
40	1,898.6	1,707.9	190.7	10.1%	35.6	1.9%	97%	True	False	203,396
60	1,898.6	1,703.0	195.6	10.3%	38.6	2.0%	97%	True	False	213,983
80	1,988.0	1,703.0	285.0	15.1%	39.1	2.1%	66%	False	False	171,830
100	2,033.3	1,703.0	330.3	17.5%	38.5	2.0%	57%	False	False	137,522

Crabel Price Patterns
NR	True
NR4	True
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	4.8
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2,084.8
2.618	2,013.3
1.618	1,969.5
1.000	1,942.4
0.618	1,925.7
HIGH	1,898.6
0.618	1,881.9
0.500	1,876.7
0.382	1,871.5
LOW	1,854.8
0.618	1,827.7
1.000	1,811.0
1.618	1,783.9
2.618	1,740.1
4.250	1,668.7

Fisher Pivots for day following 07-Jun-2023
Pivot	1 day	3 day
R1	1,887.2	1,877.8
PP	1,881.9	1,863.2
S1	1,876.7	1,848.6

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

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