CME E-mini Russell 2000 Index Futures June 2023

Trading Metrics calculated at close of trading on 12-Jun-2023

Day Change Summary
	Previous	Current
	09-Jun-2023	12-Jun-2023	Change	Change %	Previous Week
Open	1,881.2	1,867.0	-14.2	-0.8%	1,835.8
High	1,884.7	1,885.3	0.6	0.0%	1,899.9
Low	1,862.9	1,860.4	-2.5	-0.1%	1,798.5
Close	1,868.4	1,876.7	8.3	0.4%	1,868.4
Range	21.8	24.9	3.1	14.2%	101.4
ATR	37.4	36.5	-0.9	-2.4%	0.0
Volume	259,845	321,960	62,115	23.9%	1,339,353

Daily Pivots for day following 12-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,948.8	1,937.7	1,890.4
R3	1,923.9	1,912.8	1,883.5
R2	1,899.0	1,899.0	1,881.3
R1	1,887.9	1,887.9	1,879.0	1,893.5
PP	1,874.1	1,874.1	1,874.1	1,876.9
S1	1,863.0	1,863.0	1,874.4	1,868.6
S2	1,849.2	1,849.2	1,872.1
S3	1,824.3	1,838.1	1,869.9
S4	1,799.4	1,813.2	1,863.0

Weekly Pivots for week ending 09-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	2,159.8	2,115.5	1,924.2
R3	2,058.4	2,014.1	1,896.3
R2	1,957.0	1,957.0	1,887.0
R1	1,912.7	1,912.7	1,877.7	1,934.9
PP	1,855.6	1,855.6	1,855.6	1,866.7
S1	1,811.3	1,811.3	1,859.1	1,833.5
S2	1,754.2	1,754.2	1,849.8
S3	1,652.8	1,709.9	1,840.5
S4	1,551.4	1,608.5	1,812.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,899.9	1,802.5	97.4	5.2%	36.9	2.0%	76%	False	False	278,942
10	1,899.9	1,738.5	161.4	8.6%	39.3	2.1%	86%	False	False	264,370
20	1,899.9	1,738.5	161.4	8.6%	36.6	2.0%	86%	False	False	240,065
40	1,899.9	1,707.9	192.0	10.2%	34.7	1.8%	88%	False	False	211,732
60	1,899.9	1,703.0	196.9	10.5%	36.4	1.9%	88%	False	False	207,054
80	1,988.0	1,703.0	285.0	15.2%	38.7	2.1%	61%	False	False	182,071
100	2,033.3	1,703.0	330.3	17.6%	38.3	2.0%	53%	False	False	145,710
120	2,033.3	1,703.0	330.3	17.6%	38.0	2.0%	53%	False	False	121,457

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,991.1
2.618	1,950.5
1.618	1,925.6
1.000	1,910.2
0.618	1,900.7
HIGH	1,885.3
0.618	1,875.8
0.500	1,872.9
0.382	1,869.9
LOW	1,860.4
0.618	1,845.0
1.000	1,835.5
1.618	1,820.1
2.618	1,795.2
4.250	1,754.6

Fisher Pivots for day following 12-Jun-2023
Pivot	1 day	3 day
R1	1,875.4	1,880.2
PP	1,874.1	1,879.0
S1	1,872.9	1,877.9

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

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