CME E-mini Russell 2000 Index Futures March 2023

Trading Metrics calculated at close of trading on 24-Jan-2023

Day Change Summary
	Previous	Current
	23-Jan-2023	24-Jan-2023	Change	Change %	Previous Week
Open	1,875.9	1,898.1	22.2	1.2%	1,899.5
High	1,906.4	1,903.5	-2.9	-0.2%	1,916.5
Low	1,869.9	1,883.4	13.5	0.7%	1,832.2
Close	1,899.0	1,894.8	-4.2	-0.2%	1,876.0
Range	36.5	20.1	-16.4	-44.9%	84.3
ATR	38.9	37.6	-1.3	-3.5%	0.0
Volume	181,467	147,960	-33,507	-18.5%	799,105

Daily Pivots for day following 24-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,954.2	1,944.6	1,905.9
R3	1,934.1	1,924.5	1,900.3
R2	1,914.0	1,914.0	1,898.5
R1	1,904.4	1,904.4	1,896.6	1,899.2
PP	1,893.9	1,893.9	1,893.9	1,891.3
S1	1,884.3	1,884.3	1,893.0	1,879.1
S2	1,873.8	1,873.8	1,891.1
S3	1,853.7	1,864.2	1,889.3
S4	1,833.6	1,844.1	1,883.7

Weekly Pivots for week ending 20-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	2,127.8	2,086.2	1,922.4
R3	2,043.5	2,001.9	1,899.2
R2	1,959.2	1,959.2	1,891.5
R1	1,917.6	1,917.6	1,883.7	1,896.3
PP	1,874.9	1,874.9	1,874.9	1,864.2
S1	1,833.3	1,833.3	1,868.3	1,812.0
S2	1,790.6	1,790.6	1,860.5
S3	1,706.3	1,749.0	1,852.8
S4	1,622.0	1,664.7	1,829.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,916.5	1,832.2	84.3	4.4%	37.0	2.0%	74%	False	False	191,022
10	1,916.5	1,795.7	120.8	6.4%	34.4	1.8%	82%	False	False	186,875
20	1,916.5	1,731.2	185.3	9.8%	36.3	1.9%	88%	False	False	177,164
40	1,921.3	1,730.8	190.5	10.1%	39.7	2.1%	86%	False	False	147,200
60	1,927.6	1,730.8	196.8	10.4%	41.1	2.2%	83%	False	False	98,233
80	1,927.6	1,658.9	268.7	14.2%	44.3	2.3%	88%	False	False	73,690

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.2
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,988.9
2.618	1,956.1
1.618	1,936.0
1.000	1,923.6
0.618	1,915.9
HIGH	1,903.5
0.618	1,895.8
0.500	1,893.5
0.382	1,891.1
LOW	1,883.4
0.618	1,871.0
1.000	1,863.3
1.618	1,850.9
2.618	1,830.8
4.250	1,798.0

Fisher Pivots for day following 24-Jan-2023
Pivot	1 day	3 day
R1	1,894.4	1,887.0
PP	1,893.9	1,879.1
S1	1,893.5	1,871.3

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

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