CME E-mini Russell 2000 Index Futures March 2023

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

Day Change Summary
	Previous	Current
	30-Jan-2023	31-Jan-2023	Change	Change %	Previous Week
Open	1,916.8	1,897.4	-19.4	-1.0%	1,875.9
High	1,919.9	1,940.1	20.2	1.1%	1,927.2
Low	1,891.9	1,883.1	-8.8	-0.5%	1,862.8
Close	1,893.5	1,939.4	45.9	2.4%	1,919.5
Range	28.0	57.0	29.0	103.6%	64.4
ATR	36.1	37.6	1.5	4.1%	0.0
Volume	164,559	212,810	48,251	29.3%	848,704

Daily Pivots for day following 31-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	2,091.9	2,072.6	1,970.8
R3	2,034.9	2,015.6	1,955.1
R2	1,977.9	1,977.9	1,949.9
R1	1,958.6	1,958.6	1,944.6	1,968.3
PP	1,920.9	1,920.9	1,920.9	1,925.7
S1	1,901.6	1,901.6	1,934.2	1,911.3
S2	1,863.9	1,863.9	1,929.0
S3	1,806.9	1,844.6	1,923.7
S4	1,749.9	1,787.6	1,908.1

Weekly Pivots for week ending 27-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	2,096.4	2,072.3	1,954.9
R3	2,032.0	2,007.9	1,937.2
R2	1,967.6	1,967.6	1,931.3
R1	1,943.5	1,943.5	1,925.4	1,955.6
PP	1,903.2	1,903.2	1,903.2	1,909.2
S1	1,879.1	1,879.1	1,913.6	1,891.2
S2	1,838.8	1,838.8	1,907.7
S3	1,774.4	1,814.7	1,901.8
S4	1,710.0	1,750.3	1,884.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,940.1	1,862.8	77.3	4.0%	37.4	1.9%	99%	True	False	179,329
10	1,940.1	1,832.2	107.9	5.6%	37.2	1.9%	99%	True	False	185,175
20	1,940.1	1,745.4	194.7	10.0%	36.9	1.9%	100%	True	False	188,292
40	1,940.1	1,730.8	209.3	10.8%	39.9	2.1%	100%	True	False	169,501
60	1,940.1	1,730.8	209.3	10.8%	40.3	2.1%	100%	True	False	113,167
80	1,940.1	1,658.9	281.2	14.5%	43.1	2.2%	100%	True	False	84,894

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.1
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	2,182.4
2.618	2,089.3
1.618	2,032.3
1.000	1,997.1
0.618	1,975.3
HIGH	1,940.1
0.618	1,918.3
0.500	1,911.6
0.382	1,904.9
LOW	1,883.1
0.618	1,847.9
1.000	1,826.1
1.618	1,790.9
2.618	1,733.9
4.250	1,640.9

Fisher Pivots for day following 31-Jan-2023
Pivot	1 day	3 day
R1	1,930.1	1,930.1
PP	1,920.9	1,920.9
S1	1,911.6	1,911.6

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

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