CME E-mini Russell 2000 Index Futures March 2023

Trading Metrics calculated at close of trading on 02-Feb-2023

Day Change Summary
	Previous	Current
	01-Feb-2023	02-Feb-2023	Change	Change %	Previous Week
Open	1,938.1	1,966.4	28.3	1.5%	1,875.9
High	1,986.5	2,016.9	30.4	1.5%	1,927.2
Low	1,925.2	1,964.3	39.1	2.0%	1,862.8
Close	1,968.4	2,007.9	39.5	2.0%	1,919.5
Range	61.3	52.6	-8.7	-14.2%	64.4
ATR	39.3	40.3	0.9	2.4%	0.0
Volume	253,183	278,959	25,776	10.2%	848,704

Daily Pivots for day following 02-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	2,154.2	2,133.6	2,036.8
R3	2,101.6	2,081.0	2,022.4
R2	2,049.0	2,049.0	2,017.5
R1	2,028.4	2,028.4	2,012.7	2,038.7
PP	1,996.4	1,996.4	1,996.4	2,001.5
S1	1,975.8	1,975.8	2,003.1	1,986.1
S2	1,943.8	1,943.8	1,998.3
S3	1,891.2	1,923.2	1,993.4
S4	1,838.6	1,870.6	1,979.0

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	2,016.9	1,883.1	133.8	6.7%	44.9	2.2%	93%	True	False	215,472
10	2,016.9	1,836.2	180.7	9.0%	39.8	2.0%	95%	True	False	194,881
20	2,016.9	1,750.4	266.5	13.3%	37.9	1.9%	97%	True	False	192,908
40	2,016.9	1,730.8	286.1	14.2%	39.8	2.0%	97%	True	False	182,740
60	2,016.9	1,730.8	286.1	14.2%	40.7	2.0%	97%	True	False	122,023
80	2,016.9	1,658.9	358.0	17.8%	43.3	2.2%	97%	True	False	91,545

Crabel Price Patterns
NR	True
NR4	False
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	8.1
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2,240.5
2.618	2,154.6
1.618	2,102.0
1.000	2,069.5
0.618	2,049.4
HIGH	2,016.9
0.618	1,996.8
0.500	1,990.6
0.382	1,984.4
LOW	1,964.3
0.618	1,931.8
1.000	1,911.7
1.618	1,879.2
2.618	1,826.6
4.250	1,740.8

Fisher Pivots for day following 02-Feb-2023
Pivot	1 day	3 day
R1	2,002.1	1,988.6
PP	1,996.4	1,969.3
S1	1,990.6	1,950.0

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

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