CME E-mini Russell 2000 Index Futures March 2023

Trading Metrics calculated at close of trading on 08-Feb-2023

Day Change Summary
	Previous	Current
	07-Feb-2023	08-Feb-2023	Change	Change %	Previous Week
Open	1,964.5	1,973.5	9.0	0.5%	1,916.8
High	1,984.2	1,978.9	-5.3	-0.3%	2,016.9
Low	1,938.8	1,944.1	5.3	0.3%	1,883.1
Close	1,979.3	1,949.9	-29.4	-1.5%	1,993.5
Range	45.4	34.8	-10.6	-23.3%	133.8
ATR	40.0	39.7	-0.3	-0.9%	0.0
Volume	232,027	178,689	-53,338	-23.0%	1,145,840

Daily Pivots for day following 08-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	2,062.0	2,040.8	1,969.0
R3	2,027.2	2,006.0	1,959.5
R2	1,992.4	1,992.4	1,956.3
R1	1,971.2	1,971.2	1,953.1	1,964.4
PP	1,957.6	1,957.6	1,957.6	1,954.3
S1	1,936.4	1,936.4	1,946.7	1,929.6
S2	1,922.8	1,922.8	1,943.5
S3	1,888.0	1,901.6	1,940.3
S4	1,853.2	1,866.8	1,930.8

Weekly Pivots for week ending 03-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	2,365.9	2,313.5	2,067.1
R3	2,232.1	2,179.7	2,030.3
R2	2,098.3	2,098.3	2,018.0
R1	2,045.9	2,045.9	2,005.8	2,072.1
PP	1,964.5	1,964.5	1,964.5	1,977.6
S1	1,912.1	1,912.1	1,981.2	1,938.3
S2	1,830.7	1,830.7	1,969.0
S3	1,696.9	1,778.3	1,956.7
S4	1,563.1	1,644.5	1,919.9

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	1,938.8	78.1	4.0%	40.2	2.1%	14%	False	False	221,686
10	2,016.9	1,883.1	133.8	6.9%	41.0	2.1%	50%	False	False	208,135
20	2,016.9	1,830.5	186.4	9.6%	37.8	1.9%	64%	False	False	198,324
40	2,016.9	1,730.8	286.1	14.7%	40.0	2.0%	77%	False	False	197,232
60	2,016.9	1,730.8	286.1	14.7%	39.0	2.0%	77%	False	False	135,822
80	2,016.9	1,702.0	314.9	16.1%	42.4	2.2%	79%	False	False	101,910

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,126.8
2.618	2,070.0
1.618	2,035.2
1.000	2,013.7
0.618	2,000.4
HIGH	1,978.9
0.618	1,965.6
0.500	1,961.5
0.382	1,957.4
LOW	1,944.1
0.618	1,922.6
1.000	1,909.3
1.618	1,887.8
2.618	1,853.0
4.250	1,796.2

Fisher Pivots for day following 08-Feb-2023
Pivot	1 day	3 day
R1	1,961.5	1,964.9
PP	1,957.6	1,959.9
S1	1,953.8	1,954.9

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

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