CME E-mini Russell 2000 Index Futures March 2023

Trading Metrics calculated at close of trading on 09-Feb-2023

Day Change Summary
	Previous	Current
	08-Feb-2023	09-Feb-2023	Change	Change %	Previous Week
Open	1,973.5	1,950.7	-22.8	-1.2%	1,916.8
High	1,978.9	1,973.1	-5.8	-0.3%	2,016.9
Low	1,944.1	1,915.3	-28.8	-1.5%	1,883.1
Close	1,949.9	1,920.9	-29.0	-1.5%	1,993.5
Range	34.8	57.8	23.0	66.1%	133.8
ATR	39.7	41.0	1.3	3.3%	0.0
Volume	178,689	188,313	9,624	5.4%	1,145,840

Daily Pivots for day following 09-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	2,109.8	2,073.2	1,952.7
R3	2,052.0	2,015.4	1,936.8
R2	1,994.2	1,994.2	1,931.5
R1	1,957.6	1,957.6	1,926.2	1,947.0
PP	1,936.4	1,936.4	1,936.4	1,931.2
S1	1,899.8	1,899.8	1,915.6	1,889.2
S2	1,878.6	1,878.6	1,910.3
S3	1,820.8	1,842.0	1,905.0
S4	1,763.0	1,784.2	1,889.1

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	2,015.6	1,915.3	100.3	5.2%	41.2	2.1%	6%	False	True	203,556
10	2,016.9	1,883.1	133.8	7.0%	43.1	2.2%	28%	False	False	209,514
20	2,016.9	1,832.2	184.7	9.6%	39.4	2.0%	48%	False	False	199,255
40	2,016.9	1,730.8	286.1	14.9%	40.6	2.1%	66%	False	False	193,366
60	2,016.9	1,730.8	286.1	14.9%	39.4	2.1%	66%	False	False	138,959
80	2,016.9	1,711.7	305.2	15.9%	42.2	2.2%	69%	False	False	104,263
100	2,016.9	1,658.9	358.0	18.6%	44.9	2.3%	73%	False	False	83,419

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.0
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	2,218.8
2.618	2,124.4
1.618	2,066.6
1.000	2,030.9
0.618	2,008.8
HIGH	1,973.1
0.618	1,951.0
0.500	1,944.2
0.382	1,937.4
LOW	1,915.3
0.618	1,879.6
1.000	1,857.5
1.618	1,821.8
2.618	1,764.0
4.250	1,669.7

Fisher Pivots for day following 09-Feb-2023
Pivot	1 day	3 day
R1	1,944.2	1,949.8
PP	1,936.4	1,940.1
S1	1,928.7	1,930.5

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

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