CME E-mini Russell 2000 Index Futures March 2023

Trading Metrics calculated at close of trading on 10-Feb-2023

Day Change Summary
	Previous	Current
	09-Feb-2023	10-Feb-2023	Change	Change %	Previous Week
Open	1,950.7	1,923.8	-26.9	-1.4%	1,987.2
High	1,973.1	1,927.5	-45.6	-2.3%	1,991.0
Low	1,915.3	1,906.2	-9.1	-0.5%	1,906.2
Close	1,920.9	1,924.4	3.5	0.2%	1,924.4
Range	57.8	21.3	-36.5	-63.1%	84.8
ATR	41.0	39.6	-1.4	-3.4%	0.0
Volume	188,313	188,112	-201	-0.1%	969,567

Daily Pivots for day following 10-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,983.3	1,975.1	1,936.1
R3	1,962.0	1,953.8	1,930.3
R2	1,940.7	1,940.7	1,928.3
R1	1,932.5	1,932.5	1,926.4	1,936.6
PP	1,919.4	1,919.4	1,919.4	1,921.4
S1	1,911.2	1,911.2	1,922.4	1,915.3
S2	1,898.1	1,898.1	1,920.5
S3	1,876.8	1,889.9	1,918.5
S4	1,855.5	1,868.6	1,912.7

Weekly Pivots for week ending 10-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	2,194.9	2,144.5	1,971.0
R3	2,110.1	2,059.7	1,947.7
R2	2,025.3	2,025.3	1,939.9
R1	1,974.9	1,974.9	1,932.2	1,957.7
PP	1,940.5	1,940.5	1,940.5	1,932.0
S1	1,890.1	1,890.1	1,916.6	1,872.9
S2	1,855.7	1,855.7	1,908.9
S3	1,770.9	1,805.3	1,901.1
S4	1,686.1	1,720.5	1,877.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,991.0	1,906.2	84.8	4.4%	38.7	2.0%	21%	False	True	193,913
10	2,016.9	1,883.1	133.8	7.0%	42.6	2.2%	31%	False	False	211,540
20	2,016.9	1,832.2	184.7	9.6%	38.2	2.0%	50%	False	False	196,506
40	2,016.9	1,730.8	286.1	14.9%	39.3	2.0%	68%	False	False	189,562
60	2,016.9	1,730.8	286.1	14.9%	39.3	2.0%	68%	False	False	142,093
80	2,016.9	1,711.7	305.2	15.9%	41.9	2.2%	70%	False	False	106,613
100	2,016.9	1,658.9	358.0	18.6%	44.7	2.3%	74%	False	False	85,300

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	9.8
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	2,018.0
2.618	1,983.3
1.618	1,962.0
1.000	1,948.8
0.618	1,940.7
HIGH	1,927.5
0.618	1,919.4
0.500	1,916.9
0.382	1,914.3
LOW	1,906.2
0.618	1,893.0
1.000	1,884.9
1.618	1,871.7
2.618	1,850.4
4.250	1,815.7

Fisher Pivots for day following 10-Feb-2023
Pivot	1 day	3 day
R1	1,921.9	1,942.6
PP	1,919.4	1,936.5
S1	1,916.9	1,930.5

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

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