CME E-mini Russell 2000 Index Futures March 2023

Trading Metrics calculated at close of trading on 24-Feb-2023

Day Change Summary
	Previous	Current
	23-Feb-2023	24-Feb-2023	Change	Change %	Previous Week
Open	1,901.4	1,909.9	8.5	0.4%	1,949.3
High	1,921.0	1,914.5	-6.5	-0.3%	1,951.7
Low	1,884.4	1,874.3	-10.1	-0.5%	1,874.3
Close	1,910.9	1,891.6	-19.3	-1.0%	1,891.6
Range	36.6	40.2	3.6	9.8%	77.4
ATR	39.1	39.1	0.1	0.2%	0.0
Volume	189,818	196,213	6,395	3.4%	778,778

Daily Pivots for day following 24-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	2,014.1	1,993.0	1,913.7
R3	1,973.9	1,952.8	1,902.7
R2	1,933.7	1,933.7	1,899.0
R1	1,912.6	1,912.6	1,895.3	1,903.1
PP	1,893.5	1,893.5	1,893.5	1,888.7
S1	1,872.4	1,872.4	1,887.9	1,862.9
S2	1,853.3	1,853.3	1,884.2
S3	1,813.1	1,832.2	1,880.5
S4	1,772.9	1,792.0	1,869.5

Weekly Pivots for week ending 24-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	2,138.1	2,092.2	1,934.2
R3	2,060.7	2,014.8	1,912.9
R2	1,983.3	1,983.3	1,905.8
R1	1,937.4	1,937.4	1,898.7	1,921.7
PP	1,905.9	1,905.9	1,905.9	1,898.0
S1	1,860.0	1,860.0	1,884.5	1,844.3
S2	1,828.5	1,828.5	1,877.4
S3	1,751.1	1,782.6	1,870.3
S4	1,673.7	1,705.2	1,849.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,953.2	1,874.3	78.9	4.2%	37.9	2.0%	22%	False	True	194,793
10	1,970.3	1,874.3	96.0	5.1%	37.1	2.0%	18%	False	True	191,815
20	2,016.9	1,874.3	142.6	7.5%	40.1	2.1%	12%	False	True	200,665
40	2,016.9	1,731.2	285.7	15.1%	38.5	2.0%	56%	False	False	191,414
60	2,016.9	1,730.8	286.1	15.1%	40.2	2.1%	56%	False	False	170,857
80	2,016.9	1,730.8	286.1	15.1%	40.5	2.1%	56%	False	False	128,231
100	2,016.9	1,658.9	358.0	18.9%	43.1	2.3%	65%	False	False	102,599

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	9.4
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2,085.4
2.618	2,019.7
1.618	1,979.5
1.000	1,954.7
0.618	1,939.3
HIGH	1,914.5
0.618	1,899.1
0.500	1,894.4
0.382	1,889.7
LOW	1,874.3
0.618	1,849.5
1.000	1,834.1
1.618	1,809.3
2.618	1,769.1
4.250	1,703.5

Fisher Pivots for day following 24-Feb-2023
Pivot	1 day	3 day
R1	1,894.4	1,897.7
PP	1,893.5	1,895.6
S1	1,892.5	1,893.6

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

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