CME E-mini Russell 2000 Index Futures March 2023

Trading Metrics calculated at close of trading on 13-Mar-2023

Day Change Summary
	Previous	Current
	10-Mar-2023	13-Mar-2023	Change	Change %	Previous Week
Open	1,827.1	1,780.8	-46.3	-2.5%	1,930.1
High	1,838.6	1,810.8	-27.8	-1.5%	1,936.9
Low	1,754.5	1,722.6	-31.9	-1.8%	1,754.5
Close	1,772.7	1,745.1	-27.6	-1.6%	1,772.7
Range	84.1	88.2	4.1	4.9%	182.4
ATR	41.0	44.4	3.4	8.2%	0.0
Volume	450,514	464,481	13,967	3.1%	1,211,279

Daily Pivots for day following 13-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	2,024.1	1,972.8	1,793.6
R3	1,935.9	1,884.6	1,769.4
R2	1,847.7	1,847.7	1,761.3
R1	1,796.4	1,796.4	1,753.2	1,778.0
PP	1,759.5	1,759.5	1,759.5	1,750.3
S1	1,708.2	1,708.2	1,737.0	1,689.8
S2	1,671.3	1,671.3	1,728.9
S3	1,583.1	1,620.0	1,720.8
S4	1,494.9	1,531.8	1,696.6

Weekly Pivots for week ending 10-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	2,368.6	2,253.0	1,873.0
R3	2,186.2	2,070.6	1,822.9
R2	2,003.8	2,003.8	1,806.1
R1	1,888.2	1,888.2	1,789.4	1,854.8
PP	1,821.4	1,821.4	1,821.4	1,804.7
S1	1,705.8	1,705.8	1,756.0	1,672.4
S2	1,639.0	1,639.0	1,739.3
S3	1,456.6	1,523.4	1,722.5
S4	1,274.2	1,341.0	1,672.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,909.6	1,722.6	187.0	10.7%	58.7	3.4%	12%	False	True	299,731
10	1,936.9	1,722.6	214.3	12.3%	45.7	2.6%	10%	False	True	233,103
20	1,970.3	1,722.6	247.7	14.2%	41.8	2.4%	9%	False	True	210,622
40	2,016.9	1,722.6	294.3	16.9%	40.0	2.3%	8%	False	True	203,564
60	2,016.9	1,722.6	294.3	16.9%	40.1	2.3%	8%	False	True	196,582
80	2,016.9	1,722.6	294.3	16.9%	39.9	2.3%	8%	False	True	159,225
100	2,016.9	1,711.7	305.2	17.5%	41.9	2.4%	11%	False	False	127,415
120	2,016.9	1,658.9	358.0	20.5%	44.2	2.5%	24%	False	False	106,187

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.3
Widest range in 82 trading days

Fibonacci Retracements and Extensions
4.250	2,185.7
2.618	2,041.7
1.618	1,953.5
1.000	1,899.0
0.618	1,865.3
HIGH	1,810.8
0.618	1,777.1
0.500	1,766.7
0.382	1,756.3
LOW	1,722.6
0.618	1,668.1
1.000	1,634.4
1.618	1,579.9
2.618	1,491.7
4.250	1,347.8

Fisher Pivots for day following 13-Mar-2023
Pivot	1 day	3 day
R1	1,766.7	1,804.5
PP	1,759.5	1,784.7
S1	1,752.3	1,764.9

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

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