CME E-mini Russell 2000 Index Futures March 2023

Trading Metrics calculated at close of trading on 15-Mar-2023

Day Change Summary
	Previous	Current
	14-Mar-2023	15-Mar-2023	Change	Change %	Previous Week
Open	1,748.5	1,770.0	21.5	1.2%	1,930.1
High	1,805.1	1,786.9	-18.2	-1.0%	1,936.9
Low	1,744.8	1,715.0	-29.8	-1.7%	1,754.5
Close	1,779.1	1,747.8	-31.3	-1.8%	1,772.7
Range	60.3	71.9	11.6	19.2%	182.4
ATR	45.5	47.4	1.9	4.1%	0.0
Volume	224,477	109,057	-115,420	-51.4%	1,211,279

Daily Pivots for day following 15-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,965.6	1,928.6	1,787.3
R3	1,893.7	1,856.7	1,767.6
R2	1,821.8	1,821.8	1,761.0
R1	1,784.8	1,784.8	1,754.4	1,767.4
PP	1,749.9	1,749.9	1,749.9	1,741.2
S1	1,712.9	1,712.9	1,741.2	1,695.5
S2	1,678.0	1,678.0	1,734.6
S3	1,606.1	1,641.0	1,728.0
S4	1,534.2	1,569.1	1,708.3

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	1,886.3	1,715.0	171.3	9.8%	73.4	4.2%	19%	False	True	300,276
10	1,936.9	1,715.0	221.9	12.7%	53.8	3.1%	15%	False	True	232,140
20	1,970.3	1,715.0	255.3	14.6%	44.5	2.5%	13%	False	True	208,446
40	2,016.9	1,715.0	301.9	17.3%	42.0	2.4%	11%	False	True	203,394
60	2,016.9	1,715.0	301.9	17.3%	40.6	2.3%	11%	False	True	193,554
80	2,016.9	1,715.0	301.9	17.3%	40.4	2.3%	11%	False	True	163,388
100	2,016.9	1,711.7	305.2	17.5%	42.1	2.4%	12%	False	False	130,748
120	2,016.9	1,658.9	358.0	20.5%	44.5	2.5%	25%	False	False	108,966

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	10.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,092.5
2.618	1,975.1
1.618	1,903.2
1.000	1,858.8
0.618	1,831.3
HIGH	1,786.9
0.618	1,759.4
0.500	1,751.0
0.382	1,742.5
LOW	1,715.0
0.618	1,670.6
1.000	1,643.1
1.618	1,598.7
2.618	1,526.8
4.250	1,409.4

Fisher Pivots for day following 15-Mar-2023
Pivot	1 day	3 day
R1	1,751.0	1,762.9
PP	1,749.9	1,757.9
S1	1,748.9	1,752.8

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

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