CME E-mini Russell 2000 Index Futures March 2023

Trading Metrics calculated at close of trading on 16-Mar-2023

Day Change Summary
	Previous	Current
	15-Mar-2023	16-Mar-2023	Change	Change %	Previous Week
Open	1,770.0	1,745.4	-24.6	-1.4%	1,930.1
High	1,786.9	1,785.5	-1.4	-0.1%	1,936.9
Low	1,715.0	1,715.4	0.4	0.0%	1,754.5
Close	1,747.8	1,771.5	23.7	1.4%	1,772.7
Range	71.9	70.1	-1.8	-2.5%	182.4
ATR	47.4	49.0	1.6	3.4%	0.0
Volume	109,057	55,121	-53,936	-49.5%	1,211,279

Daily Pivots for day following 16-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,967.8	1,939.7	1,810.1
R3	1,897.7	1,869.6	1,790.8
R2	1,827.6	1,827.6	1,784.4
R1	1,799.5	1,799.5	1,777.9	1,813.6
PP	1,757.5	1,757.5	1,757.5	1,764.5
S1	1,729.4	1,729.4	1,765.1	1,743.5
S2	1,687.4	1,687.4	1,758.6
S3	1,617.3	1,659.3	1,752.2
S4	1,547.2	1,589.2	1,732.9

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	1,838.6	1,715.0	123.6	7.0%	74.9	4.2%	46%	False	False	260,730
10	1,936.9	1,715.0	221.9	12.5%	57.6	3.2%	25%	False	False	222,042
20	1,970.3	1,715.0	255.3	14.4%	45.9	2.6%	22%	False	False	202,810
40	2,016.9	1,715.0	301.9	17.0%	42.4	2.4%	19%	False	False	199,057
60	2,016.9	1,715.0	301.9	17.0%	41.2	2.3%	19%	False	False	190,465
80	2,016.9	1,715.0	301.9	17.0%	40.7	2.3%	19%	False	False	164,062
100	2,016.9	1,711.7	305.2	17.2%	42.3	2.4%	20%	False	False	131,299
120	2,016.9	1,658.9	358.0	20.2%	44.6	2.5%	31%	False	False	109,426

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,083.4
2.618	1,969.0
1.618	1,898.9
1.000	1,855.6
0.618	1,828.8
HIGH	1,785.5
0.618	1,758.7
0.500	1,750.5
0.382	1,742.2
LOW	1,715.4
0.618	1,672.1
1.000	1,645.3
1.618	1,602.0
2.618	1,531.9
4.250	1,417.5

Fisher Pivots for day following 16-Mar-2023
Pivot	1 day	3 day
R1	1,764.5	1,767.7
PP	1,757.5	1,763.9
S1	1,750.5	1,760.1

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

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