CME E-mini Russell 2000 Index Futures March 2023

Trading Metrics calculated at close of trading on 17-Mar-2023

Day Change Summary
	Previous	Current
	16-Mar-2023	17-Mar-2023	Change	Change %	Previous Week
Open	1,745.4	1,768.3	22.9	1.3%	1,780.8
High	1,785.5	1,780.0	-5.5	-0.3%	1,810.8
Low	1,715.4	1,740.1	24.7	1.4%	1,715.0
Close	1,771.5	1,759.0	-12.5	-0.7%	1,759.0
Range	70.1	39.9	-30.2	-43.1%	95.8
ATR	49.0	48.4	-0.7	-1.3%	0.0
Volume	55,121	1,955	-53,166	-96.5%	855,091

Daily Pivots for day following 17-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,879.4	1,859.1	1,781.0
R3	1,839.5	1,819.2	1,770.0
R2	1,799.6	1,799.6	1,766.3
R1	1,779.3	1,779.3	1,762.7	1,769.5
PP	1,759.7	1,759.7	1,759.7	1,754.8
S1	1,739.4	1,739.4	1,755.4	1,729.6
S2	1,719.8	1,719.8	1,751.7
S3	1,679.9	1,699.5	1,748.0
S4	1,640.0	1,659.6	1,737.1

Weekly Pivots for week ending 17-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	2,049.0	1,999.8	1,811.7
R3	1,953.2	1,904.0	1,785.4
R2	1,857.4	1,857.4	1,776.6
R1	1,808.2	1,808.2	1,767.8	1,784.9
PP	1,761.6	1,761.6	1,761.6	1,750.0
S1	1,712.4	1,712.4	1,750.2	1,689.1
S2	1,665.8	1,665.8	1,741.4
S3	1,570.0	1,616.6	1,732.7
S4	1,474.2	1,520.8	1,706.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,810.8	1,715.0	95.8	5.4%	66.1	3.8%	46%	False	False	171,018
10	1,936.9	1,715.0	221.9	12.6%	57.9	3.3%	20%	False	False	206,637
20	1,953.2	1,715.0	238.2	13.5%	45.9	2.6%	18%	False	False	192,348
40	2,016.9	1,715.0	301.9	17.2%	42.6	2.4%	15%	False	False	193,944
60	2,016.9	1,715.0	301.9	17.2%	41.1	2.3%	15%	False	False	187,889
80	2,016.9	1,715.0	301.9	17.2%	40.9	2.3%	15%	False	False	164,081
100	2,016.9	1,715.0	301.9	17.2%	42.1	2.4%	15%	False	False	131,318
120	2,016.9	1,658.9	358.0	20.4%	44.3	2.5%	28%	False	False	109,442

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.2
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,949.6
2.618	1,884.5
1.618	1,844.6
1.000	1,819.9
0.618	1,804.7
HIGH	1,780.0
0.618	1,764.8
0.500	1,760.1
0.382	1,755.3
LOW	1,740.1
0.618	1,715.4
1.000	1,700.2
1.618	1,675.5
2.618	1,635.6
4.250	1,570.5

Fisher Pivots for day following 17-Mar-2023
Pivot	1 day	3 day
R1	1,760.1	1,756.3
PP	1,759.7	1,753.6
S1	1,759.4	1,751.0

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

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