CME E-mini Russell 2000 Index Futures March 2024

Trading Metrics calculated at close of trading on 18-Sep-2023

Day Change Summary
	Previous	Current
	15-Sep-2023	18-Sep-2023	Change	Change %	Previous Week
Open	1,900.0	1,890.0	-10.0	-0.5%	1,905.0
High	1,906.1	1,890.9	-15.2	-0.8%	1,907.1
Low	1,878.5	1,873.4	-5.1	-0.3%	1,878.3
Close	1,885.9	1,873.4	-12.5	-0.7%	1,885.9
Range	27.6	17.5	-10.1	-36.6%	28.8
ATR	22.6	22.3	-0.4	-1.6%	0.0
Volume	61	20	-41	-67.2%	92

Daily Pivots for day following 18-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,931.7	1,920.1	1,883.0
R3	1,914.2	1,902.6	1,878.2
R2	1,896.7	1,896.7	1,876.6
R1	1,885.1	1,885.1	1,875.0	1,882.2
PP	1,879.2	1,879.2	1,879.2	1,877.8
S1	1,867.6	1,867.6	1,871.8	1,864.7
S2	1,861.7	1,861.7	1,870.2
S3	1,844.2	1,850.1	1,868.6
S4	1,826.7	1,832.6	1,863.8

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,976.8	1,960.2	1,901.7
R3	1,948.0	1,931.4	1,893.8
R2	1,919.2	1,919.2	1,891.2
R1	1,902.6	1,902.6	1,888.5	1,896.5
PP	1,890.4	1,890.4	1,890.4	1,887.4
S1	1,873.8	1,873.8	1,883.3	1,867.7
S2	1,861.6	1,861.6	1,880.6
S3	1,832.8	1,845.0	1,878.0
S4	1,804.0	1,816.2	1,870.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,907.1	1,873.4	33.7	1.8%	18.3	1.0%	0%	False	True	21
10	1,946.2	1,873.4	72.8	3.9%	16.6	0.9%	0%	False	True	15
20	1,970.8	1,873.4	97.4	5.2%	16.4	0.9%	0%	False	True	10
40	2,052.8	1,873.4	179.4	9.6%	19.0	1.0%	0%	False	True	5
60	2,052.8	1,864.0	188.8	10.1%	18.6	1.0%	5%	False	False	4
80	2,052.8	1,799.5	253.3	13.5%	14.3	0.8%	29%	False	False	3
100	2,052.8	1,772.1	280.7	15.0%	11.4	0.6%	36%	False	False	2

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	2.6
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,965.3
2.618	1,936.7
1.618	1,919.2
1.000	1,908.4
0.618	1,901.7
HIGH	1,890.9
0.618	1,884.2
0.500	1,882.2
0.382	1,880.1
LOW	1,873.4
0.618	1,862.6
1.000	1,855.9
1.618	1,845.1
2.618	1,827.6
4.250	1,799.0

Fisher Pivots for day following 18-Sep-2023
Pivot	1 day	3 day
R1	1,882.2	1,890.3
PP	1,879.2	1,884.6
S1	1,876.3	1,879.0

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

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