CME E-mini Russell 2000 Index Futures March 2024

Trading Metrics calculated at close of trading on 14-Nov-2023

Day Change Summary
	Previous	Current
	13-Nov-2023	14-Nov-2023	Change	Change %	Previous Week
Open	1,725.8	1,728.5	2.7	0.2%	1,783.6
High	1,735.0	1,826.9	91.9	5.3%	1,790.0
Low	1,713.0	1,726.2	13.2	0.8%	1,705.7
Close	1,729.4	1,824.0	94.6	5.5%	1,729.3
Range	22.0	100.7	78.7	357.7%	84.3
ATR	32.5	37.3	4.9	15.0%	0.0
Volume	184	469	285	154.9%	1,051

Daily Pivots for day following 14-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	2,094.5	2,059.9	1,879.4
R3	1,993.8	1,959.2	1,851.7
R2	1,893.1	1,893.1	1,842.5
R1	1,858.5	1,858.5	1,833.2	1,875.8
PP	1,792.4	1,792.4	1,792.4	1,801.0
S1	1,757.8	1,757.8	1,814.8	1,775.1
S2	1,691.7	1,691.7	1,805.5
S3	1,591.0	1,657.1	1,796.3
S4	1,490.3	1,556.4	1,768.6

Weekly Pivots for week ending 10-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,994.6	1,946.2	1,775.7
R3	1,910.3	1,861.9	1,752.5
R2	1,826.0	1,826.0	1,744.8
R1	1,777.6	1,777.6	1,737.0	1,759.7
PP	1,741.7	1,741.7	1,741.7	1,732.7
S1	1,693.3	1,693.3	1,721.6	1,675.4
S2	1,657.4	1,657.4	1,713.8
S3	1,573.1	1,609.0	1,706.1
S4	1,488.8	1,524.7	1,682.9

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,826.9	1,705.7	121.2	6.6%	44.6	2.4%	98%	True	False	304
10	1,826.9	1,670.6	156.3	8.6%	40.5	2.2%	98%	True	False	250
20	1,826.9	1,656.1	170.8	9.4%	35.7	2.0%	98%	True	False	213
40	1,883.6	1,656.1	227.5	12.5%	34.7	1.9%	74%	False	False	179
60	1,970.8	1,656.1	314.7	17.3%	28.7	1.6%	53%	False	False	132
80	2,052.8	1,656.1	396.7	21.7%	27.0	1.5%	42%	False	False	99
100	2,052.8	1,656.1	396.7	21.7%	25.2	1.4%	42%	False	False	79
120	2,052.8	1,656.1	396.7	21.7%	21.3	1.2%	42%	False	False	66

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	6.4
Widest range in 147 trading days

Fibonacci Retracements and Extensions
4.250	2,254.9
2.618	2,090.5
1.618	1,989.8
1.000	1,927.6
0.618	1,889.1
HIGH	1,826.9
0.618	1,788.4
0.500	1,776.6
0.382	1,764.7
LOW	1,726.2
0.618	1,664.0
1.000	1,625.5
1.618	1,563.3
2.618	1,462.6
4.250	1,298.2

Fisher Pivots for day following 14-Nov-2023
Pivot	1 day	3 day
R1	1,808.2	1,804.8
PP	1,792.4	1,785.5
S1	1,776.6	1,766.3

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

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