CME E-mini Russell 2000 Index Futures March 2024

Trading Metrics calculated at close of trading on 28-Nov-2023

Day Change Summary
	Previous	Current
	27-Nov-2023	28-Nov-2023	Change	Change %	Previous Week
Open	1,825.9	1,824.3	-1.6	-0.1%	1,823.6
High	1,827.8	1,827.3	-0.5	0.0%	1,835.1
Low	1,808.4	1,808.0	-0.4	0.0%	1,804.7
Close	1,823.0	1,815.9	-7.1	-0.4%	1,830.1
Range	19.4	19.3	-0.1	-0.5%	30.4
ATR	32.4	31.5	-0.9	-2.9%	0.0
Volume	180	509	329	182.8%	1,328

Daily Pivots for day following 28-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,875.0	1,864.7	1,826.5
R3	1,855.7	1,845.4	1,821.2
R2	1,836.4	1,836.4	1,819.4
R1	1,826.1	1,826.1	1,817.7	1,821.6
PP	1,817.1	1,817.1	1,817.1	1,814.8
S1	1,806.8	1,806.8	1,814.1	1,802.3
S2	1,797.8	1,797.8	1,812.4
S3	1,778.5	1,787.5	1,810.6
S4	1,759.2	1,768.2	1,805.3

Weekly Pivots for week ending 24-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,914.5	1,902.7	1,846.8
R3	1,884.1	1,872.3	1,838.5
R2	1,853.7	1,853.7	1,835.7
R1	1,841.9	1,841.9	1,832.9	1,847.8
PP	1,823.3	1,823.3	1,823.3	1,826.3
S1	1,811.5	1,811.5	1,827.3	1,817.4
S2	1,792.9	1,792.9	1,824.5
S3	1,762.5	1,781.1	1,821.7
S4	1,732.1	1,750.7	1,813.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,835.1	1,804.7	30.4	1.7%	22.1	1.2%	37%	False	False	296
10	1,857.3	1,726.2	131.1	7.2%	33.5	1.8%	68%	False	False	340
20	1,857.3	1,661.9	195.4	10.8%	33.3	1.8%	79%	False	False	277
40	1,857.3	1,656.1	201.2	11.1%	33.8	1.9%	79%	False	False	223
60	1,946.2	1,656.1	290.1	16.0%	30.2	1.7%	55%	False	False	180
80	2,011.3	1,656.1	355.2	19.6%	27.8	1.5%	45%	False	False	136
100	2,052.8	1,656.1	396.7	21.8%	26.1	1.4%	40%	False	False	109
120	2,052.8	1,656.1	396.7	21.8%	23.2	1.3%	40%	False	False	90

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	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	4.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,909.3
2.618	1,877.8
1.618	1,858.5
1.000	1,846.6
0.618	1,839.2
HIGH	1,827.3
0.618	1,819.9
0.500	1,817.7
0.382	1,815.4
LOW	1,808.0
0.618	1,796.1
1.000	1,788.7
1.618	1,776.8
2.618	1,757.5
4.250	1,726.0

Fisher Pivots for day following 28-Nov-2023
Pivot	1 day	3 day
R1	1,817.7	1,820.6
PP	1,817.1	1,819.0
S1	1,816.5	1,817.5

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

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