CME E-mini Russell 2000 Index Futures March 2024

Trading Metrics calculated at close of trading on 22-Jan-2024

Day Change Summary
	Previous	Current
	19-Jan-2024	22-Jan-2024	Change	Change %	Previous Week
Open	1,936.9	1,957.6	20.7	1.1%	1,962.9
High	1,958.3	1,998.7	40.4	2.1%	1,971.1
Low	1,921.3	1,957.4	36.1	1.9%	1,904.8
Close	1,954.8	1,996.3	41.5	2.1%	1,954.8
Range	37.0	41.3	4.3	11.6%	66.3
ATR	39.7	40.0	0.3	0.8%	0.0
Volume	210,553	231,350	20,797	9.9%	873,462

Daily Pivots for day following 22-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,108.0	2,093.5	2,019.0
R3	2,066.7	2,052.2	2,007.7
R2	2,025.4	2,025.4	2,003.9
R1	2,010.9	2,010.9	2,000.1	2,018.2
PP	1,984.1	1,984.1	1,984.1	1,987.8
S1	1,969.6	1,969.6	1,992.5	1,976.9
S2	1,942.8	1,942.8	1,988.7
S3	1,901.5	1,928.3	1,984.9
S4	1,860.2	1,887.0	1,973.6

Weekly Pivots for week ending 19-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,142.5	2,114.9	1,991.3
R3	2,076.2	2,048.6	1,973.0
R2	2,009.9	2,009.9	1,967.0
R1	1,982.3	1,982.3	1,960.9	1,963.0
PP	1,943.6	1,943.6	1,943.6	1,933.9
S1	1,916.0	1,916.0	1,948.7	1,896.7
S2	1,877.3	1,877.3	1,942.6
S3	1,811.0	1,849.7	1,936.6
S4	1,744.7	1,783.4	1,918.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,998.7	1,904.8	93.9	4.7%	37.2	1.9%	97%	True	False	220,962
10	2,004.6	1,904.8	99.8	5.0%	40.3	2.0%	92%	False	False	213,084
20	2,097.0	1,904.8	192.2	9.6%	38.8	1.9%	48%	False	False	212,069
40	2,097.0	1,806.5	290.5	14.6%	38.4	1.9%	65%	False	False	177,582
60	2,097.0	1,656.1	440.9	22.1%	37.5	1.9%	77%	False	False	118,472
80	2,097.0	1,656.1	440.9	22.1%	36.8	1.8%	77%	False	False	88,896
100	2,097.0	1,656.1	440.9	22.1%	33.3	1.7%	77%	False	False	71,128
120	2,097.0	1,656.1	440.9	22.1%	31.1	1.6%	77%	False	False	59,274

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.1
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2,174.2
2.618	2,106.8
1.618	2,065.5
1.000	2,040.0
0.618	2,024.2
HIGH	1,998.7
0.618	1,982.9
0.500	1,978.1
0.382	1,973.2
LOW	1,957.4
0.618	1,931.9
1.000	1,916.1
1.618	1,890.6
2.618	1,849.3
4.250	1,781.9

Fisher Pivots for day following 22-Jan-2024
Pivot	1 day	3 day
R1	1,990.2	1,982.5
PP	1,984.1	1,968.7
S1	1,978.1	1,955.0

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

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