CME E-mini Russell 2000 Index Futures March 2024

Trading Metrics calculated at close of trading on 25-Jan-2024

Day Change Summary
	Previous	Current
	24-Jan-2024	25-Jan-2024	Change	Change %	Previous Week
Open	1,989.8	1,973.4	-16.4	-0.8%	1,962.9
High	2,017.2	2,006.0	-11.2	-0.6%	1,971.1
Low	1,968.3	1,970.8	2.5	0.1%	1,904.8
Close	1,972.2	1,987.7	15.5	0.8%	1,954.8
Range	48.9	35.2	-13.7	-28.0%	66.3
ATR	40.4	40.1	-0.4	-0.9%	0.0
Volume	215,770	213,535	-2,235	-1.0%	873,462

Daily Pivots for day following 25-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,093.8	2,075.9	2,007.1
R3	2,058.6	2,040.7	1,997.4
R2	2,023.4	2,023.4	1,994.2
R1	2,005.5	2,005.5	1,990.9	2,014.5
PP	1,988.2	1,988.2	1,988.2	1,992.6
S1	1,970.3	1,970.3	1,984.5	1,979.3
S2	1,953.0	1,953.0	1,981.2
S3	1,917.8	1,935.1	1,978.0
S4	1,882.6	1,899.9	1,968.3

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	2,017.2	1,921.3	95.9	4.8%	39.9	2.0%	69%	False	False	219,737
10	2,017.2	1,904.8	112.4	5.7%	41.2	2.1%	74%	False	False	223,732
20	2,097.0	1,904.8	192.2	9.7%	39.6	2.0%	43%	False	False	217,673
40	2,097.0	1,808.0	289.0	14.5%	39.9	2.0%	62%	False	False	193,983
60	2,097.0	1,659.5	437.5	22.0%	37.8	1.9%	75%	False	False	129,409
80	2,097.0	1,656.1	440.9	22.2%	37.3	1.9%	75%	False	False	97,099
100	2,097.0	1,656.1	440.9	22.2%	34.0	1.7%	75%	False	False	77,696
120	2,097.0	1,656.1	440.9	22.2%	31.8	1.6%	75%	False	False	64,747

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	11.0
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2,155.6
2.618	2,098.2
1.618	2,063.0
1.000	2,041.2
0.618	2,027.8
HIGH	2,006.0
0.618	1,992.6
0.500	1,988.4
0.382	1,984.2
LOW	1,970.8
0.618	1,949.0
1.000	1,935.6
1.618	1,913.8
2.618	1,878.6
4.250	1,821.2

Fisher Pivots for day following 25-Jan-2024
Pivot	1 day	3 day
R1	1,988.4	1,992.8
PP	1,988.2	1,991.1
S1	1,987.9	1,989.4

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

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