CME E-mini Russell 2000 Index Futures March 2024

Trading Metrics calculated at close of trading on 31-Jan-2024

Day Change Summary
	Previous	Current
	30-Jan-2024	31-Jan-2024	Change	Change %	Previous Week
Open	2,019.1	2,009.5	-9.6	-0.5%	1,957.6
High	2,025.5	2,019.6	-5.9	-0.3%	2,017.2
Low	1,999.3	1,953.5	-45.8	-2.3%	1,957.4
Close	2,005.9	1,955.9	-50.0	-2.5%	1,988.5
Range	26.2	66.1	39.9	152.3%	59.8
ATR	38.5	40.4	2.0	5.1%	0.0
Volume	161,490	314,780	153,290	94.9%	1,067,770

Daily Pivots for day following 31-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,174.6	2,131.4	1,992.3
R3	2,108.5	2,065.3	1,974.1
R2	2,042.4	2,042.4	1,968.0
R1	1,999.2	1,999.2	1,962.0	1,987.8
PP	1,976.3	1,976.3	1,976.3	1,970.6
S1	1,933.1	1,933.1	1,949.8	1,921.7
S2	1,910.2	1,910.2	1,943.8
S3	1,844.1	1,867.0	1,937.7
S4	1,778.0	1,800.9	1,919.5

Weekly Pivots for week ending 26-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,167.1	2,137.6	2,021.4
R3	2,107.3	2,077.8	2,004.9
R2	2,047.5	2,047.5	1,999.5
R1	2,018.0	2,018.0	1,994.0	2,032.8
PP	1,987.7	1,987.7	1,987.7	1,995.1
S1	1,958.2	1,958.2	1,983.0	1,973.0
S2	1,927.9	1,927.9	1,977.5
S3	1,868.1	1,898.4	1,972.1
S4	1,808.3	1,838.6	1,955.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,025.5	1,953.5	72.0	3.7%	39.5	2.0%	3%	False	True	206,248
10	2,025.5	1,911.2	114.3	5.8%	39.2	2.0%	39%	False	False	213,364
20	2,037.3	1,904.8	132.5	6.8%	41.3	2.1%	39%	False	False	219,295
40	2,097.0	1,865.5	231.5	11.8%	40.2	2.1%	39%	False	False	214,271
60	2,097.0	1,705.7	391.3	20.0%	38.5	2.0%	64%	False	False	143,024
80	2,097.0	1,656.1	440.9	22.5%	37.5	1.9%	68%	False	False	107,309
100	2,097.0	1,656.1	440.9	22.5%	35.0	1.8%	68%	False	False	85,873
120	2,097.0	1,656.1	440.9	22.5%	32.5	1.7%	68%	False	False	71,561

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	True
Bear Hook	False
Bull Hook	False
Stretch	10.3
Widest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	2,300.5
2.618	2,192.6
1.618	2,126.5
1.000	2,085.7
0.618	2,060.4
HIGH	2,019.6
0.618	1,994.3
0.500	1,986.6
0.382	1,978.8
LOW	1,953.5
0.618	1,912.7
1.000	1,887.4
1.618	1,846.6
2.618	1,780.5
4.250	1,672.6

Fisher Pivots for day following 31-Jan-2024
Pivot	1 day	3 day
R1	1,986.6	1,989.5
PP	1,976.3	1,978.3
S1	1,966.1	1,967.1

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols