CME E-mini Russell 2000 Index Futures March 2024

Trading Metrics calculated at close of trading on 06-Feb-2024

Day Change Summary
	Previous	Current
	05-Feb-2024	06-Feb-2024	Change	Change %	Previous Week
Open	1,968.4	1,942.7	-25.7	-1.3%	1,985.5
High	1,970.0	1,963.4	-6.6	-0.3%	2,025.5
Low	1,925.4	1,934.5	9.1	0.5%	1,941.1
Close	1,943.8	1,961.0	17.2	0.9%	1,970.6
Range	44.6	28.9	-15.7	-35.2%	84.4
ATR	40.9	40.1	-0.9	-2.1%	0.0
Volume	209,771	172,176	-37,595	-17.9%	1,171,016

Daily Pivots for day following 06-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,039.7	2,029.2	1,976.9
R3	2,010.8	2,000.3	1,968.9
R2	1,981.9	1,981.9	1,966.3
R1	1,971.4	1,971.4	1,963.6	1,976.7
PP	1,953.0	1,953.0	1,953.0	1,955.6
S1	1,942.5	1,942.5	1,958.4	1,947.8
S2	1,924.1	1,924.1	1,955.7
S3	1,895.2	1,913.6	1,953.1
S4	1,866.3	1,884.7	1,945.1

Weekly Pivots for week ending 02-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,232.3	2,185.8	2,017.0
R3	2,147.9	2,101.4	1,993.8
R2	2,063.5	2,063.5	1,986.1
R1	2,017.0	2,017.0	1,978.3	1,998.1
PP	1,979.1	1,979.1	1,979.1	1,969.6
S1	1,932.6	1,932.6	1,962.9	1,913.7
S2	1,894.7	1,894.7	1,955.1
S3	1,810.3	1,848.2	1,947.4
S4	1,725.9	1,763.8	1,924.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,019.6	1,925.4	94.2	4.8%	44.7	2.3%	38%	False	False	245,934
10	2,025.5	1,925.4	100.1	5.1%	40.3	2.1%	36%	False	False	216,190
20	2,025.5	1,904.8	120.7	6.2%	39.6	2.0%	47%	False	False	216,728
40	2,097.0	1,879.0	218.0	11.1%	41.0	2.1%	38%	False	False	235,644
60	2,097.0	1,705.7	391.3	20.0%	38.8	2.0%	65%	False	False	158,259
80	2,097.0	1,656.1	440.9	22.5%	37.6	1.9%	69%	False	False	118,738
100	2,097.0	1,656.1	440.9	22.5%	36.0	1.8%	69%	False	False	95,021
120	2,097.0	1,656.1	440.9	22.5%	32.9	1.7%	69%	False	False	79,185

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	8.9
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2,086.2
2.618	2,039.1
1.618	2,010.2
1.000	1,992.3
0.618	1,981.3
HIGH	1,963.4
0.618	1,952.4
0.500	1,949.0
0.382	1,945.5
LOW	1,934.5
0.618	1,916.6
1.000	1,905.6
1.618	1,887.7
2.618	1,858.8
4.250	1,811.7

Fisher Pivots for day following 06-Feb-2024
Pivot	1 day	3 day
R1	1,957.0	1,959.6
PP	1,953.0	1,958.2
S1	1,949.0	1,956.9

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

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