CME E-mini Russell 2000 Index Futures March 2024

Trading Metrics calculated at close of trading on 07-Feb-2024

Day Change Summary
	Previous	Current
	06-Feb-2024	07-Feb-2024	Change	Change %	Previous Week
Open	1,942.7	1,961.1	18.4	0.9%	1,985.5
High	1,963.4	1,971.6	8.2	0.4%	2,025.5
Low	1,934.5	1,944.9	10.4	0.5%	1,941.1
Close	1,961.0	1,957.5	-3.5	-0.2%	1,970.6
Range	28.9	26.7	-2.2	-7.6%	84.4
ATR	40.1	39.1	-1.0	-2.4%	0.0
Volume	172,176	192,421	20,245	11.8%	1,171,016

Daily Pivots for day following 07-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,038.1	2,024.5	1,972.2
R3	2,011.4	1,997.8	1,964.8
R2	1,984.7	1,984.7	1,962.4
R1	1,971.1	1,971.1	1,959.9	1,964.6
PP	1,958.0	1,958.0	1,958.0	1,954.7
S1	1,944.4	1,944.4	1,955.1	1,937.9
S2	1,931.3	1,931.3	1,952.6
S3	1,904.6	1,917.7	1,950.2
S4	1,877.9	1,891.0	1,942.8

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	1,988.3	1,925.4	62.9	3.2%	36.8	1.9%	51%	False	False	221,463
10	2,025.5	1,925.4	100.1	5.1%	38.1	1.9%	32%	False	False	213,855
20	2,025.5	1,904.8	120.7	6.2%	39.2	2.0%	44%	False	False	217,391
40	2,097.0	1,887.2	209.8	10.7%	40.8	2.1%	34%	False	False	235,742
60	2,097.0	1,705.7	391.3	20.0%	38.5	2.0%	64%	False	False	161,463
80	2,097.0	1,656.1	440.9	22.5%	37.2	1.9%	68%	False	False	121,141
100	2,097.0	1,656.1	440.9	22.5%	36.1	1.8%	68%	False	False	96,946
120	2,097.0	1,656.1	440.9	22.5%	32.9	1.7%	68%	False	False	80,789

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.8
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	2,085.1
2.618	2,041.5
1.618	2,014.8
1.000	1,998.3
0.618	1,988.1
HIGH	1,971.6
0.618	1,961.4
0.500	1,958.3
0.382	1,955.1
LOW	1,944.9
0.618	1,928.4
1.000	1,918.2
1.618	1,901.7
2.618	1,875.0
4.250	1,831.4

Fisher Pivots for day following 07-Feb-2024
Pivot	1 day	3 day
R1	1,958.3	1,954.5
PP	1,958.0	1,951.5
S1	1,957.8	1,948.5

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