CME E-mini Russell 2000 Index Futures March 2024

Trading Metrics calculated at close of trading on 12-Feb-2024

Day Change Summary
	Previous	Current
	09-Feb-2024	12-Feb-2024	Change	Change %	Previous Week
Open	1,985.7	2,017.2	31.5	1.6%	1,968.4
High	2,020.8	2,060.9	40.1	2.0%	2,020.8
Low	1,983.8	2,015.8	32.0	1.6%	1,925.4
Close	2,019.1	2,055.0	35.9	1.8%	2,019.1
Range	37.0	45.1	8.1	21.9%	95.4
ATR	39.1	39.5	0.4	1.1%	0.0
Volume	221,567	239,293	17,726	8.0%	963,739

Daily Pivots for day following 12-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,179.2	2,162.2	2,079.8
R3	2,134.1	2,117.1	2,067.4
R2	2,089.0	2,089.0	2,063.3
R1	2,072.0	2,072.0	2,059.1	2,080.5
PP	2,043.9	2,043.9	2,043.9	2,048.2
S1	2,026.9	2,026.9	2,050.9	2,035.4
S2	1,998.8	1,998.8	2,046.7
S3	1,953.7	1,981.8	2,042.6
S4	1,908.6	1,936.7	2,030.2

Weekly Pivots for week ending 09-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,274.6	2,242.3	2,071.6
R3	2,179.2	2,146.9	2,045.3
R2	2,083.8	2,083.8	2,036.6
R1	2,051.5	2,051.5	2,027.8	2,067.7
PP	1,988.4	1,988.4	1,988.4	1,996.5
S1	1,956.1	1,956.1	2,010.4	1,972.3
S2	1,893.0	1,893.0	2,001.6
S3	1,797.6	1,860.7	1,992.9
S4	1,702.2	1,765.3	1,966.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,060.9	1,934.5	126.4	6.2%	35.8	1.7%	95%	True	False	198,652
10	2,060.9	1,925.4	135.5	6.6%	40.0	1.9%	96%	True	False	221,224
20	2,060.9	1,904.8	156.1	7.6%	38.8	1.9%	96%	True	False	215,764
40	2,097.0	1,904.8	192.2	9.4%	40.4	2.0%	78%	False	False	225,112
60	2,097.0	1,789.0	308.0	15.0%	38.0	1.8%	86%	False	False	171,924
80	2,097.0	1,656.1	440.9	21.5%	37.4	1.8%	90%	False	False	128,996
100	2,097.0	1,656.1	440.9	21.5%	36.7	1.8%	90%	False	False	103,226
120	2,097.0	1,656.1	440.9	21.5%	33.4	1.6%	90%	False	False	86,028

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	False
Bear Hook	False
Bull Hook	False
Stretch	7.2
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	2,252.6
2.618	2,179.0
1.618	2,133.9
1.000	2,106.0
0.618	2,088.8
HIGH	2,060.9
0.618	2,043.7
0.500	2,038.4
0.382	2,033.0
LOW	2,015.8
0.618	1,987.9
1.000	1,970.7
1.618	1,942.8
2.618	1,897.7
4.250	1,824.1

Fisher Pivots for day following 12-Feb-2024
Pivot	1 day	3 day
R1	2,049.5	2,038.1
PP	2,043.9	2,021.1
S1	2,038.4	2,004.2

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

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