CME E-mini Russell 2000 Index Futures March 2024

Trading Metrics calculated at close of trading on 14-Feb-2024

Day Change Summary
	Previous	Current
	13-Feb-2024	14-Feb-2024	Change	Change %	Previous Week
Open	2,054.1	1,972.3	-81.8	-4.0%	1,968.4
High	2,058.2	2,021.8	-36.4	-1.8%	2,020.8
Low	1,953.7	1,970.4	16.7	0.9%	1,925.4
Close	1,969.3	2,016.8	47.5	2.4%	2,019.1
Range	104.5	51.4	-53.1	-50.8%	95.4
ATR	44.2	44.8	0.6	1.3%	0.0
Volume	431,449	259,660	-171,789	-39.8%	963,739

Daily Pivots for day following 14-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,157.2	2,138.4	2,045.1
R3	2,105.8	2,087.0	2,030.9
R2	2,054.4	2,054.4	2,026.2
R1	2,035.6	2,035.6	2,021.5	2,045.0
PP	2,003.0	2,003.0	2,003.0	2,007.7
S1	1,984.2	1,984.2	2,012.1	1,993.6
S2	1,951.6	1,951.6	2,007.4
S3	1,900.2	1,932.8	2,002.7
S4	1,848.8	1,881.4	1,988.5

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	1,947.4	113.5	5.6%	55.8	2.8%	61%	False	False	263,954
10	2,060.9	1,925.4	135.5	6.7%	46.3	2.3%	67%	False	False	242,708
20	2,060.9	1,911.2	149.7	7.4%	42.8	2.1%	71%	False	False	228,036
40	2,097.0	1,904.8	192.2	9.5%	41.3	2.0%	58%	False	False	221,534
60	2,097.0	1,799.2	297.8	14.8%	39.3	1.9%	73%	False	False	183,431
80	2,097.0	1,656.1	440.9	21.9%	38.4	1.9%	82%	False	False	137,631
100	2,097.0	1,656.1	440.9	21.9%	37.6	1.9%	82%	False	False	110,136
120	2,097.0	1,656.1	440.9	21.9%	34.5	1.7%	82%	False	False	91,787

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.1
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,240.3
2.618	2,156.4
1.618	2,105.0
1.000	2,073.2
0.618	2,053.6
HIGH	2,021.8
0.618	2,002.2
0.500	1,996.1
0.382	1,990.0
LOW	1,970.4
0.618	1,938.6
1.000	1,919.0
1.618	1,887.2
2.618	1,835.8
4.250	1,752.0

Fisher Pivots for day following 14-Feb-2024
Pivot	1 day	3 day
R1	2,009.9	2,013.6
PP	2,003.0	2,010.5
S1	1,996.1	2,007.3

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

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