CME E-mini Russell 2000 Index Futures March 2024

Trading Metrics calculated at close of trading on 21-Feb-2024

Day Change Summary
	Previous	Current
	20-Feb-2024	21-Feb-2024	Change	Change %	Previous Week
Open	2,037.5	2,013.0	-24.5	-1.2%	2,017.2
High	2,044.8	2,013.8	-31.0	-1.5%	2,071.2
Low	2,001.7	1,985.0	-16.7	-0.8%	1,953.7
Close	2,010.2	2,000.5	-9.7	-0.5%	2,039.0
Range	43.1	28.8	-14.3	-33.2%	117.5
ATR	44.8	43.6	-1.1	-2.5%	0.0
Volume	208,402	167,564	-40,838	-19.6%	1,476,943

Daily Pivots for day following 21-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,086.2	2,072.1	2,016.3
R3	2,057.4	2,043.3	2,008.4
R2	2,028.6	2,028.6	2,005.8
R1	2,014.5	2,014.5	2,003.1	2,007.2
PP	1,999.8	1,999.8	1,999.8	1,996.1
S1	1,985.7	1,985.7	1,997.9	1,978.4
S2	1,971.0	1,971.0	1,995.2
S3	1,942.2	1,956.9	1,992.6
S4	1,913.4	1,928.1	1,984.7

Weekly Pivots for week ending 16-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,373.8	2,323.9	2,103.6
R3	2,256.3	2,206.4	2,071.3
R2	2,138.8	2,138.8	2,060.5
R1	2,088.9	2,088.9	2,049.8	2,113.9
PP	2,021.3	2,021.3	2,021.3	2,033.8
S1	1,971.4	1,971.4	2,028.2	1,996.4
S2	1,903.8	1,903.8	2,017.5
S3	1,786.3	1,853.9	2,006.7
S4	1,668.8	1,736.4	1,974.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,071.2	1,970.4	100.8	5.0%	43.0	2.2%	30%	False	False	236,433
10	2,071.2	1,944.9	126.3	6.3%	47.0	2.3%	44%	False	False	243,470
20	2,071.2	1,925.4	145.8	7.3%	43.7	2.2%	52%	False	False	229,830
40	2,097.0	1,904.8	192.2	9.6%	41.4	2.1%	50%	False	False	221,163
60	2,097.0	1,808.0	289.0	14.4%	40.4	2.0%	67%	False	False	198,782
80	2,097.0	1,656.1	440.9	22.0%	39.1	2.0%	78%	False	False	149,153
100	2,097.0	1,656.1	440.9	22.0%	38.3	1.9%	78%	False	False	119,356
120	2,097.0	1,656.1	440.9	22.0%	35.1	1.8%	78%	False	False	99,474

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.3
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	2,136.2
2.618	2,089.2
1.618	2,060.4
1.000	2,042.6
0.618	2,031.6
HIGH	2,013.8
0.618	2,002.8
0.500	1,999.4
0.382	1,996.0
LOW	1,985.0
0.618	1,967.2
1.000	1,956.2
1.618	1,938.4
2.618	1,909.6
4.250	1,862.6

Fisher Pivots for day following 21-Feb-2024
Pivot	1 day	3 day
R1	2,000.1	2,027.5
PP	1,999.8	2,018.5
S1	1,999.4	2,009.5

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

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