CME E-mini Russell 2000 Index Futures March 2024

Trading Metrics calculated at close of trading on 22-Feb-2024

Day Change Summary
	Previous	Current
	21-Feb-2024	22-Feb-2024	Change	Change %	Previous Week
Open	2,013.0	2,002.7	-10.3	-0.5%	2,017.2
High	2,013.8	2,021.6	7.8	0.4%	2,071.2
Low	1,985.0	1,999.0	14.0	0.7%	1,953.7
Close	2,000.5	2,016.0	15.5	0.8%	2,039.0
Range	28.8	22.6	-6.2	-21.5%	117.5
ATR	43.6	42.1	-1.5	-3.4%	0.0
Volume	167,564	244,586	77,022	46.0%	1,476,943

Daily Pivots for day following 22-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,080.0	2,070.6	2,028.4
R3	2,057.4	2,048.0	2,022.2
R2	2,034.8	2,034.8	2,020.1
R1	2,025.4	2,025.4	2,018.1	2,030.1
PP	2,012.2	2,012.2	2,012.2	2,014.6
S1	2,002.8	2,002.8	2,013.9	2,007.5
S2	1,989.6	1,989.6	2,011.9
S3	1,967.0	1,980.2	2,009.8
S4	1,944.4	1,957.6	2,003.6

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	1,985.0	86.2	4.3%	37.3	1.8%	36%	False	False	233,418
10	2,071.2	1,947.4	123.8	6.1%	46.6	2.3%	55%	False	False	248,686
20	2,071.2	1,925.4	145.8	7.2%	42.3	2.1%	62%	False	False	231,271
40	2,097.0	1,904.8	192.2	9.5%	41.0	2.0%	58%	False	False	222,244
60	2,097.0	1,808.0	289.0	14.3%	40.5	2.0%	72%	False	False	202,856
80	2,097.0	1,656.1	440.9	21.9%	39.0	1.9%	82%	False	False	152,208
100	2,097.0	1,656.1	440.9	21.9%	38.2	1.9%	82%	False	False	121,801
120	2,097.0	1,656.1	440.9	21.9%	35.2	1.7%	82%	False	False	101,512

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.6
Narrowest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	2,117.7
2.618	2,080.8
1.618	2,058.2
1.000	2,044.2
0.618	2,035.6
HIGH	2,021.6
0.618	2,013.0
0.500	2,010.3
0.382	2,007.6
LOW	1,999.0
0.618	1,985.0
1.000	1,976.4
1.618	1,962.4
2.618	1,939.8
4.250	1,903.0

Fisher Pivots for day following 22-Feb-2024
Pivot	1 day	3 day
R1	2,014.1	2,015.6
PP	2,012.2	2,015.3
S1	2,010.3	2,014.9

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