CME E-mini Russell 2000 Index Futures March 2024

Trading Metrics calculated at close of trading on 28-Feb-2024

Day Change Summary
	Previous	Current
	27-Feb-2024	28-Feb-2024	Change	Change %	Previous Week
Open	2,031.0	2,059.1	28.1	1.4%	2,037.5
High	2,062.4	2,059.9	-2.5	-0.1%	2,044.8
Low	2,027.1	2,038.2	11.1	0.5%	1,985.0
Close	2,059.9	2,043.4	-16.5	-0.8%	2,020.5
Range	35.3	21.7	-13.6	-38.5%	59.8
ATR	39.8	38.5	-1.3	-3.3%	0.0
Volume	166,749	153,413	-13,336	-8.0%	799,375

Daily Pivots for day following 28-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,112.3	2,099.5	2,055.3
R3	2,090.6	2,077.8	2,049.4
R2	2,068.9	2,068.9	2,047.4
R1	2,056.1	2,056.1	2,045.4	2,051.7
PP	2,047.2	2,047.2	2,047.2	2,044.9
S1	2,034.4	2,034.4	2,041.4	2,030.0
S2	2,025.5	2,025.5	2,039.4
S3	2,003.8	2,012.7	2,037.4
S4	1,982.1	1,991.0	2,031.5

Weekly Pivots for week ending 23-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,196.2	2,168.1	2,053.4
R3	2,136.4	2,108.3	2,036.9
R2	2,076.6	2,076.6	2,031.5
R1	2,048.5	2,048.5	2,026.0	2,032.7
PP	2,016.8	2,016.8	2,016.8	2,008.8
S1	1,988.7	1,988.7	2,015.0	1,972.9
S2	1,957.0	1,957.0	2,009.5
S3	1,897.2	1,928.9	2,004.1
S4	1,837.4	1,869.1	1,987.6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,062.4	1,999.0	63.4	3.1%	27.1	1.3%	70%	False	False	178,419
10	2,071.2	1,970.4	100.8	4.9%	35.1	1.7%	72%	False	False	207,426
20	2,071.2	1,925.4	145.8	7.1%	41.4	2.0%	81%	False	False	227,823
40	2,071.2	1,904.8	166.4	8.1%	40.7	2.0%	83%	False	False	222,175
60	2,097.0	1,816.4	280.6	13.7%	40.7	2.0%	81%	False	False	213,595
80	2,097.0	1,696.5	400.5	19.6%	38.9	1.9%	87%	False	False	160,292
100	2,097.0	1,656.1	440.9	21.6%	37.8	1.9%	88%	False	False	128,266
120	2,097.0	1,656.1	440.9	21.6%	35.5	1.7%	88%	False	False	106,908

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.5
Narrowest range in 48 trading days

Fibonacci Retracements and Extensions
4.250	2,152.1
2.618	2,116.7
1.618	2,095.0
1.000	2,081.6
0.618	2,073.3
HIGH	2,059.9
0.618	2,051.6
0.500	2,049.1
0.382	2,046.5
LOW	2,038.2
0.618	2,024.8
1.000	2,016.5
1.618	2,003.1
2.618	1,981.4
4.250	1,946.0

Fisher Pivots for day following 28-Feb-2024
Pivot	1 day	3 day
R1	2,049.1	2,040.9
PP	2,047.2	2,038.4
S1	2,045.3	2,035.9

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

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