CME E-mini Russell 2000 Index Futures March 2024

Trading Metrics calculated at close of trading on 07-Mar-2024

Day Change Summary
	Previous	Current
	06-Mar-2024	07-Mar-2024	Change	Change %	Previous Week
Open	2,054.7	2,070.6	15.9	0.8%	2,018.0
High	2,079.3	2,099.0	19.7	0.9%	2,083.4
Low	2,052.1	2,057.3	5.2	0.3%	2,009.3
Close	2,069.7	2,086.7	17.0	0.8%	2,078.2
Range	27.2	41.7	14.5	53.3%	74.1
ATR	36.5	36.9	0.4	1.0%	0.0
Volume	187,028	187,560	532	0.3%	901,688

Daily Pivots for day following 07-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,206.1	2,188.1	2,109.6
R3	2,164.4	2,146.4	2,098.2
R2	2,122.7	2,122.7	2,094.3
R1	2,104.7	2,104.7	2,090.5	2,113.7
PP	2,081.0	2,081.0	2,081.0	2,085.5
S1	2,063.0	2,063.0	2,082.9	2,072.0
S2	2,039.3	2,039.3	2,079.1
S3	1,997.6	2,021.3	2,075.2
S4	1,955.9	1,979.6	2,063.8

Weekly Pivots for week ending 01-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,279.3	2,252.8	2,119.0
R3	2,205.2	2,178.7	2,098.6
R2	2,131.1	2,131.1	2,091.8
R1	2,104.6	2,104.6	2,085.0	2,117.9
PP	2,057.0	2,057.0	2,057.0	2,063.6
S1	2,030.5	2,030.5	2,071.4	2,043.8
S2	1,982.9	1,982.9	2,064.6
S3	1,908.8	1,956.4	2,057.8
S4	1,834.7	1,882.3	2,037.4

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,099.0	2,044.9	54.1	2.6%	31.8	1.5%	77%	True	False	183,633
10	2,099.0	2,003.6	95.4	4.6%	31.8	1.5%	87%	True	False	181,290
20	2,099.0	1,947.4	151.6	7.3%	39.2	1.9%	92%	True	False	214,988
40	2,099.0	1,904.8	194.2	9.3%	39.2	1.9%	94%	True	False	216,190
60	2,099.0	1,887.2	211.8	10.1%	40.3	1.9%	94%	True	False	228,824
80	2,099.0	1,705.7	393.3	18.8%	38.7	1.9%	97%	True	False	174,844
100	2,099.0	1,656.1	442.9	21.2%	37.6	1.8%	97%	True	False	139,910
120	2,099.0	1,656.1	442.9	21.2%	36.6	1.8%	97%	True	False	116,619

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	5.9
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2,276.2
2.618	2,208.2
1.618	2,166.5
1.000	2,140.7
0.618	2,124.8
HIGH	2,099.0
0.618	2,083.1
0.500	2,078.2
0.382	2,073.2
LOW	2,057.3
0.618	2,031.5
1.000	2,015.6
1.618	1,989.8
2.618	1,948.1
4.250	1,880.1

Fisher Pivots for day following 07-Mar-2024
Pivot	1 day	3 day
R1	2,083.9	2,082.4
PP	2,081.0	2,078.0
S1	2,078.2	2,073.7

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

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