CME E-mini Russell 2000 Index Futures March 2024

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

Day Change Summary
	Previous	Current
	13-Mar-2024	14-Mar-2024	Change	Change %	Previous Week
Open	2,063.3	2,073.7	10.4	0.5%	2,076.0
High	2,081.9	2,081.9	0.0	0.0%	2,121.4
Low	2,059.2	2,016.2	-43.0	-2.1%	2,048.4
Close	2,072.7	2,032.7	-40.0	-1.9%	2,084.6
Range	22.7	65.7	43.0	189.4%	73.0
ATR	35.9	38.0	2.1	5.9%	0.0
Volume	88,162	52,568	-35,594	-40.4%	1,035,274

Daily Pivots for day following 14-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,240.7	2,202.4	2,068.8
R3	2,175.0	2,136.7	2,050.8
R2	2,109.3	2,109.3	2,044.7
R1	2,071.0	2,071.0	2,038.7	2,057.3
PP	2,043.6	2,043.6	2,043.6	2,036.8
S1	2,005.3	2,005.3	2,026.7	1,991.6
S2	1,977.9	1,977.9	2,020.7
S3	1,912.2	1,939.6	2,014.6
S4	1,846.5	1,873.9	1,996.6

Weekly Pivots for week ending 08-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,303.8	2,267.2	2,124.8
R3	2,230.8	2,194.2	2,104.7
R2	2,157.8	2,157.8	2,098.0
R1	2,121.2	2,121.2	2,091.3	2,139.5
PP	2,084.8	2,084.8	2,084.8	2,094.0
S1	2,048.2	2,048.2	2,077.9	2,066.5
S2	2,011.8	2,011.8	2,071.2
S3	1,938.8	1,975.2	2,064.5
S4	1,865.8	1,902.2	2,044.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,121.4	2,016.2	105.2	5.2%	40.0	2.0%	16%	False	True	189,063
10	2,121.4	2,016.2	105.2	5.2%	35.9	1.8%	16%	False	True	186,348
20	2,121.4	1,985.0	136.4	6.7%	35.2	1.7%	35%	False	False	196,265
40	2,121.4	1,911.2	210.2	10.3%	39.0	1.9%	58%	False	False	212,151
60	2,121.4	1,904.8	216.6	10.7%	39.3	1.9%	59%	False	False	213,111
80	2,121.4	1,799.2	322.2	15.9%	38.3	1.9%	72%	False	False	186,640
100	2,121.4	1,656.1	465.3	22.9%	37.7	1.9%	81%	False	False	149,358
120	2,121.4	1,656.1	465.3	22.9%	37.2	1.8%	81%	False	False	124,491

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.9
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	2,361.1
2.618	2,253.9
1.618	2,188.2
1.000	2,147.6
0.618	2,122.5
HIGH	2,081.9
0.618	2,056.8
0.500	2,049.1
0.382	2,041.3
LOW	2,016.2
0.618	1,975.6
1.000	1,950.5
1.618	1,909.9
2.618	1,844.2
4.250	1,737.0

Fisher Pivots for day following 14-Mar-2024
Pivot	1 day	3 day
R1	2,049.1	2,050.6
PP	2,043.6	2,044.6
S1	2,038.2	2,038.7

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

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