CME E-mini Russell 2000 Index Futures June 2024

Trading Metrics calculated at close of trading on 17-Jan-2024

Day Change Summary
	Previous	Current
	16-Jan-2024	17-Jan-2024	Change	Change %	Previous Week
Open	1,981.6	1,952.0	-29.6	-1.5%	1,988.4
High	1,990.4	1,961.6	-28.8	-1.4%	2,025.5
Low	1,952.6	1,925.7	-26.9	-1.4%	1,965.8
Close	1,960.4	1,945.3	-15.1	-0.8%	1,984.1
Range	37.8	35.9	-1.9	-5.0%	59.7
ATR	37.9	37.7	-0.1	-0.4%	0.0
Volume	241	96	-145	-60.2%	905

Daily Pivots for day following 17-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,051.9	2,034.5	1,965.0
R3	2,016.0	1,998.6	1,955.2
R2	1,980.1	1,980.1	1,951.9
R1	1,962.7	1,962.7	1,948.6	1,953.5
PP	1,944.2	1,944.2	1,944.2	1,939.6
S1	1,926.8	1,926.8	1,942.0	1,917.6
S2	1,908.3	1,908.3	1,938.7
S3	1,872.4	1,890.9	1,935.4
S4	1,836.5	1,855.0	1,925.6

Weekly Pivots for week ending 12-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,170.9	2,137.2	2,016.9
R3	2,111.2	2,077.5	2,000.5
R2	2,051.5	2,051.5	1,995.0
R1	2,017.8	2,017.8	1,989.6	2,004.8
PP	1,991.8	1,991.8	1,991.8	1,985.3
S1	1,958.1	1,958.1	1,978.6	1,945.1
S2	1,932.1	1,932.1	1,973.2
S3	1,872.4	1,898.4	1,967.7
S4	1,812.7	1,838.7	1,951.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,023.0	1,925.7	97.3	5.0%	39.3	2.0%	20%	False	True	211
10	2,056.6	1,925.7	130.9	6.7%	41.2	2.1%	15%	False	True	191
20	2,116.9	1,925.7	191.2	9.8%	37.7	1.9%	10%	False	True	150
40	2,116.9	1,825.1	291.8	15.0%	32.1	1.7%	41%	False	False	79
60	2,116.9	1,676.0	440.9	22.7%	29.7	1.5%	61%	False	False	53
80	2,116.9	1,676.0	440.9	22.7%	28.3	1.5%	61%	False	False	40
100	2,116.9	1,676.0	440.9	22.7%	24.0	1.2%	61%	False	False	32
120	2,116.9	1,676.0	440.9	22.7%	20.0	1.0%	61%	False	False	26

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	10.0
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2,114.2
2.618	2,055.6
1.618	2,019.7
1.000	1,997.5
0.618	1,983.8
HIGH	1,961.6
0.618	1,947.9
0.500	1,943.7
0.382	1,939.4
LOW	1,925.7
0.618	1,903.5
1.000	1,889.8
1.618	1,867.6
2.618	1,831.7
4.250	1,773.1

Fisher Pivots for day following 17-Jan-2024
Pivot	1 day	3 day
R1	1,944.8	1,974.4
PP	1,944.2	1,964.7
S1	1,943.7	1,955.0

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

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