CME E-mini Russell 2000 Index Futures June 2024

Trading Metrics calculated at close of trading on 31-Jan-2024

Day Change Summary
	Previous	Current
	30-Jan-2024	31-Jan-2024	Change	Change %	Previous Week
Open	2,047.0	2,030.7	-16.3	-0.8%	1,980.7
High	2,047.0	2,040.6	-6.4	-0.3%	2,037.8
Low	2,021.2	1,975.0	-46.2	-2.3%	1,978.6
Close	2,027.6	1,977.2	-50.4	-2.5%	2,009.9
Range	25.8	65.6	39.8	154.3%	59.2
ATR	36.5	38.6	2.1	5.7%	0.0
Volume	120	467	347	289.2%	702

Daily Pivots for day following 31-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,194.4	2,151.4	2,013.3
R3	2,128.8	2,085.8	1,995.2
R2	2,063.2	2,063.2	1,989.2
R1	2,020.2	2,020.2	1,983.2	2,008.9
PP	1,997.6	1,997.6	1,997.6	1,992.0
S1	1,954.6	1,954.6	1,971.2	1,943.3
S2	1,932.0	1,932.0	1,965.2
S3	1,866.4	1,889.0	1,959.2
S4	1,800.8	1,823.4	1,941.1

Weekly Pivots for week ending 26-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,186.4	2,157.3	2,042.5
R3	2,127.2	2,098.1	2,026.2
R2	2,068.0	2,068.0	2,020.8
R1	2,038.9	2,038.9	2,015.3	2,053.5
PP	2,008.8	2,008.8	2,008.8	2,016.0
S1	1,979.7	1,979.7	2,004.5	1,994.3
S2	1,949.6	1,949.6	1,999.0
S3	1,890.4	1,920.5	1,993.6
S4	1,831.2	1,861.3	1,977.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,047.0	1,975.0	72.0	3.6%	38.5	1.9%	3%	False	True	212
10	2,047.0	1,931.7	115.3	5.8%	38.2	1.9%	39%	False	False	188
20	2,056.6	1,925.7	130.9	6.6%	39.7	2.0%	39%	False	False	189
40	2,116.9	1,886.0	230.9	11.7%	36.7	1.9%	39%	False	False	126
60	2,116.9	1,725.3	391.6	19.8%	33.1	1.7%	64%	False	False	84
80	2,116.9	1,676.0	440.9	22.3%	30.2	1.5%	68%	False	False	63
100	2,116.9	1,676.0	440.9	22.3%	27.8	1.4%	68%	False	False	50
120	2,116.9	1,676.0	440.9	22.3%	23.2	1.2%	68%	False	False	42

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	True
Bear Hook	False
Bull Hook	False
Stretch	8.4
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	2,319.4
2.618	2,212.3
1.618	2,146.7
1.000	2,106.2
0.618	2,081.1
HIGH	2,040.6
0.618	2,015.5
0.500	2,007.8
0.382	2,000.1
LOW	1,975.0
0.618	1,934.5
1.000	1,909.4
1.618	1,868.9
2.618	1,803.3
4.250	1,696.2

Fisher Pivots for day following 31-Jan-2024
Pivot	1 day	3 day
R1	2,007.8	2,011.0
PP	1,997.6	1,999.7
S1	1,987.4	1,988.5

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

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