CME E-mini Russell 2000 Index Futures June 2024

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

Day Change Summary
	Previous	Current
	06-Feb-2024	07-Feb-2024	Change	Change %	Previous Week
Open	1,960.8	1,989.0	28.2	1.4%	2,006.6
High	1,983.7	1,991.6	7.9	0.4%	2,047.0
Low	1,956.2	1,966.5	10.3	0.5%	1,962.6
Close	1,982.2	1,978.4	-3.8	-0.2%	1,991.9
Range	27.5	25.1	-2.4	-8.7%	84.4
ATR	38.3	37.4	-0.9	-2.5%	0.0
Volume	186	161	-25	-13.4%	1,184

Daily Pivots for day following 07-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,054.1	2,041.4	1,992.2
R3	2,029.0	2,016.3	1,985.3
R2	2,003.9	2,003.9	1,983.0
R1	1,991.2	1,991.2	1,980.7	1,985.0
PP	1,978.8	1,978.8	1,978.8	1,975.8
S1	1,966.1	1,966.1	1,976.1	1,959.9
S2	1,953.7	1,953.7	1,973.8
S3	1,928.6	1,941.0	1,971.5
S4	1,903.5	1,915.9	1,964.6

Weekly Pivots for week ending 02-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,253.7	2,207.2	2,038.3
R3	2,169.3	2,122.8	2,015.1
R2	2,084.9	2,084.9	2,007.4
R1	2,038.4	2,038.4	1,999.6	2,019.5
PP	2,000.5	2,000.5	2,000.5	1,991.0
S1	1,954.0	1,954.0	1,984.2	1,935.1
S2	1,916.1	1,916.1	1,976.4
S3	1,831.7	1,869.6	1,968.7
S4	1,747.3	1,785.2	1,945.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,008.4	1,947.2	61.2	3.1%	35.1	1.8%	51%	False	False	175
10	2,047.0	1,947.2	99.8	5.0%	36.8	1.9%	31%	False	False	193
20	2,047.0	1,925.7	121.3	6.1%	37.7	1.9%	43%	False	False	190
40	2,116.9	1,907.4	209.5	10.6%	37.8	1.9%	34%	False	False	147
60	2,116.9	1,725.3	391.6	19.8%	34.0	1.7%	65%	False	False	99
80	2,116.9	1,676.0	440.9	22.3%	30.4	1.5%	69%	False	False	74
100	2,116.9	1,676.0	440.9	22.3%	29.3	1.5%	69%	False	False	59
120	2,116.9	1,676.0	440.9	22.3%	24.6	1.2%	69%	False	False	49

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	True
Stretch	5.2
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	2,098.3
2.618	2,057.3
1.618	2,032.2
1.000	2,016.7
0.618	2,007.1
HIGH	1,991.6
0.618	1,982.0
0.500	1,979.1
0.382	1,976.1
LOW	1,966.5
0.618	1,951.0
1.000	1,941.4
1.618	1,925.9
2.618	1,900.8
4.250	1,859.8

Fisher Pivots for day following 07-Feb-2024
Pivot	1 day	3 day
R1	1,979.1	1,975.4
PP	1,978.8	1,972.4
S1	1,978.6	1,969.4

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

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