CME E-mini Russell 2000 Index Futures June 2024

Trading Metrics calculated at close of trading on 13-Feb-2024

Day Change Summary
	Previous	Current
	12-Feb-2024	13-Feb-2024	Change	Change %	Previous Week
Open	2,042.9	2,074.0	31.1	1.5%	1,990.0
High	2,082.9	2,079.7	-3.2	-0.2%	2,043.0
Low	2,038.0	1,976.0	-62.0	-3.0%	1,947.2
Close	2,077.6	1,990.9	-86.7	-4.2%	2,040.7
Range	44.9	103.7	58.8	131.0%	95.8
ATR	38.2	42.8	4.7	12.3%	0.0
Volume	844	430	-414	-49.1%	1,067

Daily Pivots for day following 13-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,326.6	2,262.5	2,047.9
R3	2,222.9	2,158.8	2,019.4
R2	2,119.2	2,119.2	2,009.9
R1	2,055.1	2,055.1	2,000.4	2,035.3
PP	2,015.5	2,015.5	2,015.5	2,005.7
S1	1,951.4	1,951.4	1,981.4	1,931.6
S2	1,911.8	1,911.8	1,971.9
S3	1,808.1	1,847.7	1,962.4
S4	1,704.4	1,744.0	1,933.9

Weekly Pivots for week ending 09-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,297.7	2,265.0	2,093.4
R3	2,201.9	2,169.2	2,067.0
R2	2,106.1	2,106.1	2,058.3
R1	2,073.4	2,073.4	2,049.5	2,089.8
PP	2,010.3	2,010.3	2,010.3	2,018.5
S1	1,977.6	1,977.6	2,031.9	1,994.0
S2	1,914.5	1,914.5	2,023.1
S3	1,818.7	1,881.8	2,014.4
S4	1,722.9	1,786.0	1,988.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,082.9	1,966.5	116.4	5.8%	50.4	2.5%	21%	False	False	396
10	2,082.9	1,947.2	135.7	6.8%	46.8	2.4%	32%	False	False	316
20	2,082.9	1,925.7	157.2	7.9%	41.0	2.1%	41%	False	False	233
40	2,116.9	1,925.7	191.2	9.6%	39.5	2.0%	34%	False	False	192
60	2,116.9	1,809.7	307.2	15.4%	35.1	1.8%	59%	False	False	129
80	2,116.9	1,676.0	440.9	22.1%	32.5	1.6%	71%	False	False	97
100	2,116.9	1,676.0	440.9	22.1%	30.7	1.5%	71%	False	False	77
120	2,116.9	1,676.0	440.9	22.1%	26.5	1.3%	71%	False	False	64

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	5.8
Widest range in 147 trading days

Fibonacci Retracements and Extensions
4.250	2,520.4
2.618	2,351.2
1.618	2,247.5
1.000	2,183.4
0.618	2,143.8
HIGH	2,079.7
0.618	2,040.1
0.500	2,027.9
0.382	2,015.6
LOW	1,976.0
0.618	1,911.9
1.000	1,872.3
1.618	1,808.2
2.618	1,704.5
4.250	1,535.3

Fisher Pivots for day following 13-Feb-2024
Pivot	1 day	3 day
R1	2,027.9	2,029.5
PP	2,015.5	2,016.6
S1	2,003.2	2,003.8

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

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