CME E-mini Russell 2000 Index Futures June 2024

Trading Metrics calculated at close of trading on 15-Mar-2024

Day Change Summary
	Previous	Current
	14-Mar-2024	15-Mar-2024	Change	Change %	Previous Week
Open	2,098.1	2,058.4	-39.7	-1.9%	2,114.9
High	2,106.2	2,069.6	-36.6	-1.7%	2,114.9
Low	2,040.4	2,049.7	9.3	0.5%	2,040.4
Close	2,057.0	2,063.3	6.3	0.3%	2,063.3
Range	65.8	19.9	-45.9	-69.8%	74.5
ATR	37.8	36.5	-1.3	-3.4%	0.0
Volume	271,767	201,888	-69,879	-25.7%	1,379,611

Daily Pivots for day following 15-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,120.6	2,111.8	2,074.2
R3	2,100.7	2,091.9	2,068.8
R2	2,080.8	2,080.8	2,066.9
R1	2,072.0	2,072.0	2,065.1	2,076.4
PP	2,060.9	2,060.9	2,060.9	2,063.1
S1	2,052.1	2,052.1	2,061.5	2,056.5
S2	2,041.0	2,041.0	2,059.7
S3	2,021.1	2,032.2	2,057.8
S4	2,001.2	2,012.3	2,052.4

Weekly Pivots for week ending 15-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,296.4	2,254.3	2,104.3
R3	2,221.9	2,179.8	2,083.8
R2	2,147.4	2,147.4	2,077.0
R1	2,105.3	2,105.3	2,070.1	2,089.1
PP	2,072.9	2,072.9	2,072.9	2,064.8
S1	2,030.8	2,030.8	2,056.5	2,014.6
S2	1,998.4	1,998.4	2,049.6
S3	1,923.9	1,956.3	2,042.8
S4	1,849.4	1,881.8	2,022.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,114.9	2,040.4	74.5	3.6%	34.3	1.7%	31%	False	False	275,922
10	2,146.0	2,040.4	105.6	5.1%	34.7	1.7%	22%	False	False	156,622
20	2,146.0	2,007.0	139.0	6.7%	33.5	1.6%	41%	False	False	78,587
40	2,146.0	1,942.5	203.5	9.9%	38.2	1.9%	59%	False	False	39,430
60	2,146.0	1,925.7	220.3	10.7%	38.2	1.9%	62%	False	False	26,338
80	2,146.0	1,825.1	320.9	15.6%	35.5	1.7%	74%	False	False	19,757
100	2,146.0	1,676.0	470.0	22.8%	33.4	1.6%	82%	False	False	15,806
120	2,146.0	1,676.0	470.0	22.8%	31.7	1.5%	82%	False	False	13,171

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.6
Narrowest range in 54 trading days

Fibonacci Retracements and Extensions
4.250	2,154.2
2.618	2,121.7
1.618	2,101.8
1.000	2,089.5
0.618	2,081.9
HIGH	2,069.6
0.618	2,062.0
0.500	2,059.7
0.382	2,057.3
LOW	2,049.7
0.618	2,037.4
1.000	2,029.8
1.618	2,017.5
2.618	1,997.6
4.250	1,965.1

Fisher Pivots for day following 15-Mar-2024
Pivot	1 day	3 day
R1	2,062.1	2,073.3
PP	2,060.9	2,070.0
S1	2,059.7	2,066.6

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

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