CME E-mini Russell 2000 Index Futures June 2024

Trading Metrics calculated at close of trading on 25-Mar-2024

Day Change Summary
	Previous	Current
	22-Mar-2024	25-Mar-2024	Change	Change %	Previous Week
Open	2,125.3	2,092.6	-32.7	-1.5%	2,064.1
High	2,132.2	2,111.9	-20.3	-1.0%	2,132.7
Low	2,091.4	2,089.2	-2.2	-0.1%	2,032.5
Close	2,093.6	2,097.3	3.7	0.2%	2,093.6
Range	40.8	22.7	-18.1	-44.4%	100.2
ATR	37.6	36.5	-1.1	-2.8%	0.0
Volume	167,378	104,367	-63,011	-37.6%	921,315

Daily Pivots for day following 25-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,167.6	2,155.1	2,109.8
R3	2,144.9	2,132.4	2,103.5
R2	2,122.2	2,122.2	2,101.5
R1	2,109.7	2,109.7	2,099.4	2,116.0
PP	2,099.5	2,099.5	2,099.5	2,102.6
S1	2,087.0	2,087.0	2,095.2	2,093.3
S2	2,076.8	2,076.8	2,093.1
S3	2,054.1	2,064.3	2,091.1
S4	2,031.4	2,041.6	2,084.8

Weekly Pivots for week ending 22-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,386.9	2,340.4	2,148.7
R3	2,286.7	2,240.2	2,121.2
R2	2,186.5	2,186.5	2,112.0
R1	2,140.0	2,140.0	2,102.8	2,163.3
PP	2,086.3	2,086.3	2,086.3	2,097.9
S1	2,039.8	2,039.8	2,084.4	2,063.1
S2	1,986.1	1,986.1	2,075.2
S3	1,885.9	1,939.6	2,066.0
S4	1,785.7	1,839.4	2,038.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,132.7	2,032.5	100.2	4.8%	37.7	1.8%	65%	False	False	174,089
10	2,132.7	2,032.5	100.2	4.8%	36.3	1.7%	65%	False	False	202,526
20	2,146.0	2,032.5	113.5	5.4%	35.2	1.7%	57%	False	False	129,778
40	2,146.0	1,947.2	198.8	9.5%	38.2	1.8%	76%	False	False	65,051
60	2,146.0	1,925.7	220.3	10.5%	38.1	1.8%	78%	False	False	43,423
80	2,146.0	1,838.0	308.0	14.7%	37.1	1.8%	84%	False	False	32,578
100	2,146.0	1,681.4	464.6	22.2%	34.5	1.6%	90%	False	False	26,063
120	2,146.0	1,676.0	470.0	22.4%	32.3	1.5%	90%	False	False	21,719

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	8.4
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	2,208.4
2.618	2,171.3
1.618	2,148.6
1.000	2,134.6
0.618	2,125.9
HIGH	2,111.9
0.618	2,103.2
0.500	2,100.6
0.382	2,097.9
LOW	2,089.2
0.618	2,075.2
1.000	2,066.5
1.618	2,052.5
2.618	2,029.8
4.250	1,992.7

Fisher Pivots for day following 25-Mar-2024
Pivot	1 day	3 day
R1	2,100.6	2,111.0
PP	2,099.5	2,106.4
S1	2,098.4	2,101.9

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

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