CME E-mini Russell 2000 Index Futures June 2024

Trading Metrics calculated at close of trading on 11-Apr-2024

Day Change Summary
	Previous	Current
	10-Apr-2024	11-Apr-2024	Change	Change %	Previous Week
Open	2,102.4	2,043.7	-58.7	-2.8%	2,150.6
High	2,114.0	2,063.7	-50.3	-2.4%	2,167.0
Low	2,027.9	2,017.0	-10.9	-0.5%	2,059.4
Close	2,043.2	2,057.9	14.7	0.7%	2,082.3
Range	86.1	46.7	-39.4	-45.8%	107.6
ATR	40.8	41.2	0.4	1.0%	0.0
Volume	368,117	247,329	-120,788	-32.8%	1,001,782

Daily Pivots for day following 11-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,186.3	2,168.8	2,083.6
R3	2,139.6	2,122.1	2,070.7
R2	2,092.9	2,092.9	2,066.5
R1	2,075.4	2,075.4	2,062.2	2,084.2
PP	2,046.2	2,046.2	2,046.2	2,050.6
S1	2,028.7	2,028.7	2,053.6	2,037.5
S2	1,999.5	1,999.5	2,049.3
S3	1,952.8	1,982.0	2,045.1
S4	1,906.1	1,935.3	2,032.2

Weekly Pivots for week ending 05-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,425.7	2,361.6	2,141.5
R3	2,318.1	2,254.0	2,111.9
R2	2,210.5	2,210.5	2,102.0
R1	2,146.4	2,146.4	2,092.2	2,124.7
PP	2,102.9	2,102.9	2,102.9	2,092.0
S1	2,038.8	2,038.8	2,072.4	2,017.1
S2	1,995.3	1,995.3	2,062.6
S3	1,887.7	1,931.2	2,052.7
S4	1,780.1	1,823.6	2,023.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,114.0	2,017.0	97.0	4.7%	44.2	2.1%	42%	False	True	224,725
10	2,167.0	2,017.0	150.0	7.3%	44.3	2.2%	27%	False	True	211,282
20	2,167.0	2,017.0	150.0	7.3%	41.0	2.0%	27%	False	True	196,659
40	2,167.0	1,992.3	174.7	8.5%	37.7	1.8%	38%	False	False	125,809
60	2,167.0	1,925.7	241.3	11.7%	38.8	1.9%	55%	False	False	83,951
80	2,167.0	1,925.7	241.3	11.7%	38.6	1.9%	55%	False	False	63,001
100	2,167.0	1,809.7	357.3	17.4%	36.2	1.8%	69%	False	False	50,401
120	2,167.0	1,676.0	491.0	23.9%	34.2	1.7%	78%	False	False	42,001

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	14.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,262.2
2.618	2,186.0
1.618	2,139.3
1.000	2,110.4
0.618	2,092.6
HIGH	2,063.7
0.618	2,045.9
0.500	2,040.4
0.382	2,034.8
LOW	2,017.0
0.618	1,988.1
1.000	1,970.3
1.618	1,941.4
2.618	1,894.7
4.250	1,818.5

Fisher Pivots for day following 11-Apr-2024
Pivot	1 day	3 day
R1	2,052.1	2,065.5
PP	2,046.2	2,063.0
S1	2,040.4	2,060.4

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

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