CME E-mini Russell 2000 Index Futures June 2024

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

Day Change Summary
	Previous	Current
	12-Apr-2024	15-Apr-2024	Change	Change %	Previous Week
Open	2,057.6	2,019.8	-37.8	-1.8%	2,086.0
High	2,062.4	2,035.8	-26.6	-1.3%	2,114.0
Low	2,009.8	1,982.2	-27.6	-1.4%	2,009.8
Close	2,019.8	1,991.0	-28.8	-1.4%	2,019.8
Range	52.6	53.6	1.0	1.9%	104.2
ATR	42.0	42.9	0.8	2.0%	0.0
Volume	212,766	258,842	46,076	21.7%	1,132,397

Daily Pivots for day following 15-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,163.8	2,131.0	2,020.5
R3	2,110.2	2,077.4	2,005.7
R2	2,056.6	2,056.6	2,000.8
R1	2,023.8	2,023.8	1,995.9	2,013.4
PP	2,003.0	2,003.0	2,003.0	1,997.8
S1	1,970.2	1,970.2	1,986.1	1,959.8
S2	1,949.4	1,949.4	1,981.2
S3	1,895.8	1,916.6	1,976.3
S4	1,842.2	1,863.0	1,961.5

Weekly Pivots for week ending 12-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,360.5	2,294.3	2,077.1
R3	2,256.3	2,190.1	2,048.5
R2	2,152.1	2,152.1	2,038.9
R1	2,085.9	2,085.9	2,029.4	2,066.9
PP	2,047.9	2,047.9	2,047.9	2,038.4
S1	1,981.7	1,981.7	2,010.2	1,962.7
S2	1,943.7	1,943.7	2,000.7
S3	1,839.5	1,877.5	1,991.1
S4	1,735.3	1,773.3	1,962.5

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	1,982.2	131.8	6.6%	52.9	2.7%	7%	False	True	249,390
10	2,129.5	1,982.2	147.3	7.4%	47.2	2.4%	6%	False	True	221,571
20	2,167.0	1,982.2	184.8	9.3%	42.0	2.1%	5%	False	True	196,557
40	2,167.0	1,982.2	184.8	9.3%	37.8	1.9%	5%	False	True	137,572
60	2,167.0	1,942.5	224.5	11.3%	39.5	2.0%	22%	False	False	91,805
80	2,167.0	1,925.7	241.3	12.1%	39.2	2.0%	27%	False	False	68,892
100	2,167.0	1,825.1	341.9	17.2%	36.8	1.9%	49%	False	False	55,117
120	2,167.0	1,676.0	491.0	24.7%	34.8	1.7%	64%	False	False	45,931

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	13.6
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2,263.6
2.618	2,176.1
1.618	2,122.5
1.000	2,089.4
0.618	2,068.9
HIGH	2,035.8
0.618	2,015.3
0.500	2,009.0
0.382	2,002.7
LOW	1,982.2
0.618	1,949.1
1.000	1,928.6
1.618	1,895.5
2.618	1,841.9
4.250	1,754.4

Fisher Pivots for day following 15-Apr-2024
Pivot	1 day	3 day
R1	2,009.0	2,023.0
PP	2,003.0	2,012.3
S1	1,997.0	2,001.7

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

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