CME E-mini Russell 2000 Index Futures June 2024

Trading Metrics calculated at close of trading on 16-Apr-2024

Day Change Summary
	Previous	Current
	15-Apr-2024	16-Apr-2024	Change	Change %	Previous Week
Open	2,019.8	1,992.2	-27.6	-1.4%	2,086.0
High	2,035.8	1,994.7	-41.1	-2.0%	2,114.0
Low	1,982.2	1,965.3	-16.9	-0.9%	2,009.8
Close	1,991.0	1,982.8	-8.2	-0.4%	2,019.8
Range	53.6	29.4	-24.2	-45.1%	104.2
ATR	42.9	41.9	-1.0	-2.2%	0.0
Volume	258,842	255,907	-2,935	-1.1%	1,132,397

Daily Pivots for day following 16-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,069.1	2,055.4	1,999.0
R3	2,039.7	2,026.0	1,990.9
R2	2,010.3	2,010.3	1,988.2
R1	1,996.6	1,996.6	1,985.5	1,988.8
PP	1,980.9	1,980.9	1,980.9	1,977.0
S1	1,967.2	1,967.2	1,980.1	1,959.4
S2	1,951.5	1,951.5	1,977.4
S3	1,922.1	1,937.8	1,974.7
S4	1,892.7	1,908.4	1,966.6

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	1,965.3	148.7	7.5%	53.7	2.7%	12%	False	True	268,592
10	2,123.7	1,965.3	158.4	8.0%	44.4	2.2%	11%	False	True	223,756
20	2,167.0	1,965.3	201.7	10.2%	42.0	2.1%	9%	False	True	201,591
40	2,167.0	1,965.3	201.7	10.2%	37.5	1.9%	9%	False	True	143,961
60	2,167.0	1,947.2	219.8	11.1%	39.4	2.0%	16%	False	False	96,068
80	2,167.0	1,925.7	241.3	12.2%	39.0	2.0%	24%	False	False	72,090
100	2,167.0	1,825.1	341.9	17.2%	37.0	1.9%	46%	False	False	57,676
120	2,167.0	1,676.0	491.0	24.8%	34.9	1.8%	62%	False	False	48,063

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	13.5
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2,119.7
2.618	2,071.7
1.618	2,042.3
1.000	2,024.1
0.618	2,012.9
HIGH	1,994.7
0.618	1,983.5
0.500	1,980.0
0.382	1,976.5
LOW	1,965.3
0.618	1,947.1
1.000	1,935.9
1.618	1,917.7
2.618	1,888.3
4.250	1,840.4

Fisher Pivots for day following 16-Apr-2024
Pivot	1 day	3 day
R1	1,981.9	2,013.9
PP	1,980.9	2,003.5
S1	1,980.0	1,993.2

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

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