CME E-mini Russell 2000 Index Futures June 2024

Trading Metrics calculated at close of trading on 18-Apr-2024

Day Change Summary
	Previous	Current
	17-Apr-2024	18-Apr-2024	Change	Change %	Previous Week
Open	1,983.3	1,963.8	-19.5	-1.0%	2,086.0
High	2,000.9	1,987.4	-13.5	-0.7%	2,114.0
Low	1,959.2	1,951.9	-7.3	-0.4%	2,009.8
Close	1,962.0	1,958.1	-3.9	-0.2%	2,019.8
Range	41.7	35.5	-6.2	-14.9%	104.2
ATR	41.9	41.4	-0.5	-1.1%	0.0
Volume	232,306	219,658	-12,648	-5.4%	1,132,397

Daily Pivots for day following 18-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,072.3	2,050.7	1,977.6
R3	2,036.8	2,015.2	1,967.9
R2	2,001.3	2,001.3	1,964.6
R1	1,979.7	1,979.7	1,961.4	1,972.8
PP	1,965.8	1,965.8	1,965.8	1,962.3
S1	1,944.2	1,944.2	1,954.8	1,937.3
S2	1,930.3	1,930.3	1,951.6
S3	1,894.8	1,908.7	1,948.3
S4	1,859.3	1,873.2	1,938.6

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	2,062.4	1,951.9	110.5	5.6%	42.6	2.2%	6%	False	True	235,895
10	2,114.0	1,951.9	162.1	8.3%	43.4	2.2%	4%	False	True	230,310
20	2,167.0	1,951.9	215.1	11.0%	41.2	2.1%	3%	False	True	204,701
40	2,167.0	1,951.9	215.1	11.0%	37.7	1.9%	3%	False	True	155,248
60	2,167.0	1,947.2	219.8	11.2%	39.4	2.0%	5%	False	False	103,595
80	2,167.0	1,925.7	241.3	12.3%	38.8	2.0%	13%	False	False	77,737
100	2,167.0	1,828.5	338.5	17.3%	37.4	1.9%	38%	False	False	62,196
120	2,167.0	1,676.0	491.0	25.1%	35.4	1.8%	57%	False	False	51,830

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	12.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,138.3
2.618	2,080.3
1.618	2,044.8
1.000	2,022.9
0.618	2,009.3
HIGH	1,987.4
0.618	1,973.8
0.500	1,969.7
0.382	1,965.5
LOW	1,951.9
0.618	1,930.0
1.000	1,916.4
1.618	1,894.5
2.618	1,859.0
4.250	1,801.0

Fisher Pivots for day following 18-Apr-2024
Pivot	1 day	3 day
R1	1,969.7	1,976.4
PP	1,965.8	1,970.3
S1	1,962.0	1,964.2

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

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