CME E-mini Russell 2000 Index Futures June 2024

Trading Metrics calculated at close of trading on 19-Apr-2024

Day Change Summary
	Previous	Current
	18-Apr-2024	19-Apr-2024	Change	Change %	Previous Week
Open	1,963.8	1,958.6	-5.2	-0.3%	2,019.8
High	1,987.4	1,974.2	-13.2	-0.7%	2,035.8
Low	1,951.9	1,915.8	-36.1	-1.8%	1,915.8
Close	1,958.1	1,961.2	3.1	0.2%	1,961.2
Range	35.5	58.4	22.9	64.5%	120.0
ATR	41.4	42.6	1.2	2.9%	0.0
Volume	219,658	283,542	63,884	29.1%	1,250,255

Daily Pivots for day following 19-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,125.6	2,101.8	1,993.3
R3	2,067.2	2,043.4	1,977.3
R2	2,008.8	2,008.8	1,971.9
R1	1,985.0	1,985.0	1,966.6	1,996.9
PP	1,950.4	1,950.4	1,950.4	1,956.4
S1	1,926.6	1,926.6	1,955.8	1,938.5
S2	1,892.0	1,892.0	1,950.5
S3	1,833.6	1,868.2	1,945.1
S4	1,775.2	1,809.8	1,929.1

Weekly Pivots for week ending 19-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,330.9	2,266.1	2,027.2
R3	2,210.9	2,146.1	1,994.2
R2	2,090.9	2,090.9	1,983.2
R1	2,026.1	2,026.1	1,972.2	1,998.5
PP	1,970.9	1,970.9	1,970.9	1,957.2
S1	1,906.1	1,906.1	1,950.2	1,878.5
S2	1,850.9	1,850.9	1,939.2
S3	1,730.9	1,786.1	1,928.2
S4	1,610.9	1,666.1	1,895.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,035.8	1,915.8	120.0	6.1%	43.7	2.2%	38%	False	True	250,051
10	2,114.0	1,915.8	198.2	10.1%	45.7	2.3%	23%	False	True	238,265
20	2,167.0	1,915.8	251.2	12.8%	42.5	2.2%	18%	False	True	208,431
40	2,167.0	1,915.8	251.2	12.8%	38.6	2.0%	18%	False	True	162,326
60	2,167.0	1,915.8	251.2	12.8%	39.6	2.0%	18%	False	True	108,319
80	2,167.0	1,915.8	251.2	12.8%	39.1	2.0%	18%	False	True	81,279
100	2,167.0	1,828.5	338.5	17.3%	37.8	1.9%	39%	False	False	65,031
120	2,167.0	1,676.0	491.0	25.0%	35.7	1.8%	58%	False	False	54,193

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.4
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	2,222.4
2.618	2,127.1
1.618	2,068.7
1.000	2,032.6
0.618	2,010.3
HIGH	1,974.2
0.618	1,951.9
0.500	1,945.0
0.382	1,938.1
LOW	1,915.8
0.618	1,879.7
1.000	1,857.4
1.618	1,821.3
2.618	1,762.9
4.250	1,667.6

Fisher Pivots for day following 19-Apr-2024
Pivot	1 day	3 day
R1	1,955.8	1,960.3
PP	1,950.4	1,959.3
S1	1,945.0	1,958.4

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

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