CME E-mini Russell 2000 Index Futures June 2024

Trading Metrics calculated at close of trading on 22-Apr-2024

Day Change Summary
	Previous	Current
	19-Apr-2024	22-Apr-2024	Change	Change %	Previous Week
Open	1,958.6	1,966.4	7.8	0.4%	2,019.8
High	1,974.2	1,993.2	19.0	1.0%	2,035.8
Low	1,915.8	1,958.7	42.9	2.2%	1,915.8
Close	1,961.2	1,982.6	21.4	1.1%	1,961.2
Range	58.4	34.5	-23.9	-40.9%	120.0
ATR	42.6	42.1	-0.6	-1.4%	0.0
Volume	283,542	159,567	-123,975	-43.7%	1,250,255

Daily Pivots for day following 22-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,081.7	2,066.6	2,001.6
R3	2,047.2	2,032.1	1,992.1
R2	2,012.7	2,012.7	1,988.9
R1	1,997.6	1,997.6	1,985.8	2,005.2
PP	1,978.2	1,978.2	1,978.2	1,981.9
S1	1,963.1	1,963.1	1,979.4	1,970.7
S2	1,943.7	1,943.7	1,976.3
S3	1,909.2	1,928.6	1,973.1
S4	1,874.7	1,894.1	1,963.6

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	2,000.9	1,915.8	85.1	4.3%	39.9	2.0%	78%	False	False	230,196
10	2,114.0	1,915.8	198.2	10.0%	46.4	2.3%	34%	False	False	239,793
20	2,167.0	1,915.8	251.2	12.7%	42.2	2.1%	27%	False	False	208,040
40	2,167.0	1,915.8	251.2	12.7%	38.8	2.0%	27%	False	False	166,310
60	2,167.0	1,915.8	251.2	12.7%	39.6	2.0%	27%	False	False	110,976
80	2,167.0	1,915.8	251.2	12.7%	39.1	2.0%	27%	False	False	83,274
100	2,167.0	1,828.5	338.5	17.1%	38.1	1.9%	46%	False	False	66,627
120	2,167.0	1,681.4	485.6	24.5%	35.7	1.8%	62%	False	False	55,522

Crabel Price Patterns
NR	True
NR4	True
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	11.9
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2,139.8
2.618	2,083.5
1.618	2,049.0
1.000	2,027.7
0.618	2,014.5
HIGH	1,993.2
0.618	1,980.0
0.500	1,976.0
0.382	1,971.9
LOW	1,958.7
0.618	1,937.4
1.000	1,924.2
1.618	1,902.9
2.618	1,868.4
4.250	1,812.1

Fisher Pivots for day following 22-Apr-2024
Pivot	1 day	3 day
R1	1,980.4	1,973.2
PP	1,978.2	1,963.9
S1	1,976.0	1,954.5

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

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