CME E-mini Russell 2000 Index Futures June 2024

Trading Metrics calculated at close of trading on 24-Apr-2024

Day Change Summary
	Previous	Current
	23-Apr-2024	24-Apr-2024	Change	Change %	Previous Week
Open	1,985.1	2,016.0	30.9	1.6%	2,019.8
High	2,023.9	2,019.1	-4.8	-0.2%	2,035.8
Low	1,973.9	1,993.9	20.0	1.0%	1,915.8
Close	2,014.9	2,006.8	-8.1	-0.4%	1,961.2
Range	50.0	25.2	-24.8	-49.6%	120.0
ATR	42.6	41.4	-1.2	-2.9%	0.0
Volume	187,512	169,194	-18,318	-9.8%	1,250,255

Daily Pivots for day following 24-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,082.2	2,069.7	2,020.7
R3	2,057.0	2,044.5	2,013.7
R2	2,031.8	2,031.8	2,011.4
R1	2,019.3	2,019.3	2,009.1	2,013.0
PP	2,006.6	2,006.6	2,006.6	2,003.4
S1	1,994.1	1,994.1	2,004.5	1,987.8
S2	1,981.4	1,981.4	2,002.2
S3	1,956.2	1,968.9	1,999.9
S4	1,931.0	1,943.7	1,992.9

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	2,023.9	1,915.8	108.1	5.4%	40.7	2.0%	84%	False	False	203,894
10	2,063.7	1,915.8	147.9	7.4%	42.8	2.1%	62%	False	False	222,662
20	2,167.0	1,915.8	251.2	12.5%	43.5	2.2%	36%	False	False	214,018
40	2,167.0	1,915.8	251.2	12.5%	39.1	2.0%	36%	False	False	175,201
60	2,167.0	1,915.8	251.2	12.5%	39.7	2.0%	36%	False	False	116,916
80	2,167.0	1,915.8	251.2	12.5%	39.5	2.0%	36%	False	False	87,731
100	2,167.0	1,838.0	329.0	16.4%	38.4	1.9%	51%	False	False	70,194
120	2,167.0	1,689.7	477.3	23.8%	36.0	1.8%	66%	False	False	58,495

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.0
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	2,126.2
2.618	2,085.1
1.618	2,059.9
1.000	2,044.3
0.618	2,034.7
HIGH	2,019.1
0.618	2,009.5
0.500	2,006.5
0.382	2,003.5
LOW	1,993.9
0.618	1,978.3
1.000	1,968.7
1.618	1,953.1
2.618	1,927.9
4.250	1,886.8

Fisher Pivots for day following 24-Apr-2024
Pivot	1 day	3 day
R1	2,006.7	2,001.6
PP	2,006.6	1,996.5
S1	2,006.5	1,991.3

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

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