CME E-mini Russell 2000 Index Futures June 2024

Trading Metrics calculated at close of trading on 26-Apr-2024

Day Change Summary
	Previous	Current
	25-Apr-2024	26-Apr-2024	Change	Change %	Previous Week
Open	2,010.5	1,992.9	-17.6	-0.9%	1,966.4
High	2,023.5	2,020.0	-3.5	-0.2%	2,023.9
Low	1,965.7	1,984.6	18.9	1.0%	1,958.7
Close	1,993.2	2,013.7	20.5	1.0%	2,013.7
Range	57.8	35.4	-22.4	-38.8%	65.2
ATR	42.6	42.0	-0.5	-1.2%	0.0
Volume	225,344	168,512	-56,832	-25.2%	910,129

Daily Pivots for day following 26-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,112.3	2,098.4	2,033.2
R3	2,076.9	2,063.0	2,023.4
R2	2,041.5	2,041.5	2,020.2
R1	2,027.6	2,027.6	2,016.9	2,034.6
PP	2,006.1	2,006.1	2,006.1	2,009.6
S1	1,992.2	1,992.2	2,010.5	1,999.2
S2	1,970.7	1,970.7	2,007.2
S3	1,935.3	1,956.8	2,004.0
S4	1,899.9	1,921.4	1,994.2

Weekly Pivots for week ending 26-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,194.4	2,169.2	2,049.6
R3	2,129.2	2,104.0	2,031.6
R2	2,064.0	2,064.0	2,025.7
R1	2,038.8	2,038.8	2,019.7	2,051.4
PP	1,998.8	1,998.8	1,998.8	2,005.1
S1	1,973.6	1,973.6	2,007.7	1,986.2
S2	1,933.6	1,933.6	2,001.7
S3	1,868.4	1,908.4	1,995.8
S4	1,803.2	1,843.2	1,977.8

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	1,958.7	65.2	3.2%	40.6	2.0%	84%	False	False	182,025
10	2,035.8	1,915.8	120.0	6.0%	42.2	2.1%	82%	False	False	216,038
20	2,167.0	1,915.8	251.2	12.5%	44.4	2.2%	39%	False	False	214,728
40	2,167.0	1,915.8	251.2	12.5%	39.8	2.0%	39%	False	False	185,000
60	2,167.0	1,915.8	251.2	12.5%	39.7	2.0%	39%	False	False	123,470
80	2,167.0	1,915.8	251.2	12.5%	39.7	2.0%	39%	False	False	92,650
100	2,167.0	1,886.0	281.0	14.0%	38.5	1.9%	45%	False	False	74,132
120	2,167.0	1,725.3	441.7	21.9%	36.4	1.8%	65%	False	False	61,777

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.7
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,170.5
2.618	2,112.7
1.618	2,077.3
1.000	2,055.4
0.618	2,041.9
HIGH	2,020.0
0.618	2,006.5
0.500	2,002.3
0.382	1,998.1
LOW	1,984.6
0.618	1,962.7
1.000	1,949.2
1.618	1,927.3
2.618	1,891.9
4.250	1,834.2

Fisher Pivots for day following 26-Apr-2024
Pivot	1 day	3 day
R1	2,009.9	2,007.3
PP	2,006.1	2,001.0
S1	2,002.3	1,994.6

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

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