CME E-mini Russell 2000 Index Futures March 2024

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Trading Metrics calculated at close of trading on 20-Sep-2023
Day Change Summary Previous Current 19-Sep-2023 20-Sep-2023 Change Change % Previous Week Open 1,879.4 1,864.4 -15.0 -0.8% 1,905.0 High 1,881.8 1,883.6 1.8 0.1% 1,907.1 Low 1,859.6 1,844.9 -14.7 -0.8% 1,878.3 Close 1,865.7 1,846.4 -19.3 -1.0% 1,885.9 Range 22.2 38.7 16.5 74.3% 28.8 ATR 22.3 23.4 1.2 5.3% 0.0 Volume 557 40 -517 -92.8% 92
Daily Pivots for day following 20-Sep-2023 Classic Woodie Camarilla DeMark R4 1,974.4 1,949.1 1,867.7 R3 1,935.7 1,910.4 1,857.0 R2 1,897.0 1,897.0 1,853.5 R1 1,871.7 1,871.7 1,849.9 1,865.0 PP 1,858.3 1,858.3 1,858.3 1,855.0 S1 1,833.0 1,833.0 1,842.9 1,826.3 S2 1,819.6 1,819.6 1,839.3 S3 1,780.9 1,794.3 1,835.8 S4 1,742.2 1,755.6 1,825.1	Weekly Pivots for week ending 15-Sep-2023 Classic Woodie Camarilla DeMark R4 1,976.8 1,960.2 1,901.7 R3 1,948.0 1,931.4 1,893.8 R2 1,919.2 1,919.2 1,891.2 R1 1,902.6 1,902.6 1,888.5 1,896.5 PP 1,890.4 1,890.4 1,890.4 1,887.4 S1 1,873.8 1,873.8 1,883.3 1,867.7 S2 1,861.6 1,861.6 1,880.6 S3 1,832.8 1,845.0 1,878.0 S4 1,804.0 1,816.2 1,870.1
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,907.1 1,844.9 62.2 3.4% 24.6 1.3% 2% False True 138 10 1,907.1 1,844.9 62.2 3.4% 17.8 1.0% 2% False True 72 20 1,970.8 1,844.9 125.9 6.8% 17.9 1.0% 1% False True 39 40 2,052.8 1,844.9 207.9 11.3% 19.9 1.1% 1% False True 20 60 2,052.8 1,844.9 207.9 11.3% 19.1 1.0% 1% False True 14 80 2,052.8 1,799.5 253.3 13.7% 15.0 0.8% 19% False False 10 100 2,052.8 1,772.1 280.7 15.2% 12.0 0.7% 26% False False 8
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True ID False OD True IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 3.9 Widest range in 38 trading days	Fibonacci Retracements and Extensions 4.250 2,048.1 2.618 1,984.9 1.618 1,946.2 1.000 1,922.3 0.618 1,907.5 HIGH 1,883.6 0.618 1,868.8 0.500 1,864.3 0.382 1,859.7 LOW 1,844.9 0.618 1,821.0 1.000 1,806.2 1.618 1,782.3 2.618 1,743.6 4.250 1,680.4
Fisher Pivots for day following 20-Sep-2023 Pivot 1 day 3 day R1 1,864.3 1,867.9 PP 1,858.3 1,860.7 S1 1,852.4 1,853.6

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