CME E-mini Russell 2000 Index Futures March 2024

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Trading Metrics calculated at close of trading on 28-Sep-2023
Day Change Summary Previous Current 27-Sep-2023 28-Sep-2023 Change Change % Previous Week Open 1,806.9 1,810.0 3.1 0.2% 1,890.0 High 1,822.4 1,838.1 15.7 0.9% 1,890.9 Low 1,797.5 1,806.6 9.1 0.5% 1,812.5 Close 1,813.0 1,828.9 15.9 0.9% 1,812.5 Range 24.9 31.5 6.6 26.5% 78.4 ATR 23.7 24.2 0.6 2.4% 0.0 Volume 142 129 -13 -9.2% 817
Daily Pivots for day following 28-Sep-2023 Classic Woodie Camarilla DeMark R4 1,919.0 1,905.5 1,846.2 R3 1,887.5 1,874.0 1,837.6 R2 1,856.0 1,856.0 1,834.7 R1 1,842.5 1,842.5 1,831.8 1,849.3 PP 1,824.5 1,824.5 1,824.5 1,827.9 S1 1,811.0 1,811.0 1,826.0 1,817.8 S2 1,793.0 1,793.0 1,823.1 S3 1,761.5 1,779.5 1,820.2 S4 1,730.0 1,748.0 1,811.6	Weekly Pivots for week ending 22-Sep-2023 Classic Woodie Camarilla DeMark R4 2,073.8 2,021.6 1,855.6 R3 1,995.4 1,943.2 1,834.1 R2 1,917.0 1,917.0 1,826.9 R1 1,864.8 1,864.8 1,819.7 1,851.7 PP 1,838.6 1,838.6 1,838.6 1,832.1 S1 1,786.4 1,786.4 1,805.3 1,773.3 S2 1,760.2 1,760.2 1,798.1 S3 1,681.8 1,708.0 1,790.9 S4 1,603.4 1,629.6 1,769.4
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,838.1 1,796.8 41.3 2.3% 24.4 1.3% 78% True False 111 10 1,906.1 1,796.8 109.3 6.0% 25.5 1.4% 29% False False 131 20 1,970.8 1,796.8 174.0 9.5% 19.8 1.1% 18% False False 69 40 2,022.2 1,796.8 225.4 12.3% 20.6 1.1% 14% False False 36 60 2,052.8 1,796.8 256.0 14.0% 20.5 1.1% 13% False False 24 80 2,052.8 1,796.8 256.0 14.0% 16.9 0.9% 13% False False 18 100 2,052.8 1,788.9 263.9 14.4% 13.5 0.7% 15% False False 14
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 7.0 Widest range in 6 trading days	Fibonacci Retracements and Extensions 4.250 1,972.0 2.618 1,920.6 1.618 1,889.1 1.000 1,869.6 0.618 1,857.6 HIGH 1,838.1 0.618 1,826.1 0.500 1,822.4 0.382 1,818.6 LOW 1,806.6 0.618 1,787.1 1.000 1,775.1 1.618 1,755.6 2.618 1,724.1 4.250 1,672.7
Fisher Pivots for day following 28-Sep-2023 Pivot 1 day 3 day R1 1,826.7 1,825.1 PP 1,824.5 1,821.3 S1 1,822.4 1,817.5

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