CME E-mini Russell 2000 Index Futures March 2024

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Trading Metrics calculated at close of trading on 17-Oct-2023
Day Change Summary Previous Current 16-Oct-2023 17-Oct-2023 Change Change % Previous Week Open 1,753.0 1,767.1 14.1 0.8% 1,766.2 High 1,780.5 1,811.3 30.8 1.7% 1,821.8 Low 1,752.6 1,765.8 13.2 0.8% 1,743.5 Close 1,776.7 1,797.4 20.7 1.2% 1,748.5 Range 27.9 45.5 17.6 63.1% 78.3 ATR 31.8 32.8 1.0 3.1% 0.0 Volume 84 113 29 34.5% 588
Daily Pivots for day following 17-Oct-2023 Classic Woodie Camarilla DeMark R4 1,928.0 1,908.2 1,822.4 R3 1,882.5 1,862.7 1,809.9 R2 1,837.0 1,837.0 1,805.7 R1 1,817.2 1,817.2 1,801.6 1,827.1 PP 1,791.5 1,791.5 1,791.5 1,796.5 S1 1,771.7 1,771.7 1,793.2 1,781.6 S2 1,746.0 1,746.0 1,789.1 S3 1,700.5 1,726.2 1,784.9 S4 1,655.0 1,680.7 1,772.4	Weekly Pivots for week ending 13-Oct-2023 Classic Woodie Camarilla DeMark R4 2,006.2 1,955.6 1,791.6 R3 1,927.9 1,877.3 1,770.0 R2 1,849.6 1,849.6 1,762.9 R1 1,799.0 1,799.0 1,755.7 1,785.2 PP 1,771.3 1,771.3 1,771.3 1,764.3 S1 1,720.7 1,720.7 1,741.3 1,706.9 S2 1,693.0 1,693.0 1,734.1 S3 1,614.7 1,642.4 1,727.0 S4 1,536.4 1,564.1 1,705.4
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,821.8 1,743.5 78.3 4.4% 39.2 2.2% 69% False False 113 10 1,821.8 1,740.0 81.8 4.6% 36.1 2.0% 70% False False 163 20 1,883.6 1,740.0 143.6 8.0% 33.7 1.9% 40% False False 145 40 1,970.8 1,740.0 230.8 12.8% 25.2 1.4% 25% False False 92 60 2,052.8 1,740.0 312.8 17.4% 24.0 1.3% 18% False False 61 80 2,052.8 1,740.0 312.8 17.4% 22.6 1.3% 18% False False 46 100 2,052.8 1,740.0 312.8 17.4% 18.4 1.0% 18% False False 37 120 2,052.8 1,740.0 312.8 17.4% 15.3 0.9% 18% False False 30
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True 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 8.4 Widest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 2,004.7 2.618 1,930.4 1.618 1,884.9 1.000 1,856.8 0.618 1,839.4 HIGH 1,811.3 0.618 1,793.9 0.500 1,788.6 0.382 1,783.2 LOW 1,765.8 0.618 1,737.7 1.000 1,720.3 1.618 1,692.2 2.618 1,646.7 4.250 1,572.4
Fisher Pivots for day following 17-Oct-2023 Pivot 1 day 3 day R1 1,794.5 1,790.7 PP 1,791.5 1,784.1 S1 1,788.6 1,777.4

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