CME E-mini Russell 2000 Index Futures March 2024

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Trading Metrics calculated at close of trading on 27-Oct-2023
Day Change Summary Previous Current 26-Oct-2023 27-Oct-2023 Change Change % Previous Week Open 1,677.0 1,689.9 12.9 0.8% 1,711.0 High 1,698.1 1,693.2 -4.9 -0.3% 1,718.0 Low 1,667.0 1,656.1 -10.9 -0.7% 1,656.1 Close 1,681.9 1,661.8 -20.1 -1.2% 1,661.8 Range 31.1 37.1 6.0 19.3% 61.9 ATR 32.0 32.4 0.4 1.1% 0.0 Volume 224 232 8 3.6% 1,016
Daily Pivots for day following 27-Oct-2023 Classic Woodie Camarilla DeMark R4 1,781.7 1,758.8 1,682.2 R3 1,744.6 1,721.7 1,672.0 R2 1,707.5 1,707.5 1,668.6 R1 1,684.6 1,684.6 1,665.2 1,677.5 PP 1,670.4 1,670.4 1,670.4 1,666.8 S1 1,647.5 1,647.5 1,658.4 1,640.4 S2 1,633.3 1,633.3 1,655.0 S3 1,596.2 1,610.4 1,651.6 S4 1,559.1 1,573.3 1,641.4	Weekly Pivots for week ending 27-Oct-2023 Classic Woodie Camarilla DeMark R4 1,864.3 1,825.0 1,695.8 R3 1,802.4 1,763.1 1,678.8 R2 1,740.5 1,740.5 1,673.1 R1 1,701.2 1,701.2 1,667.5 1,689.9 PP 1,678.6 1,678.6 1,678.6 1,673.0 S1 1,639.3 1,639.3 1,656.1 1,628.0 S2 1,616.7 1,616.7 1,650.5 S3 1,554.8 1,577.4 1,644.8 S4 1,492.9 1,515.5 1,627.8
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,718.0 1,656.1 61.9 3.7% 29.8 1.8% 9% False True 203 10 1,811.3 1,656.1 155.2 9.3% 32.8 2.0% 4% False True 168 20 1,837.7 1,656.1 181.6 10.9% 35.6 2.1% 3% False True 171 40 1,970.8 1,656.1 314.7 18.9% 28.1 1.7% 2% False True 127 60 2,022.2 1,656.1 366.1 22.0% 25.8 1.6% 2% False True 86 80 2,052.8 1,656.1 396.7 23.9% 24.4 1.5% 1% False True 65 100 2,052.8 1,656.1 396.7 23.9% 20.9 1.3% 1% False True 52 120 2,052.8 1,656.1 396.7 23.9% 17.4 1.0% 1% False True 43
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 3.7 Widest range in 6 trading days	Fibonacci Retracements and Extensions 4.250 1,850.9 2.618 1,790.3 1.618 1,753.2 1.000 1,730.3 0.618 1,716.1 HIGH 1,693.2 0.618 1,679.0 0.500 1,674.7 0.382 1,670.3 LOW 1,656.1 0.618 1,633.2 1.000 1,619.0 1.618 1,596.1 2.618 1,559.0 4.250 1,498.4
Fisher Pivots for day following 27-Oct-2023 Pivot 1 day 3 day R1 1,674.7 1,681.4 PP 1,670.4 1,674.8 S1 1,666.1 1,668.3

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