CME E-mini Russell 2000 Index Futures June 2024


Trading Metrics calculated at close of trading on 02-Jan-2024
Day Change Summary
Previous Current
29-Dec-2023 02-Jan-2024 Change Change % Previous Week
Open 2,097.3 2,075.0 -22.3 -1.1% 2,079.1
High 2,106.4 2,080.7 -25.7 -1.2% 2,116.9
Low 2,064.3 2,044.7 -19.6 -0.9% 2,064.3
Close 2,068.8 2,053.7 -15.1 -0.7% 2,068.8
Range 42.1 36.0 -6.1 -14.5% 52.6
ATR 33.7 33.9 0.2 0.5% 0.0
Volume 272 97 -175 -64.3% 395
Daily Pivots for day following 02-Jan-2024
Classic Woodie Camarilla DeMark
R4 2,167.7 2,146.7 2,073.5
R3 2,131.7 2,110.7 2,063.6
R2 2,095.7 2,095.7 2,060.3
R1 2,074.7 2,074.7 2,057.0 2,067.2
PP 2,059.7 2,059.7 2,059.7 2,056.0
S1 2,038.7 2,038.7 2,050.4 2,031.2
S2 2,023.7 2,023.7 2,047.1
S3 1,987.7 2,002.7 2,043.8
S4 1,951.7 1,966.7 2,033.9
Weekly Pivots for week ending 29-Dec-2023
Classic Woodie Camarilla DeMark
R4 2,241.1 2,207.6 2,097.7
R3 2,188.5 2,155.0 2,083.3
R2 2,135.9 2,135.9 2,078.4
R1 2,102.4 2,102.4 2,073.6 2,092.9
PP 2,083.3 2,083.3 2,083.3 2,078.6
S1 2,049.8 2,049.8 2,064.0 2,040.3
S2 2,030.7 2,030.7 2,059.2
S3 1,978.1 1,997.2 2,054.3
S4 1,925.5 1,944.6 2,039.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,116.9 2,044.7 72.2 3.5% 30.0 1.5% 12% False True 98
10 2,116.9 2,022.8 94.1 4.6% 34.2 1.7% 33% False False 109
20 2,116.9 1,886.0 230.9 11.2% 33.7 1.6% 73% False False 62
40 2,116.9 1,725.3 391.6 19.1% 29.7 1.4% 84% False False 32
60 2,116.9 1,676.0 440.9 21.5% 27.0 1.3% 86% False False 21
80 2,116.9 1,676.0 440.9 21.5% 24.8 1.2% 86% False False 16
100 2,116.9 1,676.0 440.9 21.5% 19.9 1.0% 86% False False 12
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 6.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,233.7
2.618 2,174.9
1.618 2,138.9
1.000 2,116.7
0.618 2,102.9
HIGH 2,080.7
0.618 2,066.9
0.500 2,062.7
0.382 2,058.5
LOW 2,044.7
0.618 2,022.5
1.000 2,008.7
1.618 1,986.5
2.618 1,950.5
4.250 1,891.7
Fisher Pivots for day following 02-Jan-2024
Pivot 1 day 3 day
R1 2,062.7 2,080.4
PP 2,059.7 2,071.5
S1 2,056.7 2,062.6

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

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