CME E-mini Russell 2000 Index Futures June 2024


Trading Metrics calculated at close of trading on 08-Feb-2024
Day Change Summary
Previous Current
07-Feb-2024 08-Feb-2024 Change Change % Previous Week
Open 1,989.0 1,973.4 -15.6 -0.8% 2,006.6
High 1,991.6 2,009.6 18.0 0.9% 2,047.0
Low 1,966.5 1,969.1 2.6 0.1% 1,962.6
Close 1,978.4 2,009.2 30.8 1.6% 1,991.9
Range 25.1 40.5 15.4 61.4% 84.4
ATR 37.4 37.6 0.2 0.6% 0.0
Volume 161 165 4 2.5% 1,184
Daily Pivots for day following 08-Feb-2024
Classic Woodie Camarilla DeMark
R4 2,117.5 2,103.8 2,031.5
R3 2,077.0 2,063.3 2,020.3
R2 2,036.5 2,036.5 2,016.6
R1 2,022.8 2,022.8 2,012.9 2,029.7
PP 1,996.0 1,996.0 1,996.0 1,999.4
S1 1,982.3 1,982.3 2,005.5 1,989.2
S2 1,955.5 1,955.5 2,001.8
S3 1,915.0 1,941.8 1,998.1
S4 1,874.5 1,901.3 1,986.9
Weekly Pivots for week ending 02-Feb-2024
Classic Woodie Camarilla DeMark
R4 2,253.7 2,207.2 2,038.3
R3 2,169.3 2,122.8 2,015.1
R2 2,084.9 2,084.9 2,007.4
R1 2,038.4 2,038.4 1,999.6 2,019.5
PP 2,000.5 2,000.5 2,000.5 1,991.0
S1 1,954.0 1,954.0 1,984.2 1,935.1
S2 1,916.1 1,916.1 1,976.4
S3 1,831.7 1,869.6 1,968.7
S4 1,747.3 1,785.2 1,945.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,009.6 1,947.2 62.4 3.1% 34.6 1.7% 99% True False 172
10 2,047.0 1,947.2 99.8 5.0% 37.5 1.9% 62% False False 197
20 2,047.0 1,925.7 121.3 6.0% 38.5 1.9% 69% False False 193
40 2,116.9 1,907.4 209.5 10.4% 38.6 1.9% 49% False False 151
60 2,116.9 1,733.8 383.1 19.1% 34.3 1.7% 72% False False 101
80 2,116.9 1,676.0 440.9 21.9% 30.6 1.5% 76% False False 76
100 2,116.9 1,676.0 440.9 21.9% 29.4 1.5% 76% False False 61
120 2,116.9 1,676.0 440.9 21.9% 25.0 1.2% 76% False False 51
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 5.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,181.7
2.618 2,115.6
1.618 2,075.1
1.000 2,050.1
0.618 2,034.6
HIGH 2,009.6
0.618 1,994.1
0.500 1,989.4
0.382 1,984.6
LOW 1,969.1
0.618 1,944.1
1.000 1,928.6
1.618 1,903.6
2.618 1,863.1
4.250 1,797.0
Fisher Pivots for day following 08-Feb-2024
Pivot 1 day 3 day
R1 2,002.6 2,000.4
PP 1,996.0 1,991.7
S1 1,989.4 1,982.9

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

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