CME E-mini Russell 2000 Index Futures June 2024


Trading Metrics calculated at close of trading on 19-Apr-2024
Day Change Summary
Previous Current
18-Apr-2024 19-Apr-2024 Change Change % Previous Week
Open 1,963.8 1,958.6 -5.2 -0.3% 2,019.8
High 1,987.4 1,974.2 -13.2 -0.7% 2,035.8
Low 1,951.9 1,915.8 -36.1 -1.8% 1,915.8
Close 1,958.1 1,961.2 3.1 0.2% 1,961.2
Range 35.5 58.4 22.9 64.5% 120.0
ATR 41.4 42.6 1.2 2.9% 0.0
Volume 219,658 283,542 63,884 29.1% 1,250,255
Daily Pivots for day following 19-Apr-2024
Classic Woodie Camarilla DeMark
R4 2,125.6 2,101.8 1,993.3
R3 2,067.2 2,043.4 1,977.3
R2 2,008.8 2,008.8 1,971.9
R1 1,985.0 1,985.0 1,966.6 1,996.9
PP 1,950.4 1,950.4 1,950.4 1,956.4
S1 1,926.6 1,926.6 1,955.8 1,938.5
S2 1,892.0 1,892.0 1,950.5
S3 1,833.6 1,868.2 1,945.1
S4 1,775.2 1,809.8 1,929.1
Weekly Pivots for week ending 19-Apr-2024
Classic Woodie Camarilla DeMark
R4 2,330.9 2,266.1 2,027.2
R3 2,210.9 2,146.1 1,994.2
R2 2,090.9 2,090.9 1,983.2
R1 2,026.1 2,026.1 1,972.2 1,998.5
PP 1,970.9 1,970.9 1,970.9 1,957.2
S1 1,906.1 1,906.1 1,950.2 1,878.5
S2 1,850.9 1,850.9 1,939.2
S3 1,730.9 1,786.1 1,928.2
S4 1,610.9 1,666.1 1,895.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,035.8 1,915.8 120.0 6.1% 43.7 2.2% 38% False True 250,051
10 2,114.0 1,915.8 198.2 10.1% 45.7 2.3% 23% False True 238,265
20 2,167.0 1,915.8 251.2 12.8% 42.5 2.2% 18% False True 208,431
40 2,167.0 1,915.8 251.2 12.8% 38.6 2.0% 18% False True 162,326
60 2,167.0 1,915.8 251.2 12.8% 39.6 2.0% 18% False True 108,319
80 2,167.0 1,915.8 251.2 12.8% 39.1 2.0% 18% False True 81,279
100 2,167.0 1,828.5 338.5 17.3% 37.8 1.9% 39% False False 65,031
120 2,167.0 1,676.0 491.0 25.0% 35.7 1.8% 58% False False 54,193
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.4
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2,222.4
2.618 2,127.1
1.618 2,068.7
1.000 2,032.6
0.618 2,010.3
HIGH 1,974.2
0.618 1,951.9
0.500 1,945.0
0.382 1,938.1
LOW 1,915.8
0.618 1,879.7
1.000 1,857.4
1.618 1,821.3
2.618 1,762.9
4.250 1,667.6
Fisher Pivots for day following 19-Apr-2024
Pivot 1 day 3 day
R1 1,955.8 1,960.3
PP 1,950.4 1,959.3
S1 1,945.0 1,958.4

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

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