CME E-mini Russell 2000 Index Futures June 2024


Trading Metrics calculated at close of trading on 09-May-2024
Day Change Summary
Previous Current
08-May-2024 09-May-2024 Change Change % Previous Week
Open 2,072.0 2,063.4 -8.6 -0.4% 2,019.0
High 2,074.4 2,086.9 12.5 0.6% 2,070.0
Low 2,051.8 2,054.3 2.5 0.1% 1,972.1
Close 2,064.8 2,084.1 19.3 0.9% 2,045.8
Range 22.6 32.6 10.0 44.2% 97.9
ATR 39.3 38.8 -0.5 -1.2% 0.0
Volume 118,276 117,960 -316 -0.3% 957,079
Daily Pivots for day following 09-May-2024
Classic Woodie Camarilla DeMark
R4 2,172.9 2,161.1 2,102.0
R3 2,140.3 2,128.5 2,093.1
R2 2,107.7 2,107.7 2,090.1
R1 2,095.9 2,095.9 2,087.1 2,101.8
PP 2,075.1 2,075.1 2,075.1 2,078.1
S1 2,063.3 2,063.3 2,081.1 2,069.2
S2 2,042.5 2,042.5 2,078.1
S3 2,009.9 2,030.7 2,075.1
S4 1,977.3 1,998.1 2,066.2
Weekly Pivots for week ending 03-May-2024
Classic Woodie Camarilla DeMark
R4 2,323.0 2,282.3 2,099.6
R3 2,225.1 2,184.4 2,072.7
R2 2,127.2 2,127.2 2,063.7
R1 2,086.5 2,086.5 2,054.8 2,106.9
PP 2,029.3 2,029.3 2,029.3 2,039.5
S1 1,988.6 1,988.6 2,036.8 2,009.0
S2 1,931.4 1,931.4 2,027.9
S3 1,833.5 1,890.7 2,018.9
S4 1,735.6 1,792.8 1,992.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,088.8 2,019.1 69.7 3.3% 30.7 1.5% 93% False False 139,488
10 2,088.8 1,972.1 116.7 5.6% 35.5 1.7% 96% False False 162,529
20 2,088.8 1,915.8 173.0 8.3% 39.7 1.9% 97% False False 191,496
40 2,167.0 1,915.8 251.2 12.1% 40.3 1.9% 67% False False 194,078
60 2,167.0 1,915.8 251.2 12.1% 38.4 1.8% 67% False False 147,705
80 2,167.0 1,915.8 251.2 12.1% 39.0 1.9% 67% False False 110,837
100 2,167.0 1,915.8 251.2 12.1% 38.8 1.9% 67% False False 88,700
120 2,167.0 1,809.7 357.3 17.1% 36.7 1.8% 77% False False 73,917
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,225.5
2.618 2,172.2
1.618 2,139.6
1.000 2,119.5
0.618 2,107.0
HIGH 2,086.9
0.618 2,074.4
0.500 2,070.6
0.382 2,066.8
LOW 2,054.3
0.618 2,034.2
1.000 2,021.7
1.618 2,001.6
2.618 1,969.0
4.250 1,915.8
Fisher Pivots for day following 09-May-2024
Pivot 1 day 3 day
R1 2,079.6 2,079.5
PP 2,075.1 2,074.9
S1 2,070.6 2,070.3

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

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