CME E-mini Russell 2000 Index Futures June 2024


Trading Metrics calculated at close of trading on 17-May-2024
Day Change Summary
Previous Current
16-May-2024 17-May-2024 Change Change % Previous Week
Open 2,117.6 2,103.4 -14.2 -0.7% 2,066.7
High 2,123.9 2,109.2 -14.7 -0.7% 2,132.5
Low 2,102.5 2,097.4 -5.1 -0.2% 2,058.3
Close 2,104.9 2,105.5 0.6 0.0% 2,105.5
Range 21.4 11.8 -9.6 -44.9% 74.2
ATR 36.9 35.1 -1.8 -4.9% 0.0
Volume 137,878 132,827 -5,051 -3.7% 775,707
Daily Pivots for day following 17-May-2024
Classic Woodie Camarilla DeMark
R4 2,139.4 2,134.3 2,112.0
R3 2,127.6 2,122.5 2,108.7
R2 2,115.8 2,115.8 2,107.7
R1 2,110.7 2,110.7 2,106.6 2,113.3
PP 2,104.0 2,104.0 2,104.0 2,105.3
S1 2,098.9 2,098.9 2,104.4 2,101.5
S2 2,092.2 2,092.2 2,103.3
S3 2,080.4 2,087.1 2,102.3
S4 2,068.6 2,075.3 2,099.0
Weekly Pivots for week ending 17-May-2024
Classic Woodie Camarilla DeMark
R4 2,321.4 2,287.6 2,146.3
R3 2,247.2 2,213.4 2,125.9
R2 2,173.0 2,173.0 2,119.1
R1 2,139.2 2,139.2 2,112.3 2,156.1
PP 2,098.8 2,098.8 2,098.8 2,107.2
S1 2,065.0 2,065.0 2,098.7 2,081.9
S2 2,024.6 2,024.6 2,091.9
S3 1,950.4 1,990.8 2,085.1
S4 1,876.2 1,916.6 2,064.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,132.5 2,058.3 74.2 3.5% 28.3 1.3% 64% False False 155,141
10 2,132.5 2,047.5 85.0 4.0% 27.9 1.3% 68% False False 141,420
20 2,132.5 1,958.7 173.8 8.3% 34.9 1.7% 84% False False 164,070
40 2,167.0 1,915.8 251.2 11.9% 38.7 1.8% 76% False False 186,251
60 2,167.0 1,915.8 251.2 11.9% 37.4 1.8% 76% False False 162,907
80 2,167.0 1,915.8 251.2 11.9% 38.4 1.8% 76% False False 122,257
100 2,167.0 1,915.8 251.2 11.9% 38.2 1.8% 76% False False 97,838
120 2,167.0 1,828.5 338.5 16.1% 37.4 1.8% 82% False False 81,538
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.9
Narrowest range in 109 trading days
Fibonacci Retracements and Extensions
4.250 2,159.4
2.618 2,140.1
1.618 2,128.3
1.000 2,121.0
0.618 2,116.5
HIGH 2,109.2
0.618 2,104.7
0.500 2,103.3
0.382 2,101.9
LOW 2,097.4
0.618 2,090.1
1.000 2,085.6
1.618 2,078.3
2.618 2,066.5
4.250 2,047.3
Fisher Pivots for day following 17-May-2024
Pivot 1 day 3 day
R1 2,104.8 2,113.5
PP 2,104.0 2,110.8
S1 2,103.3 2,108.2

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

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