CME E-mini Russell 2000 Index Futures September 2024


Trading Metrics calculated at close of trading on 27-Mar-2024
Day Change Summary
Previous Current
26-Mar-2024 27-Mar-2024 Change Change % Previous Week
Open 2,130.4 2,120.0 -10.4 -0.5% 2,088.0
High 2,138.7 2,163.5 24.8 1.2% 2,153.3
Low 2,113.9 2,120.0 6.1 0.3% 2,054.4
Close 2,114.2 2,159.8 45.6 2.2% 2,115.1
Range 24.8 43.5 18.7 75.4% 98.9
ATR 28.6 30.1 1.5 5.2% 0.0
Volume 75 99 24 32.0% 374
Daily Pivots for day following 27-Mar-2024
Classic Woodie Camarilla DeMark
R4 2,278.3 2,262.5 2,183.7
R3 2,234.8 2,219.0 2,171.8
R2 2,191.3 2,191.3 2,167.8
R1 2,175.5 2,175.5 2,163.8 2,183.4
PP 2,147.8 2,147.8 2,147.8 2,151.7
S1 2,132.0 2,132.0 2,155.8 2,139.9
S2 2,104.3 2,104.3 2,151.8
S3 2,060.8 2,088.5 2,147.8
S4 2,017.3 2,045.0 2,135.9
Weekly Pivots for week ending 22-Mar-2024
Classic Woodie Camarilla DeMark
R4 2,404.3 2,358.6 2,169.5
R3 2,305.4 2,259.7 2,142.3
R2 2,206.5 2,206.5 2,133.2
R1 2,160.8 2,160.8 2,124.2 2,183.7
PP 2,107.6 2,107.6 2,107.6 2,119.0
S1 2,061.9 2,061.9 2,106.0 2,084.8
S2 2,008.7 2,008.7 2,097.0
S3 1,909.8 1,963.0 2,087.9
S4 1,810.9 1,864.1 2,060.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,163.5 2,110.0 53.5 2.5% 31.7 1.5% 93% True False 96
10 2,163.5 2,054.4 109.1 5.1% 35.7 1.7% 97% True False 71
20 2,163.5 2,054.4 109.1 5.1% 24.0 1.1% 97% True False 36
40 2,163.5 1,986.2 177.3 8.2% 12.0 0.6% 98% True False 18
60 2,163.5 1,965.3 198.2 9.2% 8.0 0.4% 98% True False 12
80 2,163.5 1,910.8 252.7 11.7% 6.0 0.3% 99% True False 9
100 2,163.5 1,745.5 418.0 19.4% 4.8 0.2% 99% True False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.2
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,348.4
2.618 2,277.4
1.618 2,233.9
1.000 2,207.0
0.618 2,190.4
HIGH 2,163.5
0.618 2,146.9
0.500 2,141.8
0.382 2,136.6
LOW 2,120.0
0.618 2,093.1
1.000 2,076.5
1.618 2,049.6
2.618 2,006.1
4.250 1,935.1
Fisher Pivots for day following 27-Mar-2024
Pivot 1 day 3 day
R1 2,153.8 2,152.1
PP 2,147.8 2,144.4
S1 2,141.8 2,136.8

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

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