CME E-mini Russell 2000 Index Futures September 2024


Trading Metrics calculated at close of trading on 16-Apr-2024
Day Change Summary
Previous Current
15-Apr-2024 16-Apr-2024 Change Change % Previous Week
Open 2,036.6 2,013.0 -23.6 -1.2% 2,112.0
High 2,056.1 2,014.2 -41.9 -2.0% 2,134.9
Low 2,004.2 1,986.5 -17.7 -0.9% 2,031.8
Close 2,011.6 2,003.7 -7.9 -0.4% 2,040.4
Range 51.9 27.7 -24.2 -46.6% 103.1
ATR 38.8 38.0 -0.8 -2.0% 0.0
Volume 124 90 -34 -27.4% 1,103
Daily Pivots for day following 16-Apr-2024
Classic Woodie Camarilla DeMark
R4 2,084.6 2,071.8 2,018.9
R3 2,056.9 2,044.1 2,011.3
R2 2,029.2 2,029.2 2,008.8
R1 2,016.4 2,016.4 2,006.2 2,009.0
PP 2,001.5 2,001.5 2,001.5 1,997.7
S1 1,988.7 1,988.7 2,001.2 1,981.3
S2 1,973.8 1,973.8 1,998.6
S3 1,946.1 1,961.0 1,996.1
S4 1,918.4 1,933.3 1,988.5
Weekly Pivots for week ending 12-Apr-2024
Classic Woodie Camarilla DeMark
R4 2,378.3 2,312.5 2,097.1
R3 2,275.2 2,209.4 2,068.8
R2 2,172.1 2,172.1 2,059.3
R1 2,106.3 2,106.3 2,049.9 2,087.7
PP 2,069.0 2,069.0 2,069.0 2,059.7
S1 2,003.2 2,003.2 2,030.9 1,984.6
S2 1,965.9 1,965.9 2,021.5
S3 1,862.8 1,900.1 2,012.0
S4 1,759.7 1,797.0 1,983.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,134.9 1,986.5 148.4 7.4% 50.9 2.5% 12% False True 203
10 2,145.6 1,986.5 159.1 7.9% 42.3 2.1% 11% False True 174
20 2,187.1 1,986.5 200.6 10.0% 40.1 2.0% 9% False True 139
40 2,187.1 1,986.5 200.6 10.0% 25.8 1.3% 9% False True 71
60 2,187.1 1,986.2 200.9 10.0% 17.2 0.9% 9% False False 47
80 2,187.1 1,965.3 221.8 11.1% 12.9 0.6% 17% False False 35
100 2,187.1 1,842.9 344.2 17.2% 10.3 0.5% 47% False False 28
120 2,187.1 1,694.6 492.5 24.6% 8.6 0.4% 63% False False 23
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 11.7
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,131.9
2.618 2,086.7
1.618 2,059.0
1.000 2,041.9
0.618 2,031.3
HIGH 2,014.2
0.618 2,003.6
0.500 2,000.4
0.382 1,997.1
LOW 1,986.5
0.618 1,969.4
1.000 1,958.8
1.618 1,941.7
2.618 1,914.0
4.250 1,868.8
Fisher Pivots for day following 16-Apr-2024
Pivot 1 day 3 day
R1 2,002.6 2,035.0
PP 2,001.5 2,024.5
S1 2,000.4 2,014.1

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

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