CME E-mini Russell 2000 Index Futures September 2024


Trading Metrics calculated at close of trading on 22-Apr-2024
Day Change Summary
Previous Current
19-Apr-2024 22-Apr-2024 Change Change % Previous Week
Open 1,970.0 1,988.0 18.0 0.9% 2,036.6
High 1,993.3 2,013.1 19.8 1.0% 2,056.1
Low 1,937.1 1,980.1 43.0 2.2% 1,937.1
Close 1,981.2 2,003.5 22.3 1.1% 1,981.2
Range 56.2 33.0 -23.2 -41.3% 119.0
ATR 39.2 38.7 -0.4 -1.1% 0.0
Volume 390 134 -256 -65.6% 879
Daily Pivots for day following 22-Apr-2024
Classic Woodie Camarilla DeMark
R4 2,097.9 2,083.7 2,021.7
R3 2,064.9 2,050.7 2,012.6
R2 2,031.9 2,031.9 2,009.6
R1 2,017.7 2,017.7 2,006.5 2,024.8
PP 1,998.9 1,998.9 1,998.9 2,002.5
S1 1,984.7 1,984.7 2,000.5 1,991.8
S2 1,965.9 1,965.9 1,997.5
S3 1,932.9 1,951.7 1,994.4
S4 1,899.9 1,918.7 1,985.4
Weekly Pivots for week ending 19-Apr-2024
Classic Woodie Camarilla DeMark
R4 2,348.5 2,283.8 2,046.7
R3 2,229.5 2,164.8 2,013.9
R2 2,110.5 2,110.5 2,003.0
R1 2,045.8 2,045.8 1,992.1 2,018.7
PP 1,991.5 1,991.5 1,991.5 1,977.9
S1 1,926.8 1,926.8 1,970.3 1,899.7
S2 1,872.5 1,872.5 1,959.4
S3 1,753.5 1,807.8 1,948.5
S4 1,634.5 1,688.8 1,915.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,020.6 1,937.1 83.5 4.2% 38.2 1.9% 80% False False 177
10 2,134.9 1,937.1 197.8 9.9% 44.2 2.2% 34% False False 197
20 2,187.1 1,937.1 250.0 12.5% 40.4 2.0% 27% False False 161
40 2,187.1 1,937.1 250.0 12.5% 29.9 1.5% 27% False False 91
60 2,187.1 1,937.1 250.0 12.5% 19.9 1.0% 27% False False 61
80 2,187.1 1,937.1 250.0 12.5% 14.9 0.7% 27% False False 45
100 2,187.1 1,851.8 335.3 16.7% 11.9 0.6% 45% False False 36
120 2,187.1 1,705.5 481.6 24.0% 10.0 0.5% 62% False False 30
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 11.6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,153.4
2.618 2,099.5
1.618 2,066.5
1.000 2,046.1
0.618 2,033.5
HIGH 2,013.1
0.618 2,000.5
0.500 1,996.6
0.382 1,992.7
LOW 1,980.1
0.618 1,959.7
1.000 1,947.1
1.618 1,926.7
2.618 1,893.7
4.250 1,839.9
Fisher Pivots for day following 22-Apr-2024
Pivot 1 day 3 day
R1 2,001.2 1,994.0
PP 1,998.9 1,984.6
S1 1,996.6 1,975.1

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

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