CME E-mini Russell 2000 Index Futures September 2024


Trading Metrics calculated at close of trading on 24-Apr-2024
Day Change Summary
Previous Current
23-Apr-2024 24-Apr-2024 Change Change % Previous Week
Open 2,003.5 2,040.0 36.5 1.8% 2,036.6
High 2,044.2 2,040.0 -4.2 -0.2% 2,056.1
Low 1,995.8 2,015.7 19.9 1.0% 1,937.1
Close 2,035.5 2,028.0 -7.5 -0.4% 1,981.2
Range 48.4 24.3 -24.1 -49.8% 119.0
ATR 39.4 38.3 -1.1 -2.7% 0.0
Volume 66 60 -6 -9.1% 879
Daily Pivots for day following 24-Apr-2024
Classic Woodie Camarilla DeMark
R4 2,100.8 2,088.7 2,041.4
R3 2,076.5 2,064.4 2,034.7
R2 2,052.2 2,052.2 2,032.5
R1 2,040.1 2,040.1 2,030.2 2,034.0
PP 2,027.9 2,027.9 2,027.9 2,024.9
S1 2,015.8 2,015.8 2,025.8 2,009.7
S2 2,003.6 2,003.6 2,023.5
S3 1,979.3 1,991.5 2,021.3
S4 1,955.0 1,967.2 2,014.6
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 2,044.2 1,937.1 107.1 5.3% 39.2 1.9% 85% False False 151
10 2,084.8 1,937.1 147.7 7.3% 40.7 2.0% 62% False False 151
20 2,187.1 1,937.1 250.0 12.3% 41.6 2.1% 36% False False 157
40 2,187.1 1,937.1 250.0 12.3% 31.7 1.6% 36% False False 94
60 2,187.1 1,937.1 250.0 12.3% 21.1 1.0% 36% False False 63
80 2,187.1 1,937.1 250.0 12.3% 15.8 0.8% 36% False False 47
100 2,187.1 1,868.0 319.1 15.7% 12.7 0.6% 50% False False 37
120 2,187.1 1,728.6 458.5 22.6% 10.6 0.5% 65% False False 31
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.8
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 2,143.3
2.618 2,103.6
1.618 2,079.3
1.000 2,064.3
0.618 2,055.0
HIGH 2,040.0
0.618 2,030.7
0.500 2,027.9
0.382 2,025.0
LOW 2,015.7
0.618 2,000.7
1.000 1,991.4
1.618 1,976.4
2.618 1,952.1
4.250 1,912.4
Fisher Pivots for day following 24-Apr-2024
Pivot 1 day 3 day
R1 2,028.0 2,022.7
PP 2,027.9 2,017.4
S1 2,027.9 2,012.2

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

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