CME E-mini Russell 2000 Index Futures September 2024


Trading Metrics calculated at close of trading on 25-Apr-2024
Day Change Summary
Previous Current
24-Apr-2024 25-Apr-2024 Change Change % Previous Week
Open 2,040.0 2,033.9 -6.1 -0.3% 2,036.6
High 2,040.0 2,042.1 2.1 0.1% 2,056.1
Low 2,015.7 1,987.3 -28.4 -1.4% 1,937.1
Close 2,028.0 2,013.0 -15.0 -0.7% 1,981.2
Range 24.3 54.8 30.5 125.5% 119.0
ATR 38.3 39.5 1.2 3.1% 0.0
Volume 60 452 392 653.3% 879
Daily Pivots for day following 25-Apr-2024
Classic Woodie Camarilla DeMark
R4 2,178.5 2,150.6 2,043.1
R3 2,123.7 2,095.8 2,028.1
R2 2,068.9 2,068.9 2,023.0
R1 2,041.0 2,041.0 2,018.0 2,027.6
PP 2,014.1 2,014.1 2,014.1 2,007.4
S1 1,986.2 1,986.2 2,008.0 1,972.8
S2 1,959.3 1,959.3 2,003.0
S3 1,904.5 1,931.4 1,997.9
S4 1,849.7 1,876.6 1,982.9
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% 43.3 2.2% 71% False False 220
10 2,083.4 1,937.1 146.3 7.3% 42.2 2.1% 52% False False 179
20 2,187.1 1,937.1 250.0 12.4% 42.2 2.1% 30% False False 175
40 2,187.1 1,937.1 250.0 12.4% 33.1 1.6% 30% False False 106
60 2,187.1 1,937.1 250.0 12.4% 22.0 1.1% 30% False False 70
80 2,187.1 1,937.1 250.0 12.4% 16.5 0.8% 30% False False 53
100 2,187.1 1,910.8 276.3 13.7% 13.2 0.7% 37% False False 42
120 2,187.1 1,745.5 441.6 21.9% 11.0 0.5% 61% False False 35
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.8
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,275.0
2.618 2,185.6
1.618 2,130.8
1.000 2,096.9
0.618 2,076.0
HIGH 2,042.1
0.618 2,021.2
0.500 2,014.7
0.382 2,008.2
LOW 1,987.3
0.618 1,953.4
1.000 1,932.5
1.618 1,898.6
2.618 1,843.8
4.250 1,754.4
Fisher Pivots for day following 25-Apr-2024
Pivot 1 day 3 day
R1 2,014.7 2,015.8
PP 2,014.1 2,014.8
S1 2,013.6 2,013.9

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

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