CME E-mini Russell 2000 Index Futures September 2024


Trading Metrics calculated at close of trading on 07-May-2024
Day Change Summary
Previous Current
06-May-2024 07-May-2024 Change Change % Previous Week
Open 2,072.5 2,093.0 20.5 1.0% 2,039.5
High 2,096.4 2,110.0 13.6 0.6% 2,090.8
Low 2,072.5 2,091.6 19.1 0.9% 1,993.7
Close 2,092.9 2,098.6 5.7 0.3% 2,067.4
Range 23.9 18.4 -5.5 -23.0% 97.1
ATR 39.7 38.1 -1.5 -3.8% 0.0
Volume 165 99 -66 -40.0% 620
Daily Pivots for day following 07-May-2024
Classic Woodie Camarilla DeMark
R4 2,155.3 2,145.3 2,108.7
R3 2,136.9 2,126.9 2,103.7
R2 2,118.5 2,118.5 2,102.0
R1 2,108.5 2,108.5 2,100.3 2,113.5
PP 2,100.1 2,100.1 2,100.1 2,102.6
S1 2,090.1 2,090.1 2,096.9 2,095.1
S2 2,081.7 2,081.7 2,095.2
S3 2,063.3 2,071.7 2,093.5
S4 2,044.9 2,053.3 2,088.5
Weekly Pivots for week ending 03-May-2024
Classic Woodie Camarilla DeMark
R4 2,341.9 2,301.8 2,120.8
R3 2,244.8 2,204.7 2,094.1
R2 2,147.7 2,147.7 2,085.2
R1 2,107.6 2,107.6 2,076.3 2,127.7
PP 2,050.6 2,050.6 2,050.6 2,060.7
S1 2,010.5 2,010.5 2,058.5 2,030.6
S2 1,953.5 1,953.5 2,049.6
S3 1,856.4 1,913.4 2,040.7
S4 1,759.3 1,816.3 2,014.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,110.0 1,993.7 116.3 5.5% 37.4 1.8% 90% True False 134
10 2,110.0 1,987.3 122.7 5.8% 36.4 1.7% 91% True False 172
20 2,134.9 1,937.1 197.8 9.4% 41.5 2.0% 82% False False 180
40 2,187.1 1,937.1 250.0 11.9% 38.4 1.8% 65% False False 136
60 2,187.1 1,937.1 250.0 11.9% 26.8 1.3% 65% False False 90
80 2,187.1 1,937.1 250.0 11.9% 20.1 1.0% 65% False False 68
100 2,187.1 1,937.1 250.0 11.9% 16.1 0.8% 65% False False 54
120 2,187.1 1,833.4 353.7 16.9% 13.4 0.6% 75% False False 45
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.1
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,188.2
2.618 2,158.2
1.618 2,139.8
1.000 2,128.4
0.618 2,121.4
HIGH 2,110.0
0.618 2,103.0
0.500 2,100.8
0.382 2,098.6
LOW 2,091.6
0.618 2,080.2
1.000 2,073.2
1.618 2,061.8
2.618 2,043.4
4.250 2,013.4
Fisher Pivots for day following 07-May-2024
Pivot 1 day 3 day
R1 2,100.8 2,090.9
PP 2,100.1 2,083.1
S1 2,099.3 2,075.4

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

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