CME E-mini Russell 2000 Index Futures September 2024


Trading Metrics calculated at close of trading on 13-May-2024
Day Change Summary
Previous Current
10-May-2024 13-May-2024 Change Change % Previous Week
Open 2,107.8 2,086.6 -21.2 -1.0% 2,072.5
High 2,117.2 2,112.3 -4.9 -0.2% 2,117.2
Low 2,083.9 2,086.6 2.7 0.1% 2,072.5
Close 2,089.7 2,094.2 4.5 0.2% 2,089.7
Range 33.3 25.7 -7.6 -22.8% 44.7
ATR 36.5 35.8 -0.8 -2.1% 0.0
Volume 200 129 -71 -35.5% 715
Daily Pivots for day following 13-May-2024
Classic Woodie Camarilla DeMark
R4 2,174.8 2,160.2 2,108.3
R3 2,149.1 2,134.5 2,101.3
R2 2,123.4 2,123.4 2,098.9
R1 2,108.8 2,108.8 2,096.6 2,116.1
PP 2,097.7 2,097.7 2,097.7 2,101.4
S1 2,083.1 2,083.1 2,091.8 2,090.4
S2 2,072.0 2,072.0 2,089.5
S3 2,046.3 2,057.4 2,087.1
S4 2,020.6 2,031.7 2,080.1
Weekly Pivots for week ending 10-May-2024
Classic Woodie Camarilla DeMark
R4 2,227.2 2,203.2 2,114.3
R3 2,182.5 2,158.5 2,102.0
R2 2,137.8 2,137.8 2,097.9
R1 2,113.8 2,113.8 2,093.8 2,125.8
PP 2,093.1 2,093.1 2,093.1 2,099.2
S1 2,069.1 2,069.1 2,085.6 2,081.1
S2 2,048.4 2,048.4 2,081.5
S3 2,003.7 2,024.4 2,077.4
S4 1,959.0 1,979.7 2,065.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,117.2 2,074.2 43.0 2.1% 26.1 1.2% 47% False False 135
10 2,117.2 1,993.7 123.5 5.9% 34.6 1.7% 81% False False 137
20 2,117.2 1,937.1 180.1 8.6% 35.8 1.7% 87% False False 162
40 2,187.1 1,937.1 250.0 11.9% 37.9 1.8% 63% False False 149
60 2,187.1 1,937.1 250.0 11.9% 28.7 1.4% 63% False False 100
80 2,187.1 1,937.1 250.0 11.9% 21.5 1.0% 63% False False 75
100 2,187.1 1,937.1 250.0 11.9% 17.2 0.8% 63% False False 60
120 2,187.1 1,842.9 344.2 16.4% 14.3 0.7% 73% False False 50
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,221.5
2.618 2,179.6
1.618 2,153.9
1.000 2,138.0
0.618 2,128.2
HIGH 2,112.3
0.618 2,102.5
0.500 2,099.5
0.382 2,096.4
LOW 2,086.6
0.618 2,070.7
1.000 2,060.9
1.618 2,045.0
2.618 2,019.3
4.250 1,977.4
Fisher Pivots for day following 13-May-2024
Pivot 1 day 3 day
R1 2,099.5 2,096.7
PP 2,097.7 2,095.8
S1 2,096.0 2,095.0

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

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