CME E-mini Russell 2000 Index Futures September 2024


Trading Metrics calculated at close of trading on 21-May-2024
Day Change Summary
Previous Current
20-May-2024 21-May-2024 Change Change % Previous Week
Open 2,132.3 2,134.1 1.8 0.1% 2,086.6
High 2,140.6 2,135.5 -5.1 -0.2% 2,153.2
Low 2,123.4 2,116.0 -7.4 -0.3% 2,081.4
Close 2,132.8 2,130.1 -2.7 -0.1% 2,128.1
Range 17.2 19.5 2.3 13.4% 71.8
ATR 32.2 31.3 -0.9 -2.8% 0.0
Volume 90 166 76 84.4% 845
Daily Pivots for day following 21-May-2024
Classic Woodie Camarilla DeMark
R4 2,185.7 2,177.4 2,140.8
R3 2,166.2 2,157.9 2,135.5
R2 2,146.7 2,146.7 2,133.7
R1 2,138.4 2,138.4 2,131.9 2,132.8
PP 2,127.2 2,127.2 2,127.2 2,124.4
S1 2,118.9 2,118.9 2,128.3 2,113.3
S2 2,107.7 2,107.7 2,126.5
S3 2,088.2 2,099.4 2,124.7
S4 2,068.7 2,079.9 2,119.4
Weekly Pivots for week ending 17-May-2024
Classic Woodie Camarilla DeMark
R4 2,336.3 2,304.0 2,167.6
R3 2,264.5 2,232.2 2,147.8
R2 2,192.7 2,192.7 2,141.3
R1 2,160.4 2,160.4 2,134.7 2,176.6
PP 2,120.9 2,120.9 2,120.9 2,129.0
S1 2,088.6 2,088.6 2,121.5 2,104.8
S2 2,049.1 2,049.1 2,114.9
S3 1,977.3 2,016.8 2,108.4
S4 1,905.5 1,945.0 2,088.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,153.2 2,116.0 37.2 1.7% 20.6 1.0% 38% False True 162
10 2,153.2 2,074.2 79.0 3.7% 25.8 1.2% 71% False False 155
20 2,153.2 1,987.3 165.9 7.8% 31.1 1.5% 86% False False 163
40 2,187.1 1,937.1 250.0 11.7% 36.4 1.7% 77% False False 161
60 2,187.1 1,937.1 250.0 11.7% 31.1 1.5% 77% False False 116
80 2,187.1 1,937.1 250.0 11.7% 23.3 1.1% 77% False False 87
100 2,187.1 1,937.1 250.0 11.7% 18.7 0.9% 77% False False 70
120 2,187.1 1,861.8 325.3 15.3% 15.5 0.7% 82% False False 58
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.8
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,218.4
2.618 2,186.6
1.618 2,167.1
1.000 2,155.0
0.618 2,147.6
HIGH 2,135.5
0.618 2,128.1
0.500 2,125.8
0.382 2,123.4
LOW 2,116.0
0.618 2,103.9
1.000 2,096.5
1.618 2,084.4
2.618 2,064.9
4.250 2,033.1
Fisher Pivots for day following 21-May-2024
Pivot 1 day 3 day
R1 2,128.7 2,129.5
PP 2,127.2 2,128.9
S1 2,125.8 2,128.3

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

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