CME E-mini Russell 2000 Index Futures September 2024


Trading Metrics calculated at close of trading on 30-May-2024
Day Change Summary
Previous Current
29-May-2024 30-May-2024 Change Change % Previous Week
Open 2,091.4 2,060.9 -30.5 -1.5% 2,132.3
High 2,091.4 2,091.9 0.5 0.0% 2,140.6
Low 2,061.1 2,054.6 -6.5 -0.3% 2,067.1
Close 2,064.1 2,083.7 19.6 0.9% 2,099.1
Range 30.3 37.3 7.0 23.1% 73.5
ATR 32.3 32.7 0.4 1.1% 0.0
Volume 639 592 -47 -7.4% 1,098
Daily Pivots for day following 30-May-2024
Classic Woodie Camarilla DeMark
R4 2,188.6 2,173.5 2,104.2
R3 2,151.3 2,136.2 2,094.0
R2 2,114.0 2,114.0 2,090.5
R1 2,098.9 2,098.9 2,087.1 2,106.5
PP 2,076.7 2,076.7 2,076.7 2,080.5
S1 2,061.6 2,061.6 2,080.3 2,069.2
S2 2,039.4 2,039.4 2,076.9
S3 2,002.1 2,024.3 2,073.4
S4 1,964.8 1,987.0 2,063.2
Weekly Pivots for week ending 24-May-2024
Classic Woodie Camarilla DeMark
R4 2,322.8 2,284.4 2,139.5
R3 2,249.3 2,210.9 2,119.3
R2 2,175.8 2,175.8 2,112.6
R1 2,137.4 2,137.4 2,105.8 2,119.9
PP 2,102.3 2,102.3 2,102.3 2,093.5
S1 2,063.9 2,063.9 2,092.4 2,046.4
S2 2,028.8 2,028.8 2,085.6
S3 1,955.3 1,990.4 2,078.9
S4 1,881.8 1,916.9 2,058.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,123.1 2,054.6 68.5 3.3% 35.1 1.7% 42% False True 431
10 2,145.3 2,054.6 90.7 4.4% 27.0 1.3% 32% False True 281
20 2,153.2 2,012.6 140.6 6.7% 29.6 1.4% 51% False False 221
40 2,153.2 1,937.1 216.1 10.4% 35.7 1.7% 68% False False 202
60 2,187.1 1,937.1 250.0 12.0% 34.4 1.6% 59% False False 156
80 2,187.1 1,937.1 250.0 12.0% 25.9 1.2% 59% False False 117
100 2,187.1 1,937.1 250.0 12.0% 20.7 1.0% 59% False False 93
120 2,187.1 1,926.2 260.9 12.5% 17.2 0.8% 60% False False 78
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 5.2
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,250.4
2.618 2,189.6
1.618 2,152.3
1.000 2,129.2
0.618 2,115.0
HIGH 2,091.9
0.618 2,077.7
0.500 2,073.3
0.382 2,068.8
LOW 2,054.6
0.618 2,031.5
1.000 2,017.3
1.618 1,994.2
2.618 1,956.9
4.250 1,896.1
Fisher Pivots for day following 30-May-2024
Pivot 1 day 3 day
R1 2,080.2 2,085.0
PP 2,076.7 2,084.6
S1 2,073.3 2,084.1

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

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