CME E-mini Russell 2000 Index Futures September 2024


Trading Metrics calculated at close of trading on 26-Jun-2024
Day Change Summary
Previous Current
25-Jun-2024 26-Jun-2024 Change Change % Previous Week
Open 2,053.6 2,042.5 -11.1 -0.5% 2,025.7
High 2,060.0 2,046.8 -13.2 -0.6% 2,060.6
Low 2,037.3 2,026.5 -10.8 -0.5% 2,015.2
Close 2,044.9 2,040.5 -4.4 -0.2% 2,043.4
Range 22.7 20.3 -2.4 -10.6% 45.4
ATR 33.6 32.7 -1.0 -2.8% 0.0
Volume 120,879 132,557 11,678 9.7% 947,639
Daily Pivots for day following 26-Jun-2024
Classic Woodie Camarilla DeMark
R4 2,098.8 2,090.0 2,051.7
R3 2,078.5 2,069.7 2,046.1
R2 2,058.2 2,058.2 2,044.2
R1 2,049.4 2,049.4 2,042.4 2,043.7
PP 2,037.9 2,037.9 2,037.9 2,035.1
S1 2,029.1 2,029.1 2,038.6 2,023.4
S2 2,017.6 2,017.6 2,036.8
S3 1,997.3 2,008.8 2,034.9
S4 1,977.0 1,988.5 2,029.3
Weekly Pivots for week ending 21-Jun-2024
Classic Woodie Camarilla DeMark
R4 2,175.9 2,155.1 2,068.4
R3 2,130.5 2,109.7 2,055.9
R2 2,085.1 2,085.1 2,051.7
R1 2,064.3 2,064.3 2,047.6 2,074.7
PP 2,039.7 2,039.7 2,039.7 2,045.0
S1 2,018.9 2,018.9 2,039.2 2,029.3
S2 1,994.3 1,994.3 2,035.1
S3 1,948.9 1,973.5 2,030.9
S4 1,903.5 1,928.1 2,018.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,067.3 2,024.9 42.4 2.1% 24.8 1.2% 37% False False 151,721
10 2,118.2 2,015.2 103.0 5.0% 34.3 1.7% 25% False False 164,040
20 2,126.5 2,015.2 111.3 5.5% 34.4 1.7% 23% False False 82,922
40 2,153.2 1,993.7 159.5 7.8% 32.9 1.6% 29% False False 41,548
60 2,153.2 1,937.1 216.1 10.6% 35.6 1.7% 48% False False 27,762
80 2,187.1 1,937.1 250.0 12.3% 33.6 1.6% 41% False False 20,832
100 2,187.1 1,937.1 250.0 12.3% 26.9 1.3% 41% False False 16,666
120 2,187.1 1,937.1 250.0 12.3% 22.4 1.1% 41% False False 13,888
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 7.6
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 2,133.1
2.618 2,099.9
1.618 2,079.6
1.000 2,067.1
0.618 2,059.3
HIGH 2,046.8
0.618 2,039.0
0.500 2,036.7
0.382 2,034.3
LOW 2,026.5
0.618 2,014.0
1.000 2,006.2
1.618 1,993.7
2.618 1,973.4
4.250 1,940.2
Fisher Pivots for day following 26-Jun-2024
Pivot 1 day 3 day
R1 2,039.2 2,046.9
PP 2,037.9 2,044.8
S1 2,036.7 2,042.6

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

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