CME E-mini Russell 2000 Index Futures September 2024


Trading Metrics calculated at close of trading on 05-Jul-2024
Day Change Summary
Previous Current
03-Jul-2024 05-Jul-2024 Change Change % Previous Week
Open 2,053.5 2,055.1 1.6 0.1% 2,068.4
High 2,069.4 2,061.8 -7.6 -0.4% 2,079.4
Low 2,050.9 2,032.8 -18.1 -0.9% 2,032.8
Close 2,053.1 2,042.7 -10.4 -0.5% 2,042.7
Range 18.5 29.0 10.5 56.8% 46.6
ATR 31.5 31.3 -0.2 -0.6% 0.0
Volume 110,063 172,276 62,213 56.5% 633,635
Daily Pivots for day following 05-Jul-2024
Classic Woodie Camarilla DeMark
R4 2,132.8 2,116.7 2,058.7
R3 2,103.8 2,087.7 2,050.7
R2 2,074.8 2,074.8 2,048.0
R1 2,058.7 2,058.7 2,045.4 2,052.3
PP 2,045.8 2,045.8 2,045.8 2,042.5
S1 2,029.7 2,029.7 2,040.0 2,023.3
S2 2,016.8 2,016.8 2,037.4
S3 1,987.8 2,000.7 2,034.7
S4 1,958.8 1,971.7 2,026.8
Weekly Pivots for week ending 05-Jul-2024
Classic Woodie Camarilla DeMark
R4 2,191.4 2,163.7 2,068.3
R3 2,144.8 2,117.1 2,055.5
R2 2,098.2 2,098.2 2,051.2
R1 2,070.5 2,070.5 2,047.0 2,061.1
PP 2,051.6 2,051.6 2,051.6 2,046.9
S1 2,023.9 2,023.9 2,038.4 2,014.5
S2 2,005.0 2,005.0 2,034.2
S3 1,958.4 1,977.3 2,029.9
S4 1,911.8 1,930.7 2,017.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,084.9 2,032.8 52.1 2.6% 28.8 1.4% 19% False True 184,003
10 2,084.9 2,024.9 60.0 2.9% 27.4 1.3% 30% False False 162,642
20 2,118.2 2,015.2 103.0 5.0% 32.2 1.6% 27% False False 135,790
40 2,153.2 2,015.2 138.0 6.8% 31.5 1.5% 20% False False 68,089
60 2,153.2 1,937.1 216.1 10.6% 34.8 1.7% 49% False False 45,453
80 2,187.1 1,937.1 250.0 12.2% 34.9 1.7% 42% False False 34,112
100 2,187.1 1,937.1 250.0 12.2% 28.7 1.4% 42% False False 27,290
120 2,187.1 1,937.1 250.0 12.2% 23.9 1.2% 42% False False 22,741
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,185.1
2.618 2,137.7
1.618 2,108.7
1.000 2,090.8
0.618 2,079.7
HIGH 2,061.8
0.618 2,050.7
0.500 2,047.3
0.382 2,043.9
LOW 2,032.8
0.618 2,014.9
1.000 2,003.8
1.618 1,985.9
2.618 1,956.9
4.250 1,909.6
Fisher Pivots for day following 05-Jul-2024
Pivot 1 day 3 day
R1 2,047.3 2,051.1
PP 2,045.8 2,048.3
S1 2,044.2 2,045.5

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

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