CME E-mini Russell 2000 Index Futures September 2024


Trading Metrics calculated at close of trading on 08-Jul-2024
Day Change Summary
Previous Current
05-Jul-2024 08-Jul-2024 Change Change % Previous Week
Open 2,055.1 2,040.8 -14.3 -0.7% 2,068.4
High 2,061.8 2,072.3 10.5 0.5% 2,079.4
Low 2,032.8 2,036.7 3.9 0.2% 2,032.8
Close 2,042.7 2,056.7 14.0 0.7% 2,042.7
Range 29.0 35.6 6.6 22.8% 46.6
ATR 31.3 31.6 0.3 1.0% 0.0
Volume 172,276 176,796 4,520 2.6% 633,635
Daily Pivots for day following 08-Jul-2024
Classic Woodie Camarilla DeMark
R4 2,162.0 2,145.0 2,076.3
R3 2,126.4 2,109.4 2,066.5
R2 2,090.8 2,090.8 2,063.2
R1 2,073.8 2,073.8 2,060.0 2,082.3
PP 2,055.2 2,055.2 2,055.2 2,059.5
S1 2,038.2 2,038.2 2,053.4 2,046.7
S2 2,019.6 2,019.6 2,050.2
S3 1,984.0 2,002.6 2,046.9
S4 1,948.4 1,967.0 2,037.1
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 2,079.4 2,032.8 46.6 2.3% 29.0 1.4% 51% False False 162,086
10 2,084.9 2,026.5 58.4 2.8% 28.8 1.4% 52% False False 164,876
20 2,118.2 2,015.2 103.0 5.0% 32.9 1.6% 40% False False 144,589
40 2,153.2 2,015.2 138.0 6.7% 31.8 1.5% 30% False False 72,507
60 2,153.2 1,937.1 216.1 10.5% 34.0 1.7% 55% False False 48,392
80 2,187.1 1,937.1 250.0 12.2% 35.0 1.7% 48% False False 36,322
100 2,187.1 1,937.1 250.0 12.2% 29.0 1.4% 48% False False 29,058
120 2,187.1 1,937.1 250.0 12.2% 24.2 1.2% 48% False False 24,215
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 False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.4
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,223.6
2.618 2,165.5
1.618 2,129.9
1.000 2,107.9
0.618 2,094.3
HIGH 2,072.3
0.618 2,058.7
0.500 2,054.5
0.382 2,050.3
LOW 2,036.7
0.618 2,014.7
1.000 2,001.1
1.618 1,979.1
2.618 1,943.5
4.250 1,885.4
Fisher Pivots for day following 08-Jul-2024
Pivot 1 day 3 day
R1 2,056.0 2,055.3
PP 2,055.2 2,053.9
S1 2,054.5 2,052.6

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

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