CME E-mini Russell 2000 Index Futures September 2024


Trading Metrics calculated at close of trading on 25-Jul-2024
Day Change Summary
Previous Current
24-Jul-2024 25-Jul-2024 Change Change % Previous Week
Open 2,262.8 2,215.7 -47.1 -2.1% 2,175.5
High 2,274.5 2,275.7 1.2 0.1% 2,304.9
Low 2,212.1 2,202.2 -9.9 -0.4% 2,170.9
Close 2,214.6 2,240.3 25.7 1.2% 2,202.3
Range 62.4 73.5 11.1 17.8% 134.0
ATR 44.9 46.9 2.0 4.6% 0.0
Volume 279,584 286,454 6,870 2.5% 1,499,247
Daily Pivots for day following 25-Jul-2024
Classic Woodie Camarilla DeMark
R4 2,459.9 2,423.6 2,280.7
R3 2,386.4 2,350.1 2,260.5
R2 2,312.9 2,312.9 2,253.8
R1 2,276.6 2,276.6 2,247.0 2,294.8
PP 2,239.4 2,239.4 2,239.4 2,248.5
S1 2,203.1 2,203.1 2,233.6 2,221.3
S2 2,165.9 2,165.9 2,226.8
S3 2,092.4 2,129.6 2,220.1
S4 2,018.9 2,056.1 2,199.9
Weekly Pivots for week ending 19-Jul-2024
Classic Woodie Camarilla DeMark
R4 2,628.0 2,549.2 2,276.0
R3 2,494.0 2,415.2 2,239.2
R2 2,360.0 2,360.0 2,226.9
R1 2,281.2 2,281.2 2,214.6 2,320.6
PP 2,226.0 2,226.0 2,226.0 2,245.8
S1 2,147.2 2,147.2 2,190.0 2,186.6
S2 2,092.0 2,092.0 2,177.7
S3 1,958.0 2,013.2 2,165.5
S4 1,824.0 1,879.2 2,128.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,275.7 2,188.7 87.0 3.9% 54.3 2.4% 59% True False 250,664
10 2,304.9 2,144.8 160.1 7.1% 57.2 2.6% 60% False False 281,945
20 2,304.9 2,030.4 274.5 12.3% 45.9 2.0% 76% False False 237,171
40 2,304.9 2,015.2 289.7 12.9% 40.1 1.8% 78% False False 160,047
60 2,304.9 1,993.7 311.2 13.9% 37.2 1.7% 79% False False 106,756
80 2,304.9 1,937.1 367.8 16.4% 38.2 1.7% 82% False False 80,114
100 2,304.9 1,937.1 367.8 16.4% 36.1 1.6% 82% False False 64,100
120 2,304.9 1,937.1 367.8 16.4% 30.1 1.3% 82% False False 53,417
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.4
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,588.1
2.618 2,468.1
1.618 2,394.6
1.000 2,349.2
0.618 2,321.1
HIGH 2,275.7
0.618 2,247.6
0.500 2,239.0
0.382 2,230.3
LOW 2,202.2
0.618 2,156.8
1.000 2,128.7
1.618 2,083.3
2.618 2,009.8
4.250 1,889.8
Fisher Pivots for day following 25-Jul-2024
Pivot 1 day 3 day
R1 2,239.9 2,239.9
PP 2,239.4 2,239.4
S1 2,239.0 2,239.0

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

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