CME E-mini Russell 2000 Index Futures September 2024


Trading Metrics calculated at close of trading on 09-Aug-2024
Day Change Summary
Previous Current
08-Aug-2024 09-Aug-2024 Change Change % Previous Week
Open 2,038.2 2,096.5 58.3 2.9% 2,097.5
High 2,100.0 2,112.3 12.3 0.6% 2,113.1
Low 2,025.9 2,075.0 49.1 2.4% 1,992.8
Close 2,095.0 2,089.9 -5.1 -0.2% 2,089.9
Range 74.1 37.3 -36.8 -49.7% 120.3
ATR 63.1 61.3 -1.8 -2.9% 0.0
Volume 196,018 144,129 -51,889 -26.5% 1,306,351
Daily Pivots for day following 09-Aug-2024
Classic Woodie Camarilla DeMark
R4 2,204.3 2,184.4 2,110.4
R3 2,167.0 2,147.1 2,100.2
R2 2,129.7 2,129.7 2,096.7
R1 2,109.8 2,109.8 2,093.3 2,101.1
PP 2,092.4 2,092.4 2,092.4 2,088.1
S1 2,072.5 2,072.5 2,086.5 2,063.8
S2 2,055.1 2,055.1 2,083.1
S3 2,017.8 2,035.2 2,079.6
S4 1,980.5 1,997.9 2,069.4
Weekly Pivots for week ending 09-Aug-2024
Classic Woodie Camarilla DeMark
R4 2,426.2 2,378.3 2,156.1
R3 2,305.9 2,258.0 2,123.0
R2 2,185.6 2,185.6 2,112.0
R1 2,137.7 2,137.7 2,100.9 2,101.5
PP 2,065.3 2,065.3 2,065.3 2,047.2
S1 2,017.4 2,017.4 2,078.9 1,981.2
S2 1,945.0 1,945.0 2,067.8
S3 1,824.7 1,897.1 2,056.8
S4 1,704.4 1,776.8 2,023.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,113.1 1,992.8 120.3 5.8% 73.5 3.5% 81% False False 261,270
10 2,320.5 1,992.8 327.7 15.7% 73.8 3.5% 30% False False 271,115
20 2,320.5 1,992.8 327.7 15.7% 65.7 3.1% 30% False False 273,217
40 2,320.5 1,992.8 327.7 15.7% 49.3 2.4% 30% False False 232,610
60 2,320.5 1,992.8 327.7 15.7% 43.8 2.1% 30% False False 155,754
80 2,320.5 1,937.1 383.4 18.3% 42.0 2.0% 40% False False 116,857
100 2,320.5 1,937.1 383.4 18.3% 41.6 2.0% 40% False False 93,513
120 2,320.5 1,937.1 383.4 18.3% 36.6 1.8% 40% False False 77,928
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 False
Bear Hook False
Bull Hook False
Stretch 15.0
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 2,270.8
2.618 2,210.0
1.618 2,172.7
1.000 2,149.6
0.618 2,135.4
HIGH 2,112.3
0.618 2,098.1
0.500 2,093.7
0.382 2,089.2
LOW 2,075.0
0.618 2,051.9
1.000 2,037.7
1.618 2,014.6
2.618 1,977.3
4.250 1,916.5
Fisher Pivots for day following 09-Aug-2024
Pivot 1 day 3 day
R1 2,093.7 2,083.1
PP 2,092.4 2,076.3
S1 2,091.2 2,069.5

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

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