CME E-mini Russell 2000 Index Futures September 2024


Trading Metrics calculated at close of trading on 19-Aug-2024
Day Change Summary
Previous Current
16-Aug-2024 19-Aug-2024 Change Change % Previous Week
Open 2,147.4 2,154.2 6.8 0.3% 2,088.7
High 2,164.6 2,178.1 13.5 0.6% 2,164.6
Low 2,133.1 2,147.6 14.5 0.7% 2,062.4
Close 2,151.6 2,176.6 25.0 1.2% 2,151.6
Range 31.5 30.5 -1.0 -3.2% 102.2
ATR 57.6 55.7 -1.9 -3.4% 0.0
Volume 154,875 105,933 -48,942 -31.6% 827,570
Daily Pivots for day following 19-Aug-2024
Classic Woodie Camarilla DeMark
R4 2,258.9 2,248.3 2,193.4
R3 2,228.4 2,217.8 2,185.0
R2 2,197.9 2,197.9 2,182.2
R1 2,187.3 2,187.3 2,179.4 2,192.6
PP 2,167.4 2,167.4 2,167.4 2,170.1
S1 2,156.8 2,156.8 2,173.8 2,162.1
S2 2,136.9 2,136.9 2,171.0
S3 2,106.4 2,126.3 2,168.2
S4 2,075.9 2,095.8 2,159.8
Weekly Pivots for week ending 16-Aug-2024
Classic Woodie Camarilla DeMark
R4 2,432.8 2,394.4 2,207.8
R3 2,330.6 2,292.2 2,179.7
R2 2,228.4 2,228.4 2,170.3
R1 2,190.0 2,190.0 2,161.0 2,209.2
PP 2,126.2 2,126.2 2,126.2 2,135.8
S1 2,087.8 2,087.8 2,142.2 2,107.0
S2 2,024.0 2,024.0 2,132.9
S3 1,921.8 1,985.6 2,123.5
S4 1,819.6 1,883.4 2,095.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,178.1 2,062.4 115.7 5.3% 48.7 2.2% 99% True False 160,308
10 2,178.1 2,025.9 152.2 7.0% 52.7 2.4% 99% True False 179,641
20 2,320.5 1,992.8 327.7 15.1% 62.2 2.9% 56% False False 233,702
40 2,320.5 1,992.8 327.7 15.1% 51.3 2.4% 56% False False 225,697
60 2,320.5 1,992.8 327.7 15.1% 46.2 2.1% 56% False False 171,295
80 2,320.5 1,987.3 333.2 15.3% 42.5 2.0% 57% False False 128,514
100 2,320.5 1,937.1 383.4 17.6% 42.3 1.9% 62% False False 102,843
120 2,320.5 1,937.1 383.4 17.6% 38.9 1.8% 62% False False 85,707
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.8
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 2,307.7
2.618 2,257.9
1.618 2,227.4
1.000 2,208.6
0.618 2,196.9
HIGH 2,178.1
0.618 2,166.4
0.500 2,162.9
0.382 2,159.3
LOW 2,147.6
0.618 2,128.8
1.000 2,117.1
1.618 2,098.3
2.618 2,067.8
4.250 2,018.0
Fisher Pivots for day following 19-Aug-2024
Pivot 1 day 3 day
R1 2,172.0 2,160.9
PP 2,167.4 2,145.1
S1 2,162.9 2,129.4

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

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