CME E-mini Russell 2000 Index Futures September 2024


Trading Metrics calculated at close of trading on 20-Aug-2024
Day Change Summary
Previous Current
19-Aug-2024 20-Aug-2024 Change Change % Previous Week
Open 2,154.2 2,177.3 23.1 1.1% 2,088.7
High 2,178.1 2,187.1 9.0 0.4% 2,164.6
Low 2,147.6 2,144.6 -3.0 -0.1% 2,062.4
Close 2,176.6 2,151.7 -24.9 -1.1% 2,151.6
Range 30.5 42.5 12.0 39.3% 102.2
ATR 55.7 54.7 -0.9 -1.7% 0.0
Volume 105,933 122,009 16,076 15.2% 827,570
Daily Pivots for day following 20-Aug-2024
Classic Woodie Camarilla DeMark
R4 2,288.6 2,262.7 2,175.1
R3 2,246.1 2,220.2 2,163.4
R2 2,203.6 2,203.6 2,159.5
R1 2,177.7 2,177.7 2,155.6 2,169.4
PP 2,161.1 2,161.1 2,161.1 2,157.0
S1 2,135.2 2,135.2 2,147.8 2,126.9
S2 2,118.6 2,118.6 2,143.9
S3 2,076.1 2,092.7 2,140.0
S4 2,033.6 2,050.2 2,128.3
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 2,187.1 2,080.7 106.4 4.9% 47.7 2.2% 67% True False 155,645
10 2,187.1 2,025.9 161.2 7.5% 50.7 2.4% 78% True False 163,312
20 2,320.5 1,992.8 327.7 15.2% 61.8 2.9% 48% False False 228,147
40 2,320.5 1,992.8 327.7 15.2% 51.5 2.4% 48% False False 224,844
60 2,320.5 1,992.8 327.7 15.2% 46.0 2.1% 48% False False 173,324
80 2,320.5 1,992.8 327.7 15.2% 42.3 2.0% 48% False False 130,033
100 2,320.5 1,937.1 383.4 17.8% 42.3 2.0% 56% False False 104,062
120 2,320.5 1,937.1 383.4 17.8% 39.2 1.8% 56% False False 86,724
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,367.7
2.618 2,298.4
1.618 2,255.9
1.000 2,229.6
0.618 2,213.4
HIGH 2,187.1
0.618 2,170.9
0.500 2,165.9
0.382 2,160.8
LOW 2,144.6
0.618 2,118.3
1.000 2,102.1
1.618 2,075.8
2.618 2,033.3
4.250 1,964.0
Fisher Pivots for day following 20-Aug-2024
Pivot 1 day 3 day
R1 2,165.9 2,160.1
PP 2,161.1 2,157.3
S1 2,156.4 2,154.5

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

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