CME E-mini Russell 2000 Index Futures September 2024


Trading Metrics calculated at close of trading on 21-Aug-2024
Day Change Summary
Previous Current
20-Aug-2024 21-Aug-2024 Change Change % Previous Week
Open 2,177.3 2,152.5 -24.8 -1.1% 2,088.7
High 2,187.1 2,182.0 -5.1 -0.2% 2,164.6
Low 2,144.6 2,150.3 5.7 0.3% 2,062.4
Close 2,151.7 2,179.3 27.6 1.3% 2,151.6
Range 42.5 31.7 -10.8 -25.4% 102.2
ATR 54.7 53.1 -1.6 -3.0% 0.0
Volume 122,009 129,993 7,984 6.5% 827,570
Daily Pivots for day following 21-Aug-2024
Classic Woodie Camarilla DeMark
R4 2,265.6 2,254.2 2,196.7
R3 2,233.9 2,222.5 2,188.0
R2 2,202.2 2,202.2 2,185.1
R1 2,190.8 2,190.8 2,182.2 2,196.5
PP 2,170.5 2,170.5 2,170.5 2,173.4
S1 2,159.1 2,159.1 2,176.4 2,164.8
S2 2,138.8 2,138.8 2,173.5
S3 2,107.1 2,127.4 2,170.6
S4 2,075.4 2,095.7 2,161.9
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% 42.4 1.9% 93% False False 146,200
10 2,187.1 2,025.9 161.2 7.4% 46.1 2.1% 95% False False 152,565
20 2,320.5 1,992.8 327.7 15.0% 60.3 2.8% 57% False False 220,668
40 2,320.5 1,992.8 327.7 15.0% 51.8 2.4% 57% False False 225,072
60 2,320.5 1,992.8 327.7 15.0% 46.1 2.1% 57% False False 175,485
80 2,320.5 1,992.8 327.7 15.0% 42.3 1.9% 57% False False 131,654
100 2,320.5 1,937.1 383.4 17.6% 42.3 1.9% 63% False False 105,361
120 2,320.5 1,937.1 383.4 17.6% 39.5 1.8% 63% False False 87,807
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,316.7
2.618 2,265.0
1.618 2,233.3
1.000 2,213.7
0.618 2,201.6
HIGH 2,182.0
0.618 2,169.9
0.500 2,166.2
0.382 2,162.4
LOW 2,150.3
0.618 2,130.7
1.000 2,118.6
1.618 2,099.0
2.618 2,067.3
4.250 2,015.6
Fisher Pivots for day following 21-Aug-2024
Pivot 1 day 3 day
R1 2,174.9 2,174.8
PP 2,170.5 2,170.3
S1 2,166.2 2,165.9

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

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