CME E-mini Russell 2000 Index Futures September 2024


Trading Metrics calculated at close of trading on 23-Aug-2024
Day Change Summary
Previous Current
22-Aug-2024 23-Aug-2024 Change Change % Previous Week
Open 2,181.9 2,161.4 -20.5 -0.9% 2,154.2
High 2,188.3 2,235.0 46.7 2.1% 2,235.0
Low 2,154.9 2,161.4 6.5 0.3% 2,144.6
Close 2,159.3 2,227.2 67.9 3.1% 2,227.2
Range 33.4 73.6 40.2 120.4% 90.4
ATR 51.7 53.4 1.7 3.3% 0.0
Volume 126,201 219,343 93,142 73.8% 703,479
Daily Pivots for day following 23-Aug-2024
Classic Woodie Camarilla DeMark
R4 2,428.7 2,401.5 2,267.7
R3 2,355.1 2,327.9 2,247.4
R2 2,281.5 2,281.5 2,240.7
R1 2,254.3 2,254.3 2,233.9 2,267.9
PP 2,207.9 2,207.9 2,207.9 2,214.7
S1 2,180.7 2,180.7 2,220.5 2,194.3
S2 2,134.3 2,134.3 2,213.7
S3 2,060.7 2,107.1 2,207.0
S4 1,987.1 2,033.5 2,186.7
Weekly Pivots for week ending 23-Aug-2024
Classic Woodie Camarilla DeMark
R4 2,473.5 2,440.7 2,276.9
R3 2,383.1 2,350.3 2,252.1
R2 2,292.7 2,292.7 2,243.8
R1 2,259.9 2,259.9 2,235.5 2,276.3
PP 2,202.3 2,202.3 2,202.3 2,210.5
S1 2,169.5 2,169.5 2,218.9 2,185.9
S2 2,111.9 2,111.9 2,210.6
S3 2,021.5 2,079.1 2,202.3
S4 1,931.1 1,988.7 2,177.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,235.0 2,144.6 90.4 4.1% 42.3 1.9% 91% True False 140,695
10 2,235.0 2,062.4 172.6 7.7% 45.7 2.1% 95% True False 153,104
20 2,320.5 1,992.8 327.7 14.7% 59.7 2.7% 72% False False 212,110
40 2,320.5 1,992.8 327.7 14.7% 53.1 2.4% 72% False False 226,836
60 2,320.5 1,992.8 327.7 14.7% 46.9 2.1% 72% False False 181,228
80 2,320.5 1,992.8 327.7 14.7% 42.8 1.9% 72% False False 135,971
100 2,320.5 1,937.1 383.4 17.2% 42.4 1.9% 76% False False 108,813
120 2,320.5 1,937.1 383.4 17.2% 40.3 1.8% 76% False False 90,687
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.8
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,547.8
2.618 2,427.7
1.618 2,354.1
1.000 2,308.6
0.618 2,280.5
HIGH 2,235.0
0.618 2,206.9
0.500 2,198.2
0.382 2,189.5
LOW 2,161.4
0.618 2,115.9
1.000 2,087.8
1.618 2,042.3
2.618 1,968.7
4.250 1,848.6
Fisher Pivots for day following 23-Aug-2024
Pivot 1 day 3 day
R1 2,217.5 2,215.7
PP 2,207.9 2,204.2
S1 2,198.2 2,192.7

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

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