CME E-mini Russell 2000 Index Futures September 2024


Trading Metrics calculated at close of trading on 30-Aug-2024
Day Change Summary
Previous Current
29-Aug-2024 30-Aug-2024 Change Change % Previous Week
Open 2,193.4 2,213.9 20.5 0.9% 2,228.2
High 2,232.2 2,227.4 -4.8 -0.2% 2,249.3
Low 2,186.0 2,194.4 8.4 0.4% 2,184.7
Close 2,210.5 2,223.1 12.6 0.6% 2,223.1
Range 46.2 33.0 -13.2 -28.6% 64.6
ATR 48.4 47.3 -1.1 -2.3% 0.0
Volume 165,053 153,321 -11,732 -7.1% 724,946
Daily Pivots for day following 30-Aug-2024
Classic Woodie Camarilla DeMark
R4 2,314.0 2,301.5 2,241.3
R3 2,281.0 2,268.5 2,232.2
R2 2,248.0 2,248.0 2,229.2
R1 2,235.5 2,235.5 2,226.1 2,241.8
PP 2,215.0 2,215.0 2,215.0 2,218.1
S1 2,202.5 2,202.5 2,220.1 2,208.8
S2 2,182.0 2,182.0 2,217.1
S3 2,149.0 2,169.5 2,214.0
S4 2,116.0 2,136.5 2,205.0
Weekly Pivots for week ending 30-Aug-2024
Classic Woodie Camarilla DeMark
R4 2,412.8 2,382.6 2,258.6
R3 2,348.2 2,318.0 2,240.9
R2 2,283.6 2,283.6 2,234.9
R1 2,253.4 2,253.4 2,229.0 2,236.2
PP 2,219.0 2,219.0 2,219.0 2,210.5
S1 2,188.8 2,188.8 2,217.2 2,171.6
S2 2,154.4 2,154.4 2,211.3
S3 2,089.8 2,124.2 2,205.3
S4 2,025.2 2,059.6 2,187.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,249.3 2,184.7 64.6 2.9% 33.4 1.5% 59% False False 144,989
10 2,249.3 2,144.6 104.7 4.7% 37.9 1.7% 75% False False 142,842
20 2,249.3 1,992.8 256.5 11.5% 49.6 2.2% 90% False False 178,117
40 2,320.5 1,992.8 327.7 14.7% 53.7 2.4% 70% False False 221,960
60 2,320.5 1,992.8 327.7 14.7% 46.5 2.1% 70% False False 193,236
80 2,320.5 1,992.8 327.7 14.7% 42.6 1.9% 70% False False 145,024
100 2,320.5 1,937.1 383.4 17.2% 42.4 1.9% 75% False False 116,055
120 2,320.5 1,937.1 383.4 17.2% 41.2 1.9% 75% False False 96,728
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,367.7
2.618 2,313.8
1.618 2,280.8
1.000 2,260.4
0.618 2,247.8
HIGH 2,227.4
0.618 2,214.8
0.500 2,210.9
0.382 2,207.0
LOW 2,194.4
0.618 2,174.0
1.000 2,161.4
1.618 2,141.0
2.618 2,108.0
4.250 2,054.2
Fisher Pivots for day following 30-Aug-2024
Pivot 1 day 3 day
R1 2,219.0 2,218.2
PP 2,215.0 2,213.3
S1 2,210.9 2,208.5

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

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