CME E-mini Russell 2000 Index Futures September 2024


Trading Metrics calculated at close of trading on 09-Sep-2024
Day Change Summary
Previous Current
06-Sep-2024 09-Sep-2024 Change Change % Previous Week
Open 2,140.9 2,091.0 -49.9 -2.3% 2,221.3
High 2,150.1 2,120.2 -29.9 -1.4% 2,224.5
Low 2,083.4 2,086.8 3.4 0.2% 2,083.4
Close 2,096.5 2,102.3 5.8 0.3% 2,096.5
Range 66.7 33.4 -33.3 -49.9% 141.1
ATR 48.7 47.6 -1.1 -2.2% 0.0
Volume 245,291 163,002 -82,289 -33.5% 771,187
Daily Pivots for day following 09-Sep-2024
Classic Woodie Camarilla DeMark
R4 2,203.3 2,186.2 2,120.7
R3 2,169.9 2,152.8 2,111.5
R2 2,136.5 2,136.5 2,108.4
R1 2,119.4 2,119.4 2,105.4 2,128.0
PP 2,103.1 2,103.1 2,103.1 2,107.4
S1 2,086.0 2,086.0 2,099.2 2,094.6
S2 2,069.7 2,069.7 2,096.2
S3 2,036.3 2,052.6 2,093.1
S4 2,002.9 2,019.2 2,083.9
Weekly Pivots for week ending 06-Sep-2024
Classic Woodie Camarilla DeMark
R4 2,558.1 2,468.4 2,174.1
R3 2,417.0 2,327.3 2,135.3
R2 2,275.9 2,275.9 2,122.4
R1 2,186.2 2,186.2 2,109.4 2,160.5
PP 2,134.8 2,134.8 2,134.8 2,122.0
S1 2,045.1 2,045.1 2,083.6 2,019.4
S2 1,993.7 1,993.7 2,070.6
S3 1,852.6 1,904.0 2,057.7
S4 1,711.5 1,762.9 2,018.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,224.5 2,083.4 141.1 6.7% 49.1 2.3% 13% False False 186,837
10 2,249.3 2,083.4 165.9 7.9% 41.3 2.0% 11% False False 165,913
20 2,249.3 2,062.4 186.9 8.9% 43.5 2.1% 21% False False 159,509
40 2,320.5 1,992.8 327.7 15.6% 54.6 2.6% 33% False False 216,363
60 2,320.5 1,992.8 327.7 15.6% 47.4 2.3% 33% False False 208,243
80 2,320.5 1,992.8 327.7 15.6% 43.7 2.1% 33% False False 156,692
100 2,320.5 1,937.1 383.4 18.2% 42.3 2.0% 43% False False 125,387
120 2,320.5 1,937.1 383.4 18.2% 41.9 2.0% 43% False False 104,512
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 8.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,262.2
2.618 2,207.6
1.618 2,174.2
1.000 2,153.6
0.618 2,140.8
HIGH 2,120.2
0.618 2,107.4
0.500 2,103.5
0.382 2,099.6
LOW 2,086.8
0.618 2,066.2
1.000 2,053.4
1.618 2,032.8
2.618 1,999.4
4.250 1,944.9
Fisher Pivots for day following 09-Sep-2024
Pivot 1 day 3 day
R1 2,103.5 2,121.6
PP 2,103.1 2,115.2
S1 2,102.7 2,108.7

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

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