CME E-mini Russell 2000 Index Futures September 2024


Trading Metrics calculated at close of trading on 16-Sep-2024
Day Change Summary
Previous Current
13-Sep-2024 16-Sep-2024 Change Change % Previous Week
Open 2,134.7 2,183.0 48.3 2.3% 2,091.0
High 2,188.4 2,204.7 16.3 0.7% 2,188.4
Low 2,132.5 2,176.8 44.3 2.1% 2,058.2
Close 2,184.8 2,192.3 7.5 0.3% 2,184.8
Range 55.9 27.9 -28.0 -50.1% 130.2
ATR 47.4 46.0 -1.4 -2.9% 0.0
Volume 293,468 318,726 25,258 8.6% 1,010,923
Daily Pivots for day following 16-Sep-2024
Classic Woodie Camarilla DeMark
R4 2,275.0 2,261.5 2,207.6
R3 2,247.1 2,233.6 2,200.0
R2 2,219.2 2,219.2 2,197.4
R1 2,205.7 2,205.7 2,194.9 2,212.5
PP 2,191.3 2,191.3 2,191.3 2,194.6
S1 2,177.8 2,177.8 2,189.7 2,184.6
S2 2,163.4 2,163.4 2,187.2
S3 2,135.5 2,149.9 2,184.6
S4 2,107.6 2,122.0 2,177.0
Weekly Pivots for week ending 13-Sep-2024
Classic Woodie Camarilla DeMark
R4 2,534.4 2,489.8 2,256.4
R3 2,404.2 2,359.6 2,220.6
R2 2,274.0 2,274.0 2,208.7
R1 2,229.4 2,229.4 2,196.7 2,251.7
PP 2,143.8 2,143.8 2,143.8 2,155.0
S1 2,099.2 2,099.2 2,172.9 2,121.5
S2 2,013.6 2,013.6 2,160.9
S3 1,883.4 1,969.0 2,149.0
S4 1,753.2 1,838.8 2,113.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,204.7 2,058.2 146.5 6.7% 42.3 1.9% 92% True False 233,329
10 2,224.5 2,058.2 166.3 7.6% 45.7 2.1% 81% False False 210,083
20 2,249.3 2,058.2 191.1 8.7% 41.8 1.9% 70% False False 176,463
40 2,320.5 1,992.8 327.7 14.9% 52.6 2.4% 61% False False 208,048
60 2,320.5 1,992.8 327.7 14.9% 48.0 2.2% 61% False False 210,094
80 2,320.5 1,992.8 327.7 14.9% 45.1 2.1% 61% False False 171,265
100 2,320.5 1,987.3 333.2 15.2% 42.3 1.9% 62% False False 137,045
120 2,320.5 1,937.1 383.4 17.5% 42.2 1.9% 67% False False 114,231
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.7
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 2,323.3
2.618 2,277.7
1.618 2,249.8
1.000 2,232.6
0.618 2,221.9
HIGH 2,204.7
0.618 2,194.0
0.500 2,190.8
0.382 2,187.5
LOW 2,176.8
0.618 2,159.6
1.000 2,148.9
1.618 2,131.7
2.618 2,103.8
4.250 2,058.2
Fisher Pivots for day following 16-Sep-2024
Pivot 1 day 3 day
R1 2,191.8 2,179.0
PP 2,191.3 2,165.7
S1 2,190.8 2,152.4

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

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