CME E-mini Russell 2000 Index Futures December 2024


Trading Metrics calculated at close of trading on 27-Jun-2024
Day Change Summary
Previous Current
26-Jun-2024 27-Jun-2024 Change Change % Previous Week
Open 2,062.4 2,067.7 5.3 0.3% 2,046.5
High 2,067.8 2,084.6 16.8 0.8% 2,079.8
Low 2,049.0 2,052.4 3.4 0.2% 2,037.5
Close 2,061.7 2,081.5 19.8 1.0% 2,065.2
Range 18.8 32.2 13.4 71.3% 42.3
ATR 21.9 22.7 0.7 3.3% 0.0
Volume 97 69 -28 -28.9% 295
Daily Pivots for day following 27-Jun-2024
Classic Woodie Camarilla DeMark
R4 2,169.4 2,157.7 2,099.2
R3 2,137.2 2,125.5 2,090.4
R2 2,105.0 2,105.0 2,087.4
R1 2,093.3 2,093.3 2,084.5 2,099.2
PP 2,072.8 2,072.8 2,072.8 2,075.8
S1 2,061.1 2,061.1 2,078.5 2,067.0
S2 2,040.6 2,040.6 2,075.6
S3 2,008.4 2,028.9 2,072.6
S4 1,976.2 1,996.7 2,063.8
Weekly Pivots for week ending 21-Jun-2024
Classic Woodie Camarilla DeMark
R4 2,187.7 2,168.8 2,088.5
R3 2,145.4 2,126.5 2,076.8
R2 2,103.1 2,103.1 2,073.0
R1 2,084.2 2,084.2 2,069.1 2,093.7
PP 2,060.8 2,060.8 2,060.8 2,065.6
S1 2,041.9 2,041.9 2,061.3 2,051.4
S2 2,018.5 2,018.5 2,057.4
S3 1,976.2 1,999.6 2,053.6
S4 1,933.9 1,957.3 2,041.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,087.9 2,047.4 40.5 1.9% 24.5 1.2% 84% False False 53
10 2,087.9 2,037.5 50.4 2.4% 20.9 1.0% 87% False False 54
20 2,120.0 2,037.5 82.5 4.0% 11.3 0.5% 53% False False 27
40 2,159.7 2,031.2 128.5 6.2% 5.7 0.3% 39% False False 13
60 2,159.7 1,996.4 163.3 7.8% 3.8 0.2% 52% False False 9
80 2,187.4 1,996.4 191.0 9.2% 2.8 0.1% 45% False False 6
100 2,187.4 1,996.4 191.0 9.2% 2.3 0.1% 45% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.6
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2,221.5
2.618 2,168.9
1.618 2,136.7
1.000 2,116.8
0.618 2,104.5
HIGH 2,084.6
0.618 2,072.3
0.500 2,068.5
0.382 2,064.7
LOW 2,052.4
0.618 2,032.5
1.000 2,020.2
1.618 2,000.3
2.618 1,968.1
4.250 1,915.6
Fisher Pivots for day following 27-Jun-2024
Pivot 1 day 3 day
R1 2,077.2 2,076.6
PP 2,072.8 2,071.7
S1 2,068.5 2,066.8

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

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