CME E-mini Russell 2000 Index Futures December 2024


Trading Metrics calculated at close of trading on 01-Jul-2024
Day Change Summary
Previous Current
28-Jun-2024 01-Jul-2024 Change Change % Previous Week
Open 2,085.0 2,095.5 10.5 0.5% 2,063.0
High 2,105.5 2,099.9 -5.6 -0.3% 2,105.5
Low 2,072.3 2,062.5 -9.8 -0.5% 2,049.0
Close 2,086.3 2,070.0 -16.3 -0.8% 2,086.3
Range 33.2 37.4 4.2 12.7% 56.5
ATR 23.4 24.4 1.0 4.3% 0.0
Volume 137 134 -3 -2.2% 380
Daily Pivots for day following 01-Jul-2024
Classic Woodie Camarilla DeMark
R4 2,189.7 2,167.2 2,090.6
R3 2,152.3 2,129.8 2,080.3
R2 2,114.9 2,114.9 2,076.9
R1 2,092.4 2,092.4 2,073.4 2,085.0
PP 2,077.5 2,077.5 2,077.5 2,073.7
S1 2,055.0 2,055.0 2,066.6 2,047.6
S2 2,040.1 2,040.1 2,063.1
S3 2,002.7 2,017.6 2,059.7
S4 1,965.3 1,980.2 2,049.4
Weekly Pivots for week ending 28-Jun-2024
Classic Woodie Camarilla DeMark
R4 2,249.8 2,224.5 2,117.4
R3 2,193.3 2,168.0 2,101.8
R2 2,136.8 2,136.8 2,096.7
R1 2,111.5 2,111.5 2,091.5 2,124.2
PP 2,080.3 2,080.3 2,080.3 2,086.6
S1 2,055.0 2,055.0 2,081.1 2,067.7
S2 2,023.8 2,023.8 2,075.9
S3 1,967.3 1,998.5 2,070.8
S4 1,910.8 1,942.0 2,055.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,105.5 2,049.0 56.5 2.7% 28.6 1.4% 37% False False 94
10 2,105.5 2,037.5 68.0 3.3% 26.9 1.3% 48% False False 80
20 2,120.0 2,037.5 82.5 4.0% 14.9 0.7% 39% False False 40
40 2,159.7 2,037.5 122.2 5.9% 7.4 0.4% 27% False False 20
60 2,159.7 1,996.4 163.3 7.9% 5.0 0.2% 45% False False 13
80 2,187.4 1,996.4 191.0 9.2% 3.7 0.2% 39% False False 10
100 2,187.4 1,996.4 191.0 9.2% 3.0 0.1% 39% False False 8
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 8.2
Widest range in 112 trading days
Fibonacci Retracements and Extensions
4.250 2,258.9
2.618 2,197.8
1.618 2,160.4
1.000 2,137.3
0.618 2,123.0
HIGH 2,099.9
0.618 2,085.6
0.500 2,081.2
0.382 2,076.8
LOW 2,062.5
0.618 2,039.4
1.000 2,025.1
1.618 2,002.0
2.618 1,964.6
4.250 1,903.6
Fisher Pivots for day following 01-Jul-2024
Pivot 1 day 3 day
R1 2,081.2 2,079.0
PP 2,077.5 2,076.0
S1 2,073.7 2,073.0

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

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