CME E-mini Russell 2000 Index Futures December 2024


Trading Metrics calculated at close of trading on 03-Jul-2024
Day Change Summary
Previous Current
02-Jul-2024 03-Jul-2024 Change Change % Previous Week
Open 2,069.3 2,074.0 4.7 0.2% 2,063.0
High 2,080.4 2,090.3 9.9 0.5% 2,105.5
Low 2,058.3 2,073.4 15.1 0.7% 2,049.0
Close 2,076.4 2,074.4 -2.0 -0.1% 2,086.3
Range 22.1 16.9 -5.2 -23.5% 56.5
ATR 24.3 23.7 -0.5 -2.2% 0.0
Volume 68 75 7 10.3% 380
Daily Pivots for day following 03-Jul-2024
Classic Woodie Camarilla DeMark
R4 2,130.1 2,119.1 2,083.7
R3 2,113.2 2,102.2 2,079.0
R2 2,096.3 2,096.3 2,077.5
R1 2,085.3 2,085.3 2,075.9 2,090.8
PP 2,079.4 2,079.4 2,079.4 2,082.1
S1 2,068.4 2,068.4 2,072.9 2,073.9
S2 2,062.5 2,062.5 2,071.3
S3 2,045.6 2,051.5 2,069.8
S4 2,028.7 2,034.6 2,065.1
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 2,052.4 53.1 2.6% 28.4 1.4% 41% False False 96
10 2,105.5 2,047.4 58.1 2.8% 25.5 1.2% 46% False False 91
20 2,120.0 2,037.5 82.5 4.0% 16.8 0.8% 45% False False 47
40 2,159.7 2,037.5 122.2 5.9% 8.4 0.4% 30% False False 23
60 2,159.7 1,996.4 163.3 7.9% 5.6 0.3% 48% False False 15
80 2,187.4 1,996.4 191.0 9.2% 4.2 0.2% 41% False False 11
100 2,187.4 1,996.4 191.0 9.2% 3.4 0.2% 41% False False 9
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 7.5
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 2,162.1
2.618 2,134.5
1.618 2,117.6
1.000 2,107.2
0.618 2,100.7
HIGH 2,090.3
0.618 2,083.8
0.500 2,081.9
0.382 2,079.9
LOW 2,073.4
0.618 2,063.0
1.000 2,056.5
1.618 2,046.1
2.618 2,029.2
4.250 2,001.6
Fisher Pivots for day following 03-Jul-2024
Pivot 1 day 3 day
R1 2,081.9 2,079.1
PP 2,079.4 2,077.5
S1 2,076.9 2,076.0

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

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