CME E-mini Russell 2000 Index Futures December 2024


Trading Metrics calculated at close of trading on 11-Jul-2024
Day Change Summary
Previous Current
10-Jul-2024 11-Jul-2024 Change Change % Previous Week
Open 2,071.0 2,088.6 17.6 0.8% 2,095.5
High 2,091.5 2,170.7 79.2 3.8% 2,099.9
Low 2,071.0 2,086.7 15.7 0.8% 2,054.9
Close 2,090.4 2,167.2 76.8 3.7% 2,063.8
Range 20.5 84.0 63.5 309.8% 45.0
ATR 24.5 28.8 4.2 17.3% 0.0
Volume 84 428 344 409.5% 397
Daily Pivots for day following 11-Jul-2024
Classic Woodie Camarilla DeMark
R4 2,393.5 2,364.4 2,213.4
R3 2,309.5 2,280.4 2,190.3
R2 2,225.5 2,225.5 2,182.6
R1 2,196.4 2,196.4 2,174.9 2,211.0
PP 2,141.5 2,141.5 2,141.5 2,148.8
S1 2,112.4 2,112.4 2,159.5 2,127.0
S2 2,057.5 2,057.5 2,151.8
S3 1,973.5 2,028.4 2,144.1
S4 1,889.5 1,944.4 2,121.0
Weekly Pivots for week ending 05-Jul-2024
Classic Woodie Camarilla DeMark
R4 2,207.9 2,180.8 2,088.6
R3 2,162.9 2,135.8 2,076.2
R2 2,117.9 2,117.9 2,072.1
R1 2,090.8 2,090.8 2,067.9 2,081.9
PP 2,072.9 2,072.9 2,072.9 2,068.4
S1 2,045.8 2,045.8 2,059.7 2,036.9
S2 2,027.9 2,027.9 2,055.6
S3 1,982.9 2,000.8 2,051.4
S4 1,937.9 1,955.8 2,039.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,170.7 2,054.9 115.8 5.3% 38.1 1.8% 97% True False 174
10 2,170.7 2,052.4 118.3 5.5% 33.2 1.5% 97% True False 135
20 2,170.7 2,037.5 133.2 6.1% 26.3 1.2% 97% True False 91
40 2,170.7 2,037.5 133.2 6.1% 13.2 0.6% 97% True False 45
60 2,170.7 1,996.4 174.3 8.0% 8.8 0.4% 98% True False 30
80 2,187.4 1,996.4 191.0 8.8% 6.6 0.3% 89% False False 22
100 2,187.4 1,996.4 191.0 8.8% 5.3 0.2% 89% False False 18
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 5.5
Widest range in 119 trading days
Fibonacci Retracements and Extensions
4.250 2,527.7
2.618 2,390.6
1.618 2,306.6
1.000 2,254.7
0.618 2,222.6
HIGH 2,170.7
0.618 2,138.6
0.500 2,128.7
0.382 2,118.8
LOW 2,086.7
0.618 2,034.8
1.000 2,002.7
1.618 1,950.8
2.618 1,866.8
4.250 1,729.7
Fisher Pivots for day following 11-Jul-2024
Pivot 1 day 3 day
R1 2,154.4 2,150.1
PP 2,141.5 2,133.1
S1 2,128.7 2,116.0

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

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