CME E-mini Russell 2000 Index Futures December 2024


Trading Metrics calculated at close of trading on 25-Jul-2024
Day Change Summary
Previous Current
24-Jul-2024 25-Jul-2024 Change Change % Previous Week
Open 2,281.0 2,242.2 -38.8 -1.7% 2,193.0
High 2,297.6 2,299.9 2.3 0.1% 2,327.3
Low 2,235.9 2,225.9 -10.0 -0.4% 2,193.0
Close 2,237.8 2,264.1 26.3 1.2% 2,225.7
Range 61.7 74.0 12.3 19.9% 134.3
ATR 41.7 44.0 2.3 5.5% 0.0
Volume 268 310 42 15.7% 1,567
Daily Pivots for day following 25-Jul-2024
Classic Woodie Camarilla DeMark
R4 2,485.3 2,448.7 2,304.8
R3 2,411.3 2,374.7 2,284.5
R2 2,337.3 2,337.3 2,277.7
R1 2,300.7 2,300.7 2,270.9 2,319.0
PP 2,263.3 2,263.3 2,263.3 2,272.5
S1 2,226.7 2,226.7 2,257.3 2,245.0
S2 2,189.3 2,189.3 2,250.5
S3 2,115.3 2,152.7 2,243.8
S4 2,041.3 2,078.7 2,223.4
Weekly Pivots for week ending 19-Jul-2024
Classic Woodie Camarilla DeMark
R4 2,651.6 2,572.9 2,299.6
R3 2,517.3 2,438.6 2,262.6
R2 2,383.0 2,383.0 2,250.3
R1 2,304.3 2,304.3 2,238.0 2,343.7
PP 2,248.7 2,248.7 2,248.7 2,268.3
S1 2,170.0 2,170.0 2,213.4 2,209.4
S2 2,114.4 2,114.4 2,201.1
S3 1,980.1 2,035.7 2,188.8
S4 1,845.8 1,901.4 2,151.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,299.9 2,212.2 87.7 3.9% 54.0 2.4% 59% True False 331
10 2,327.3 2,173.1 154.2 6.8% 56.2 2.5% 59% False False 342
20 2,327.3 2,052.4 274.9 12.1% 44.7 2.0% 77% False False 238
40 2,327.3 2,037.5 289.8 12.8% 27.2 1.2% 78% False False 131
60 2,327.3 2,024.8 302.5 13.4% 18.1 0.8% 79% False False 87
80 2,327.3 1,996.4 330.9 14.6% 13.6 0.6% 81% False False 65
100 2,327.3 1,996.4 330.9 14.6% 10.9 0.5% 81% False False 52
120 2,327.3 1,996.4 330.9 14.6% 9.1 0.4% 81% False False 43
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.0
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,614.4
2.618 2,493.6
1.618 2,419.6
1.000 2,373.9
0.618 2,345.6
HIGH 2,299.9
0.618 2,271.6
0.500 2,262.9
0.382 2,254.2
LOW 2,225.9
0.618 2,180.2
1.000 2,151.9
1.618 2,106.2
2.618 2,032.2
4.250 1,911.4
Fisher Pivots for day following 25-Jul-2024
Pivot 1 day 3 day
R1 2,263.7 2,263.7
PP 2,263.3 2,263.3
S1 2,262.9 2,262.9

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

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