CME E-mini Russell 2000 Index Futures December 2024


Trading Metrics calculated at close of trading on 01-Aug-2024
Day Change Summary
Previous Current
31-Jul-2024 01-Aug-2024 Change Change % Previous Week
Open 2,281.7 2,303.5 21.8 1.0% 2,232.9
High 2,343.7 2,306.2 -37.5 -1.6% 2,311.6
Low 2,277.9 2,205.5 -72.4 -3.2% 2,212.2
Close 2,297.2 2,221.0 -76.2 -3.3% 2,300.9
Range 65.8 100.7 34.9 53.0% 99.4
ATR 46.3 50.1 3.9 8.4% 0.0
Volume 694 1,151 457 65.9% 1,820
Daily Pivots for day following 01-Aug-2024
Classic Woodie Camarilla DeMark
R4 2,546.3 2,484.4 2,276.4
R3 2,445.6 2,383.7 2,248.7
R2 2,344.9 2,344.9 2,239.5
R1 2,283.0 2,283.0 2,230.2 2,263.6
PP 2,244.2 2,244.2 2,244.2 2,234.6
S1 2,182.3 2,182.3 2,211.8 2,162.9
S2 2,143.5 2,143.5 2,202.5
S3 2,042.8 2,081.6 2,193.3
S4 1,942.1 1,980.9 2,165.6
Weekly Pivots for week ending 26-Jul-2024
Classic Woodie Camarilla DeMark
R4 2,573.1 2,536.4 2,355.6
R3 2,473.7 2,437.0 2,328.2
R2 2,374.3 2,374.3 2,319.1
R1 2,337.6 2,337.6 2,310.0 2,356.0
PP 2,274.9 2,274.9 2,274.9 2,284.1
S1 2,238.2 2,238.2 2,291.8 2,256.6
S2 2,175.5 2,175.5 2,282.7
S3 2,076.1 2,138.8 2,273.6
S4 1,976.7 2,039.4 2,246.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,343.7 2,205.5 138.2 6.2% 60.0 2.7% 11% False True 621
10 2,343.7 2,205.5 138.2 6.2% 57.0 2.6% 11% False True 476
20 2,343.7 2,054.9 288.8 13.0% 52.6 2.4% 58% False False 370
40 2,343.7 2,037.5 306.2 13.8% 34.7 1.6% 60% False False 208
60 2,343.7 2,037.5 306.2 13.8% 23.1 1.0% 60% False False 139
80 2,343.7 1,996.4 347.3 15.6% 17.4 0.8% 65% False False 104
100 2,343.7 1,996.4 347.3 15.6% 13.9 0.6% 65% False False 83
120 2,343.7 1,996.4 347.3 15.6% 11.6 0.5% 65% False False 69
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 11.1
Widest range in 134 trading days
Fibonacci Retracements and Extensions
4.250 2,734.2
2.618 2,569.8
1.618 2,469.1
1.000 2,406.9
0.618 2,368.4
HIGH 2,306.2
0.618 2,267.7
0.500 2,255.9
0.382 2,244.0
LOW 2,205.5
0.618 2,143.3
1.000 2,104.8
1.618 2,042.6
2.618 1,941.9
4.250 1,777.5
Fisher Pivots for day following 01-Aug-2024
Pivot 1 day 3 day
R1 2,255.9 2,274.6
PP 2,244.2 2,256.7
S1 2,232.6 2,238.9

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

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