CME E-mini Russell 2000 Index Futures December 2024


Trading Metrics calculated at close of trading on 23-Sep-2024
Day Change Summary
Previous Current
20-Sep-2024 23-Sep-2024 Change Change % Previous Week
Open 2,277.5 2,256.4 -21.1 -0.9% 2,203.5
High 2,277.9 2,268.1 -9.8 -0.4% 2,305.0
Low 2,248.9 2,235.4 -13.5 -0.6% 2,198.5
Close 2,252.6 2,243.2 -9.4 -0.4% 2,252.6
Range 29.0 32.7 3.7 12.8% 106.5
ATR 47.9 46.8 -1.1 -2.3% 0.0
Volume 223,641 125,363 -98,278 -43.9% 1,420,345
Daily Pivots for day following 23-Sep-2024
Classic Woodie Camarilla DeMark
R4 2,347.0 2,327.8 2,261.2
R3 2,314.3 2,295.1 2,252.2
R2 2,281.6 2,281.6 2,249.2
R1 2,262.4 2,262.4 2,246.2 2,255.7
PP 2,248.9 2,248.9 2,248.9 2,245.5
S1 2,229.7 2,229.7 2,240.2 2,223.0
S2 2,216.2 2,216.2 2,237.2
S3 2,183.5 2,197.0 2,234.2
S4 2,150.8 2,164.3 2,225.2
Weekly Pivots for week ending 20-Sep-2024
Classic Woodie Camarilla DeMark
R4 2,571.5 2,518.6 2,311.2
R3 2,465.0 2,412.1 2,281.9
R2 2,358.5 2,358.5 2,272.1
R1 2,305.6 2,305.6 2,262.4 2,332.1
PP 2,252.0 2,252.0 2,252.0 2,265.3
S1 2,199.1 2,199.1 2,242.8 2,225.6
S2 2,145.5 2,145.5 2,233.1
S3 2,039.0 2,092.6 2,223.3
S4 1,932.5 1,986.1 2,194.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,305.0 2,207.4 97.6 4.4% 49.8 2.2% 37% False False 243,725
10 2,305.0 2,077.7 227.3 10.1% 46.1 2.1% 73% False False 173,009
20 2,305.0 2,077.7 227.3 10.1% 43.4 1.9% 73% False False 87,418
40 2,343.7 2,010.8 332.9 14.8% 51.3 2.3% 70% False False 44,059
60 2,343.7 2,010.8 332.9 14.8% 49.1 2.2% 70% False False 29,457
80 2,343.7 2,010.8 332.9 14.8% 39.7 1.8% 70% False False 22,099
100 2,343.7 2,010.8 332.9 14.8% 31.8 1.4% 70% False False 17,679
120 2,343.7 1,996.4 347.3 15.5% 26.5 1.2% 71% False False 14,733
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,407.1
2.618 2,353.7
1.618 2,321.0
1.000 2,300.8
0.618 2,288.3
HIGH 2,268.1
0.618 2,255.6
0.500 2,251.8
0.382 2,247.9
LOW 2,235.4
0.618 2,215.2
1.000 2,202.7
1.618 2,182.5
2.618 2,149.8
4.250 2,096.4
Fisher Pivots for day following 23-Sep-2024
Pivot 1 day 3 day
R1 2,251.8 2,269.7
PP 2,248.9 2,260.9
S1 2,246.1 2,252.0

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

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