CME E-mini Russell 2000 Index Futures December 2024


Trading Metrics calculated at close of trading on 30-Sep-2024
Day Change Summary
Previous Current
27-Sep-2024 30-Sep-2024 Change Change % Previous Week
Open 2,231.0 2,241.8 10.8 0.5% 2,256.4
High 2,268.1 2,256.9 -11.2 -0.5% 2,268.1
Low 2,222.6 2,226.2 3.6 0.2% 2,216.7
Close 2,244.3 2,249.2 4.9 0.2% 2,244.3
Range 45.5 30.7 -14.8 -32.5% 51.4
ATR 44.0 43.0 -0.9 -2.2% 0.0
Volume 167,053 152,402 -14,651 -8.8% 706,820
Daily Pivots for day following 30-Sep-2024
Classic Woodie Camarilla DeMark
R4 2,336.2 2,323.4 2,266.1
R3 2,305.5 2,292.7 2,257.6
R2 2,274.8 2,274.8 2,254.8
R1 2,262.0 2,262.0 2,252.0 2,268.4
PP 2,244.1 2,244.1 2,244.1 2,247.3
S1 2,231.3 2,231.3 2,246.4 2,237.7
S2 2,213.4 2,213.4 2,243.6
S3 2,182.7 2,200.6 2,240.8
S4 2,152.0 2,169.9 2,232.3
Weekly Pivots for week ending 27-Sep-2024
Classic Woodie Camarilla DeMark
R4 2,397.2 2,372.2 2,272.6
R3 2,345.8 2,320.8 2,258.4
R2 2,294.4 2,294.4 2,253.7
R1 2,269.4 2,269.4 2,249.0 2,256.2
PP 2,243.0 2,243.0 2,243.0 2,236.5
S1 2,218.0 2,218.0 2,239.6 2,204.8
S2 2,191.6 2,191.6 2,234.9
S3 2,140.2 2,166.6 2,230.2
S4 2,088.8 2,115.2 2,216.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,268.1 2,216.7 51.4 2.3% 34.2 1.5% 63% False False 146,771
10 2,305.0 2,207.4 97.6 4.3% 42.0 1.9% 43% False False 195,248
20 2,305.0 2,077.7 227.3 10.1% 43.8 1.9% 75% False False 123,708
40 2,305.0 2,010.8 294.2 13.1% 46.4 2.1% 81% False False 62,301
60 2,343.7 2,010.8 332.9 14.8% 49.7 2.2% 72% False False 41,679
80 2,343.7 2,010.8 332.9 14.8% 41.8 1.9% 72% False False 31,272
100 2,343.7 2,010.8 332.9 14.8% 33.5 1.5% 72% False False 25,018
120 2,343.7 1,996.4 347.3 15.4% 27.9 1.2% 73% False False 20,848
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 7.2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,387.4
2.618 2,337.3
1.618 2,306.6
1.000 2,287.6
0.618 2,275.9
HIGH 2,256.9
0.618 2,245.2
0.500 2,241.6
0.382 2,237.9
LOW 2,226.2
0.618 2,207.2
1.000 2,195.5
1.618 2,176.5
2.618 2,145.8
4.250 2,095.7
Fisher Pivots for day following 30-Sep-2024
Pivot 1 day 3 day
R1 2,246.7 2,247.4
PP 2,244.1 2,245.5
S1 2,241.6 2,243.7

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

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