CME E-mini Russell 2000 Index Futures December 2024


Trading Metrics calculated at close of trading on 07-Oct-2024
Day Change Summary
Previous Current
04-Oct-2024 07-Oct-2024 Change Change % Previous Week
Open 2,197.1 2,234.5 37.4 1.7% 2,241.8
High 2,240.9 2,237.6 -3.3 -0.1% 2,256.9
Low 2,195.6 2,195.8 0.2 0.0% 2,188.2
Close 2,230.5 2,211.2 -19.3 -0.9% 2,230.5
Range 45.3 41.8 -3.5 -7.7% 68.7
ATR 42.1 42.1 0.0 0.0% 0.0
Volume 174,029 110,884 -63,145 -36.3% 797,274
Daily Pivots for day following 07-Oct-2024
Classic Woodie Camarilla DeMark
R4 2,340.3 2,317.5 2,234.2
R3 2,298.5 2,275.7 2,222.7
R2 2,256.7 2,256.7 2,218.9
R1 2,233.9 2,233.9 2,215.0 2,224.4
PP 2,214.9 2,214.9 2,214.9 2,210.1
S1 2,192.1 2,192.1 2,207.4 2,182.6
S2 2,173.1 2,173.1 2,203.5
S3 2,131.3 2,150.3 2,199.7
S4 2,089.5 2,108.5 2,188.2
Weekly Pivots for week ending 04-Oct-2024
Classic Woodie Camarilla DeMark
R4 2,431.3 2,399.6 2,268.3
R3 2,362.6 2,330.9 2,249.4
R2 2,293.9 2,293.9 2,243.1
R1 2,262.2 2,262.2 2,236.8 2,243.7
PP 2,225.2 2,225.2 2,225.2 2,216.0
S1 2,193.5 2,193.5 2,224.2 2,175.0
S2 2,156.5 2,156.5 2,217.9
S3 2,087.8 2,124.8 2,211.6
S4 2,019.1 2,056.1 2,192.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,252.9 2,188.2 64.7 2.9% 40.0 1.8% 36% False False 151,151
10 2,268.1 2,188.2 79.9 3.6% 37.1 1.7% 29% False False 148,961
20 2,305.0 2,077.7 227.3 10.3% 41.6 1.9% 59% False False 160,985
40 2,305.0 2,077.7 227.3 10.3% 42.2 1.9% 59% False False 81,078
60 2,343.7 2,010.8 332.9 15.1% 49.7 2.2% 60% False False 54,256
80 2,343.7 2,010.8 332.9 15.1% 44.1 2.0% 60% False False 40,719
100 2,343.7 2,010.8 332.9 15.1% 35.5 1.6% 60% False False 32,575
120 2,343.7 1,996.4 347.3 15.7% 29.6 1.3% 62% False False 27,146
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,415.3
2.618 2,347.0
1.618 2,305.2
1.000 2,279.4
0.618 2,263.4
HIGH 2,237.6
0.618 2,221.6
0.500 2,216.7
0.382 2,211.8
LOW 2,195.8
0.618 2,170.0
1.000 2,154.0
1.618 2,128.2
2.618 2,086.4
4.250 2,018.2
Fisher Pivots for day following 07-Oct-2024
Pivot 1 day 3 day
R1 2,216.7 2,214.6
PP 2,214.9 2,213.4
S1 2,213.0 2,212.3

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

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