CME E-mini Russell 2000 Index Futures December 2024


Trading Metrics calculated at close of trading on 09-Oct-2024
Day Change Summary
Previous Current
08-Oct-2024 09-Oct-2024 Change Change % Previous Week
Open 2,213.9 2,213.7 -0.2 0.0% 2,241.8
High 2,221.4 2,233.9 12.5 0.6% 2,256.9
Low 2,201.5 2,200.7 -0.8 0.0% 2,188.2
Close 2,213.7 2,218.3 4.6 0.2% 2,230.5
Range 19.9 33.2 13.3 66.8% 68.7
ATR 40.5 40.0 -0.5 -1.3% 0.0
Volume 121,535 134,271 12,736 10.5% 797,274
Daily Pivots for day following 09-Oct-2024
Classic Woodie Camarilla DeMark
R4 2,317.2 2,301.0 2,236.6
R3 2,284.0 2,267.8 2,227.4
R2 2,250.8 2,250.8 2,224.4
R1 2,234.6 2,234.6 2,221.3 2,242.7
PP 2,217.6 2,217.6 2,217.6 2,221.7
S1 2,201.4 2,201.4 2,215.3 2,209.5
S2 2,184.4 2,184.4 2,212.2
S3 2,151.2 2,168.2 2,209.2
S4 2,118.0 2,135.0 2,200.0
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 2,240.9 2,188.2 52.7 2.4% 34.4 1.6% 57% False False 140,834
10 2,268.1 2,188.2 79.9 3.6% 36.4 1.6% 38% False False 147,630
20 2,305.0 2,120.5 184.5 8.3% 40.0 1.8% 53% False False 173,180
40 2,305.0 2,077.7 227.3 10.2% 41.6 1.9% 62% False False 87,458
60 2,343.7 2,010.8 332.9 15.0% 48.5 2.2% 62% False False 58,509
80 2,343.7 2,010.8 332.9 15.0% 44.6 2.0% 62% False False 43,917
100 2,343.7 2,010.8 332.9 15.0% 36.0 1.6% 62% False False 35,133
120 2,343.7 1,999.9 343.8 15.5% 30.0 1.4% 64% False False 29,278
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 6.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,375.0
2.618 2,320.8
1.618 2,287.6
1.000 2,267.1
0.618 2,254.4
HIGH 2,233.9
0.618 2,221.2
0.500 2,217.3
0.382 2,213.4
LOW 2,200.7
0.618 2,180.2
1.000 2,167.5
1.618 2,147.0
2.618 2,113.8
4.250 2,059.6
Fisher Pivots for day following 09-Oct-2024
Pivot 1 day 3 day
R1 2,218.0 2,217.8
PP 2,217.6 2,217.2
S1 2,217.3 2,216.7

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

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