CME E-mini Russell 2000 Index Futures December 2024


Trading Metrics calculated at close of trading on 10-Oct-2024
Day Change Summary
Previous Current
09-Oct-2024 10-Oct-2024 Change Change % Previous Week
Open 2,213.7 2,214.9 1.2 0.1% 2,241.8
High 2,233.9 2,225.0 -8.9 -0.4% 2,256.9
Low 2,200.7 2,181.5 -19.2 -0.9% 2,188.2
Close 2,218.3 2,204.7 -13.6 -0.6% 2,230.5
Range 33.2 43.5 10.3 31.0% 68.7
ATR 40.0 40.2 0.3 0.6% 0.0
Volume 134,271 168,164 33,893 25.2% 797,274
Daily Pivots for day following 10-Oct-2024
Classic Woodie Camarilla DeMark
R4 2,334.2 2,313.0 2,228.6
R3 2,290.7 2,269.5 2,216.7
R2 2,247.2 2,247.2 2,212.7
R1 2,226.0 2,226.0 2,208.7 2,214.9
PP 2,203.7 2,203.7 2,203.7 2,198.2
S1 2,182.5 2,182.5 2,200.7 2,171.4
S2 2,160.2 2,160.2 2,196.7
S3 2,116.7 2,139.0 2,192.7
S4 2,073.2 2,095.5 2,180.8
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 2,181.5 59.4 2.7% 36.7 1.7% 39% False True 141,776
10 2,268.1 2,181.5 86.6 3.9% 37.3 1.7% 27% False True 149,918
20 2,305.0 2,153.8 151.2 6.9% 40.0 1.8% 34% False False 180,099
40 2,305.0 2,077.7 227.3 10.3% 41.3 1.9% 56% False False 91,649
60 2,343.7 2,010.8 332.9 15.1% 48.4 2.2% 58% False False 61,307
80 2,343.7 2,010.8 332.9 15.1% 44.8 2.0% 58% False False 46,019
100 2,343.7 2,010.8 332.9 15.1% 36.4 1.7% 58% False False 36,815
120 2,343.7 2,010.8 332.9 15.1% 30.4 1.4% 58% False False 30,679
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,409.9
2.618 2,338.9
1.618 2,295.4
1.000 2,268.5
0.618 2,251.9
HIGH 2,225.0
0.618 2,208.4
0.500 2,203.3
0.382 2,198.1
LOW 2,181.5
0.618 2,154.6
1.000 2,138.0
1.618 2,111.1
2.618 2,067.6
4.250 1,996.6
Fisher Pivots for day following 10-Oct-2024
Pivot 1 day 3 day
R1 2,204.2 2,207.7
PP 2,203.7 2,206.7
S1 2,203.3 2,205.7

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

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