CME E-mini Russell 2000 Index Futures December 2024


Trading Metrics calculated at close of trading on 17-Oct-2024
Day Change Summary
Previous Current
16-Oct-2024 17-Oct-2024 Change Change % Previous Week
Open 2,269.6 2,303.9 34.3 1.5% 2,234.5
High 2,309.0 2,311.4 2.4 0.1% 2,252.6
Low 2,264.7 2,285.4 20.7 0.9% 2,181.5
Close 2,304.4 2,297.7 -6.7 -0.3% 2,250.0
Range 44.3 26.0 -18.3 -41.3% 71.1
ATR 40.5 39.5 -1.0 -2.6% 0.0
Volume 143,984 138,631 -5,353 -3.7% 687,508
Daily Pivots for day following 17-Oct-2024
Classic Woodie Camarilla DeMark
R4 2,376.2 2,362.9 2,312.0
R3 2,350.2 2,336.9 2,304.9
R2 2,324.2 2,324.2 2,302.5
R1 2,310.9 2,310.9 2,300.1 2,304.6
PP 2,298.2 2,298.2 2,298.2 2,295.0
S1 2,284.9 2,284.9 2,295.3 2,278.6
S2 2,272.2 2,272.2 2,292.9
S3 2,246.2 2,258.9 2,290.6
S4 2,220.2 2,232.9 2,283.4
Weekly Pivots for week ending 11-Oct-2024
Classic Woodie Camarilla DeMark
R4 2,441.3 2,416.8 2,289.1
R3 2,370.2 2,345.7 2,269.6
R2 2,299.1 2,299.1 2,263.0
R1 2,274.6 2,274.6 2,256.5 2,286.9
PP 2,228.0 2,228.0 2,228.0 2,234.2
S1 2,203.5 2,203.5 2,243.5 2,215.8
S2 2,156.9 2,156.9 2,237.0
S3 2,085.8 2,132.4 2,230.4
S4 2,014.7 2,061.3 2,210.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,311.4 2,194.1 117.3 5.1% 38.5 1.7% 88% True False 144,619
10 2,311.4 2,181.5 129.9 5.7% 37.6 1.6% 89% True False 143,197
20 2,311.4 2,181.5 129.9 5.7% 36.1 1.6% 89% True False 149,284
40 2,311.4 2,077.7 233.7 10.2% 40.8 1.8% 94% True False 109,660
60 2,343.7 2,010.8 332.9 14.5% 47.0 2.0% 86% False False 73,328
80 2,343.7 2,010.8 332.9 14.5% 45.7 2.0% 86% False False 55,053
100 2,343.7 2,010.8 332.9 14.5% 38.4 1.7% 86% False False 44,046
120 2,343.7 2,010.8 332.9 14.5% 32.0 1.4% 86% False False 36,705
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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 8.0
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2,421.9
2.618 2,379.5
1.618 2,353.5
1.000 2,337.4
0.618 2,327.5
HIGH 2,311.4
0.618 2,301.5
0.500 2,298.4
0.382 2,295.3
LOW 2,285.4
0.618 2,269.3
1.000 2,259.4
1.618 2,243.3
2.618 2,217.3
4.250 2,174.9
Fisher Pivots for day following 17-Oct-2024
Pivot 1 day 3 day
R1 2,298.4 2,293.0
PP 2,298.2 2,288.2
S1 2,297.9 2,283.5

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

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