CME E-mini Russell 2000 Index Futures December 2024


Trading Metrics calculated at close of trading on 18-Oct-2024
Day Change Summary
Previous Current
17-Oct-2024 18-Oct-2024 Change Change % Previous Week
Open 2,303.9 2,295.3 -8.6 -0.4% 2,249.3
High 2,311.4 2,310.2 -1.2 -0.1% 2,311.4
Low 2,285.4 2,289.1 3.7 0.2% 2,240.2
Close 2,297.7 2,291.2 -6.5 -0.3% 2,291.2
Range 26.0 21.1 -4.9 -18.8% 71.2
ATR 39.5 38.2 -1.3 -3.3% 0.0
Volume 138,631 113,621 -25,010 -18.0% 684,063
Daily Pivots for day following 18-Oct-2024
Classic Woodie Camarilla DeMark
R4 2,360.1 2,346.8 2,302.8
R3 2,339.0 2,325.7 2,297.0
R2 2,317.9 2,317.9 2,295.1
R1 2,304.6 2,304.6 2,293.1 2,300.7
PP 2,296.8 2,296.8 2,296.8 2,294.9
S1 2,283.5 2,283.5 2,289.3 2,279.6
S2 2,275.7 2,275.7 2,287.3
S3 2,254.6 2,262.4 2,285.4
S4 2,233.5 2,241.3 2,279.6
Weekly Pivots for week ending 18-Oct-2024
Classic Woodie Camarilla DeMark
R4 2,494.5 2,464.1 2,330.4
R3 2,423.3 2,392.9 2,310.8
R2 2,352.1 2,352.1 2,304.3
R1 2,321.7 2,321.7 2,297.7 2,336.9
PP 2,280.9 2,280.9 2,280.9 2,288.6
S1 2,250.5 2,250.5 2,284.7 2,265.7
S2 2,209.7 2,209.7 2,278.1
S3 2,138.5 2,179.3 2,271.6
S4 2,067.3 2,108.1 2,252.0
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 2,240.2 71.2 3.1% 31.1 1.4% 72% False False 136,812
10 2,311.4 2,181.5 129.9 5.7% 35.2 1.5% 84% False False 137,157
20 2,311.4 2,181.5 129.9 5.7% 35.7 1.6% 84% False False 143,783
40 2,311.4 2,077.7 233.7 10.2% 40.5 1.8% 91% False False 112,490
60 2,343.7 2,010.8 332.9 14.5% 46.1 2.0% 84% False False 75,217
80 2,343.7 2,010.8 332.9 14.5% 45.8 2.0% 84% False False 56,472
100 2,343.7 2,010.8 332.9 14.5% 38.6 1.7% 84% False False 45,182
120 2,343.7 2,010.8 332.9 14.5% 32.1 1.4% 84% False False 37,652
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.4
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2,399.9
2.618 2,365.4
1.618 2,344.3
1.000 2,331.3
0.618 2,323.2
HIGH 2,310.2
0.618 2,302.1
0.500 2,299.7
0.382 2,297.2
LOW 2,289.1
0.618 2,276.1
1.000 2,268.0
1.618 2,255.0
2.618 2,233.9
4.250 2,199.4
Fisher Pivots for day following 18-Oct-2024
Pivot 1 day 3 day
R1 2,299.7 2,290.2
PP 2,296.8 2,289.1
S1 2,294.0 2,288.1

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

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