CME E-mini Russell 2000 Index Futures December 2024


Trading Metrics calculated at close of trading on 29-Oct-2024
Day Change Summary
Previous Current
28-Oct-2024 29-Oct-2024 Change Change % Previous Week
Open 2,225.7 2,257.7 32.0 1.4% 2,293.5
High 2,262.4 2,262.8 0.4 0.0% 2,300.8
Low 2,225.5 2,231.3 5.8 0.3% 2,206.5
Close 2,257.5 2,250.3 -7.2 -0.3% 2,221.5
Range 36.9 31.5 -5.4 -14.6% 94.3
ATR 37.4 37.0 -0.4 -1.1% 0.0
Volume 123,157 128,142 4,985 4.0% 586,759
Daily Pivots for day following 29-Oct-2024
Classic Woodie Camarilla DeMark
R4 2,342.6 2,328.0 2,267.6
R3 2,311.1 2,296.5 2,259.0
R2 2,279.6 2,279.6 2,256.1
R1 2,265.0 2,265.0 2,253.2 2,256.6
PP 2,248.1 2,248.1 2,248.1 2,243.9
S1 2,233.5 2,233.5 2,247.4 2,225.1
S2 2,216.6 2,216.6 2,244.5
S3 2,185.1 2,202.0 2,241.6
S4 2,153.6 2,170.5 2,233.0
Weekly Pivots for week ending 25-Oct-2024
Classic Woodie Camarilla DeMark
R4 2,525.8 2,468.0 2,273.4
R3 2,431.5 2,373.7 2,247.4
R2 2,337.2 2,337.2 2,238.8
R1 2,279.4 2,279.4 2,230.1 2,261.2
PP 2,242.9 2,242.9 2,242.9 2,233.8
S1 2,185.1 2,185.1 2,212.9 2,166.9
S2 2,148.6 2,148.6 2,204.2
S3 2,054.3 2,090.8 2,195.6
S4 1,960.0 1,996.5 2,169.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,262.8 2,206.5 56.3 2.5% 34.2 1.5% 78% True False 121,575
10 2,311.4 2,206.5 104.9 4.7% 33.6 1.5% 42% False False 123,429
20 2,311.4 2,181.5 129.9 5.8% 35.2 1.6% 53% False False 133,475
40 2,311.4 2,077.7 233.7 10.4% 38.9 1.7% 74% False False 133,198
60 2,311.4 2,045.4 266.0 11.8% 41.5 1.8% 77% False False 89,079
80 2,343.7 2,010.8 332.9 14.8% 46.3 2.1% 72% False False 66,938
100 2,343.7 2,010.8 332.9 14.8% 41.0 1.8% 72% False False 53,563
120 2,343.7 2,010.8 332.9 14.8% 34.2 1.5% 72% False False 44,636
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 5.8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,396.7
2.618 2,345.3
1.618 2,313.8
1.000 2,294.3
0.618 2,282.3
HIGH 2,262.8
0.618 2,250.8
0.500 2,247.1
0.382 2,243.3
LOW 2,231.3
0.618 2,211.8
1.000 2,199.8
1.618 2,180.3
2.618 2,148.8
4.250 2,097.4
Fisher Pivots for day following 29-Oct-2024
Pivot 1 day 3 day
R1 2,249.2 2,246.8
PP 2,248.1 2,243.3
S1 2,247.1 2,239.8

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

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