CME E-mini Russell 2000 Index Futures December 2024


Trading Metrics calculated at close of trading on 18-Nov-2024
Day Change Summary
Previous Current
15-Nov-2024 18-Nov-2024 Change Change % Previous Week
Open 2,350.7 2,317.7 -33.0 -1.4% 2,418.1
High 2,355.8 2,334.4 -21.4 -0.9% 2,455.6
Low 2,306.4 2,309.3 2.9 0.1% 2,306.4
Close 2,313.6 2,317.7 4.1 0.2% 2,313.6
Range 49.4 25.1 -24.3 -49.2% 149.2
ATR 48.3 46.7 -1.7 -3.4% 0.0
Volume 184,231 118,501 -65,730 -35.7% 907,416
Daily Pivots for day following 18-Nov-2024
Classic Woodie Camarilla DeMark
R4 2,395.8 2,381.8 2,331.5
R3 2,370.7 2,356.7 2,324.6
R2 2,345.6 2,345.6 2,322.3
R1 2,331.6 2,331.6 2,320.0 2,330.3
PP 2,320.5 2,320.5 2,320.5 2,319.8
S1 2,306.5 2,306.5 2,315.4 2,305.2
S2 2,295.4 2,295.4 2,313.1
S3 2,270.3 2,281.4 2,310.8
S4 2,245.2 2,256.3 2,303.9
Weekly Pivots for week ending 15-Nov-2024
Classic Woodie Camarilla DeMark
R4 2,806.1 2,709.1 2,395.7
R3 2,656.9 2,559.9 2,354.6
R2 2,507.7 2,507.7 2,341.0
R1 2,410.7 2,410.7 2,327.3 2,384.6
PP 2,358.5 2,358.5 2,358.5 2,345.5
S1 2,261.5 2,261.5 2,299.9 2,235.4
S2 2,209.3 2,209.3 2,286.2
S3 2,060.1 2,112.3 2,272.6
S4 1,910.9 1,963.1 2,231.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,449.7 2,306.4 143.3 6.2% 48.8 2.1% 8% False False 171,236
10 2,455.6 2,220.0 235.6 10.2% 56.3 2.4% 41% False False 195,008
20 2,455.6 2,198.4 257.2 11.1% 46.6 2.0% 46% False False 164,821
40 2,455.6 2,181.5 274.1 11.8% 41.6 1.8% 50% False False 154,154
60 2,455.6 2,077.7 377.9 16.3% 42.2 1.8% 64% False False 131,908
80 2,455.6 2,010.8 444.8 19.2% 46.4 2.0% 69% False False 99,106
100 2,455.6 2,010.8 444.8 19.2% 46.1 2.0% 69% False False 79,335
120 2,455.6 2,010.8 444.8 19.2% 40.3 1.7% 69% False False 66,117
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.9
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 2,441.1
2.618 2,400.1
1.618 2,375.0
1.000 2,359.5
0.618 2,349.9
HIGH 2,334.4
0.618 2,324.8
0.500 2,321.9
0.382 2,318.9
LOW 2,309.3
0.618 2,293.8
1.000 2,284.2
1.618 2,268.7
2.618 2,243.6
4.250 2,202.6
Fisher Pivots for day following 18-Nov-2024
Pivot 1 day 3 day
R1 2,321.9 2,353.8
PP 2,320.5 2,341.8
S1 2,319.1 2,329.7

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

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