CME E-mini Russell 2000 Index Futures December 2024


Trading Metrics calculated at close of trading on 19-Dec-2024
Day Change Summary
Previous Current
18-Dec-2024 19-Dec-2024 Change Change % Previous Week
Open 2,333.9 2,232.6 -101.3 -4.3% 2,413.2
High 2,358.0 2,268.2 -89.8 -3.8% 2,435.4
Low 2,211.5 2,215.4 3.9 0.2% 2,337.3
Close 2,231.8 2,221.8 -10.0 -0.4% 2,349.7
Range 146.5 52.8 -93.7 -64.0% 98.1
ATR 46.4 46.9 0.5 1.0% 0.0
Volume 113,310 57,344 -55,966 -49.4% 858,754
Daily Pivots for day following 19-Dec-2024
Classic Woodie Camarilla DeMark
R4 2,393.5 2,360.5 2,250.8
R3 2,340.7 2,307.7 2,236.3
R2 2,287.9 2,287.9 2,231.5
R1 2,254.9 2,254.9 2,226.6 2,245.0
PP 2,235.1 2,235.1 2,235.1 2,230.2
S1 2,202.1 2,202.1 2,217.0 2,192.2
S2 2,182.3 2,182.3 2,212.1
S3 2,129.5 2,149.3 2,207.3
S4 2,076.7 2,096.5 2,192.8
Weekly Pivots for week ending 13-Dec-2024
Classic Woodie Camarilla DeMark
R4 2,668.4 2,607.2 2,403.7
R3 2,570.3 2,509.1 2,376.7
R2 2,472.2 2,472.2 2,367.7
R1 2,411.0 2,411.0 2,358.7 2,392.6
PP 2,374.1 2,374.1 2,374.1 2,364.9
S1 2,312.9 2,312.9 2,340.7 2,294.5
S2 2,276.0 2,276.0 2,331.7
S3 2,177.9 2,214.8 2,322.7
S4 2,079.8 2,116.7 2,295.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,374.6 2,211.5 163.1 7.3% 60.7 2.7% 6% False False 199,326
10 2,435.4 2,211.5 223.9 10.1% 46.5 2.1% 5% False False 172,906
20 2,477.1 2,211.5 265.6 12.0% 43.2 1.9% 4% False False 164,454
40 2,477.1 2,198.4 278.7 12.5% 45.6 2.1% 8% False False 166,215
60 2,477.1 2,181.5 295.6 13.3% 42.7 1.9% 14% False False 158,116
80 2,477.1 2,077.7 399.4 18.0% 42.9 1.9% 36% False False 143,790
100 2,477.1 2,010.8 466.3 21.0% 45.7 2.1% 45% False False 115,175
120 2,477.1 2,010.8 466.3 21.0% 45.8 2.1% 45% False False 96,027
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,492.6
2.618 2,406.4
1.618 2,353.6
1.000 2,321.0
0.618 2,300.8
HIGH 2,268.2
0.618 2,248.0
0.500 2,241.8
0.382 2,235.6
LOW 2,215.4
0.618 2,182.8
1.000 2,162.6
1.618 2,130.0
2.618 2,077.2
4.250 1,991.0
Fisher Pivots for day following 19-Dec-2024
Pivot 1 day 3 day
R1 2,241.8 2,288.8
PP 2,235.1 2,266.4
S1 2,228.5 2,244.1

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

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