CME E-mini Russell 2000 Index Futures March 2024


Trading Metrics calculated at close of trading on 19-Dec-2023
Day Change Summary
Previous Current
18-Dec-2023 19-Dec-2023 Change Change % Previous Week
Open 2,010.2 2,004.2 -6.0 -0.3% 1,901.8
High 2,022.6 2,047.9 25.3 1.3% 2,045.3
Low 2,001.2 2,000.2 -1.0 0.0% 1,887.2
Close 2,005.6 2,044.8 39.2 2.0% 2,005.4
Range 21.4 47.7 26.3 122.9% 158.1
ATR 38.2 38.9 0.7 1.8% 0.0
Volume 202,380 216,779 14,399 7.1% 1,888,118
Daily Pivots for day following 19-Dec-2023
Classic Woodie Camarilla DeMark
R4 2,174.1 2,157.1 2,071.0
R3 2,126.4 2,109.4 2,057.9
R2 2,078.7 2,078.7 2,053.5
R1 2,061.7 2,061.7 2,049.2 2,070.2
PP 2,031.0 2,031.0 2,031.0 2,035.2
S1 2,014.0 2,014.0 2,040.4 2,022.5
S2 1,983.3 1,983.3 2,036.1
S3 1,935.6 1,966.3 2,031.7
S4 1,887.9 1,918.6 2,018.6
Weekly Pivots for week ending 15-Dec-2023
Classic Woodie Camarilla DeMark
R4 2,453.6 2,387.6 2,092.4
R3 2,295.5 2,229.5 2,048.9
R2 2,137.4 2,137.4 2,034.4
R1 2,071.4 2,071.4 2,019.9 2,104.4
PP 1,979.3 1,979.3 1,979.3 1,995.8
S1 1,913.3 1,913.3 1,990.9 1,946.3
S2 1,821.2 1,821.2 1,976.4
S3 1,663.1 1,755.2 1,961.9
S4 1,505.0 1,597.1 1,918.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,047.9 1,890.0 157.9 7.7% 54.5 2.7% 98% True False 325,427
10 2,047.9 1,865.5 182.4 8.9% 42.8 2.1% 98% True False 253,764
20 2,047.9 1,804.7 243.2 11.9% 36.4 1.8% 99% True False 128,145
40 2,047.9 1,656.1 391.8 19.2% 35.8 1.8% 99% True False 64,194
60 2,047.9 1,656.1 391.8 19.2% 35.6 1.7% 99% True False 42,854
80 2,047.9 1,656.1 391.8 19.2% 31.3 1.5% 99% True False 32,153
100 2,052.8 1,656.1 396.7 19.4% 29.2 1.4% 98% False False 25,723
120 2,052.8 1,656.1 396.7 19.4% 27.5 1.3% 98% False False 21,436
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,250.6
2.618 2,172.8
1.618 2,125.1
1.000 2,095.6
0.618 2,077.4
HIGH 2,047.9
0.618 2,029.7
0.500 2,024.1
0.382 2,018.4
LOW 2,000.2
0.618 1,970.7
1.000 1,952.5
1.618 1,923.0
2.618 1,875.3
4.250 1,797.5
Fisher Pivots for day following 19-Dec-2023
Pivot 1 day 3 day
R1 2,037.9 2,036.9
PP 2,031.0 2,028.9
S1 2,024.1 2,021.0

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

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