CME E-mini Russell 2000 Index Futures March 2024


Trading Metrics calculated at close of trading on 15-Feb-2024
Day Change Summary
Previous Current
14-Feb-2024 15-Feb-2024 Change Change % Previous Week
Open 1,972.3 2,018.5 46.2 2.3% 1,968.4
High 2,021.8 2,071.2 49.4 2.4% 2,020.8
Low 1,970.4 2,017.2 46.8 2.4% 1,925.4
Close 2,016.8 2,067.5 50.7 2.5% 2,019.1
Range 51.4 54.0 2.6 5.1% 95.4
ATR 44.8 45.5 0.7 1.5% 0.0
Volume 259,660 279,940 20,280 7.8% 963,739
Daily Pivots for day following 15-Feb-2024
Classic Woodie Camarilla DeMark
R4 2,214.0 2,194.7 2,097.2
R3 2,160.0 2,140.7 2,082.4
R2 2,106.0 2,106.0 2,077.4
R1 2,086.7 2,086.7 2,072.5 2,096.4
PP 2,052.0 2,052.0 2,052.0 2,056.8
S1 2,032.7 2,032.7 2,062.6 2,042.4
S2 1,998.0 1,998.0 2,057.6
S3 1,944.0 1,978.7 2,052.7
S4 1,890.0 1,924.7 2,037.8
Weekly Pivots for week ending 09-Feb-2024
Classic Woodie Camarilla DeMark
R4 2,274.6 2,242.3 2,071.6
R3 2,179.2 2,146.9 2,045.3
R2 2,083.8 2,083.8 2,036.6
R1 2,051.5 2,051.5 2,027.8 2,067.7
PP 1,988.4 1,988.4 1,988.4 1,996.5
S1 1,956.1 1,956.1 2,010.4 1,972.3
S2 1,893.0 1,893.0 2,001.6
S3 1,797.6 1,860.7 1,992.9
S4 1,702.2 1,765.3 1,966.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,071.2 1,953.7 117.5 5.7% 58.4 2.8% 97% True False 286,381
10 2,071.2 1,925.4 145.8 7.1% 47.2 2.3% 97% True False 242,260
20 2,071.2 1,921.3 149.9 7.3% 43.9 2.1% 98% True False 231,171
40 2,097.0 1,904.8 192.2 9.3% 42.1 2.0% 85% False False 223,473
60 2,097.0 1,804.7 292.3 14.1% 39.8 1.9% 90% False False 188,092
80 2,097.0 1,656.1 440.9 21.3% 38.7 1.9% 93% False False 141,128
100 2,097.0 1,656.1 440.9 21.3% 38.0 1.8% 93% False False 112,934
120 2,097.0 1,656.1 440.9 21.3% 34.7 1.7% 93% False False 94,120
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,300.7
2.618 2,212.6
1.618 2,158.6
1.000 2,125.2
0.618 2,104.6
HIGH 2,071.2
0.618 2,050.6
0.500 2,044.2
0.382 2,037.8
LOW 2,017.2
0.618 1,983.8
1.000 1,963.2
1.618 1,929.8
2.618 1,875.8
4.250 1,787.7
Fisher Pivots for day following 15-Feb-2024
Pivot 1 day 3 day
R1 2,059.7 2,049.2
PP 2,052.0 2,030.8
S1 2,044.2 2,012.5

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

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