CME E-mini Russell 2000 Index Futures March 2024


Trading Metrics calculated at close of trading on 26-Feb-2024
Day Change Summary
Previous Current
23-Feb-2024 26-Feb-2024 Change Change % Previous Week
Open 2,013.7 2,018.0 4.3 0.2% 2,037.5
High 2,031.9 2,036.7 4.8 0.2% 2,044.8
Low 2,003.6 2,009.3 5.7 0.3% 1,985.0
Close 2,020.5 2,032.2 11.7 0.6% 2,020.5
Range 28.3 27.4 -0.9 -3.2% 59.8
ATR 41.2 40.2 -1.0 -2.4% 0.0
Volume 178,823 148,525 -30,298 -16.9% 799,375
Daily Pivots for day following 26-Feb-2024
Classic Woodie Camarilla DeMark
R4 2,108.3 2,097.6 2,047.3
R3 2,080.9 2,070.2 2,039.7
R2 2,053.5 2,053.5 2,037.2
R1 2,042.8 2,042.8 2,034.7 2,048.2
PP 2,026.1 2,026.1 2,026.1 2,028.7
S1 2,015.4 2,015.4 2,029.7 2,020.8
S2 1,998.7 1,998.7 2,027.2
S3 1,971.3 1,988.0 2,024.7
S4 1,943.9 1,960.6 2,017.1
Weekly Pivots for week ending 23-Feb-2024
Classic Woodie Camarilla DeMark
R4 2,196.2 2,168.1 2,053.4
R3 2,136.4 2,108.3 2,036.9
R2 2,076.6 2,076.6 2,031.5
R1 2,048.5 2,048.5 2,026.0 2,032.7
PP 2,016.8 2,016.8 2,016.8 2,008.8
S1 1,988.7 1,988.7 2,015.0 1,972.9
S2 1,957.0 1,957.0 2,009.5
S3 1,897.2 1,928.9 2,004.1
S4 1,837.4 1,869.1 1,987.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,044.8 1,985.0 59.8 2.9% 30.0 1.5% 79% False False 189,580
10 2,071.2 1,953.7 117.5 5.8% 44.3 2.2% 67% False False 242,484
20 2,071.2 1,925.4 145.8 7.2% 42.1 2.1% 73% False False 227,979
40 2,096.2 1,904.8 191.4 9.4% 40.9 2.0% 67% False False 223,146
60 2,097.0 1,816.4 280.6 13.8% 40.7 2.0% 77% False False 208,300
80 2,097.0 1,661.9 435.1 21.4% 38.9 1.9% 85% False False 156,295
100 2,097.0 1,656.1 440.9 21.7% 37.9 1.9% 85% False False 125,070
120 2,097.0 1,656.1 440.9 21.7% 35.5 1.7% 85% False False 104,240
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,153.2
2.618 2,108.4
1.618 2,081.0
1.000 2,064.1
0.618 2,053.6
HIGH 2,036.7
0.618 2,026.2
0.500 2,023.0
0.382 2,019.8
LOW 2,009.3
0.618 1,992.4
1.000 1,981.9
1.618 1,965.0
2.618 1,937.6
4.250 1,892.9
Fisher Pivots for day following 26-Feb-2024
Pivot 1 day 3 day
R1 2,029.1 2,027.4
PP 2,026.1 2,022.6
S1 2,023.0 2,017.9

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

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