CME E-mini Russell 2000 Index Futures June 2024


Trading Metrics calculated at close of trading on 20-Feb-2024
Day Change Summary
Previous Current
16-Feb-2024 20-Feb-2024 Change Change % Previous Week
Open 2,086.0 2,066.9 -19.1 -0.9% 2,042.9
High 2,092.7 2,066.9 -25.8 -1.2% 2,093.5
Low 2,055.0 2,024.8 -30.2 -1.5% 1,976.0
Close 2,061.7 2,032.6 -29.1 -1.4% 2,061.7
Range 37.7 42.1 4.4 11.7% 117.5
ATR 43.8 43.7 -0.1 -0.3% 0.0
Volume 364 289 -75 -20.6% 2,725
Daily Pivots for day following 20-Feb-2024
Classic Woodie Camarilla DeMark
R4 2,167.7 2,142.3 2,055.8
R3 2,125.6 2,100.2 2,044.2
R2 2,083.5 2,083.5 2,040.3
R1 2,058.1 2,058.1 2,036.5 2,049.8
PP 2,041.4 2,041.4 2,041.4 2,037.3
S1 2,016.0 2,016.0 2,028.7 2,007.7
S2 1,999.3 1,999.3 2,024.9
S3 1,957.2 1,973.9 2,021.0
S4 1,915.1 1,931.8 2,009.4
Weekly Pivots for week ending 16-Feb-2024
Classic Woodie Camarilla DeMark
R4 2,396.2 2,346.5 2,126.3
R3 2,278.7 2,229.0 2,094.0
R2 2,161.2 2,161.2 2,083.2
R1 2,111.5 2,111.5 2,072.5 2,136.4
PP 2,043.7 2,043.7 2,043.7 2,056.2
S1 1,994.0 1,994.0 2,050.9 2,018.9
S2 1,926.2 1,926.2 2,040.2
S3 1,808.7 1,876.5 2,029.4
S4 1,691.2 1,759.0 1,997.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,093.5 1,976.0 117.5 5.8% 57.6 2.8% 48% False False 434
10 2,093.5 1,956.2 137.3 6.8% 46.4 2.3% 56% False False 391
20 2,093.5 1,947.2 146.3 7.2% 43.1 2.1% 58% False False 291
40 2,116.9 1,925.7 191.2 9.4% 39.9 2.0% 56% False False 224
60 2,116.9 1,828.5 288.4 14.2% 36.9 1.8% 71% False False 158
80 2,116.9 1,676.0 440.9 21.7% 34.0 1.7% 81% False False 119
100 2,116.9 1,676.0 440.9 21.7% 31.8 1.6% 81% False False 95
120 2,116.9 1,676.0 440.9 21.7% 28.0 1.4% 81% False False 79
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 4.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,245.8
2.618 2,177.1
1.618 2,135.0
1.000 2,109.0
0.618 2,092.9
HIGH 2,066.9
0.618 2,050.8
0.500 2,045.9
0.382 2,040.9
LOW 2,024.8
0.618 1,998.8
1.000 1,982.7
1.618 1,956.7
2.618 1,914.6
4.250 1,845.9
Fisher Pivots for day following 20-Feb-2024
Pivot 1 day 3 day
R1 2,045.9 2,059.2
PP 2,041.4 2,050.3
S1 2,037.0 2,041.5

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

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