CME E-mini Russell 2000 Index Futures June 2024


Trading Metrics calculated at close of trading on 27-Feb-2024
Day Change Summary
Previous Current
26-Feb-2024 27-Feb-2024 Change Change % Previous Week
Open 2,046.8 2,055.4 8.6 0.4% 2,066.9
High 2,059.2 2,085.9 26.7 1.3% 2,066.9
Low 2,032.4 2,050.3 17.9 0.9% 2,007.0
Close 2,055.1 2,083.5 28.4 1.4% 2,043.1
Range 26.8 35.6 8.8 32.8% 59.9
ATR 39.1 38.9 -0.3 -0.6% 0.0
Volume 387 672 285 73.6% 1,111
Daily Pivots for day following 27-Feb-2024
Classic Woodie Camarilla DeMark
R4 2,180.0 2,167.4 2,103.1
R3 2,144.4 2,131.8 2,093.3
R2 2,108.8 2,108.8 2,090.0
R1 2,096.2 2,096.2 2,086.8 2,102.5
PP 2,073.2 2,073.2 2,073.2 2,076.4
S1 2,060.6 2,060.6 2,080.2 2,066.9
S2 2,037.6 2,037.6 2,077.0
S3 2,002.0 2,025.0 2,073.7
S4 1,966.4 1,989.4 2,063.9
Weekly Pivots for week ending 23-Feb-2024
Classic Woodie Camarilla DeMark
R4 2,218.7 2,190.8 2,076.0
R3 2,158.8 2,130.9 2,059.6
R2 2,098.9 2,098.9 2,054.1
R1 2,071.0 2,071.0 2,048.6 2,055.0
PP 2,039.0 2,039.0 2,039.0 2,031.0
S1 2,011.1 2,011.1 2,037.6 1,995.1
S2 1,979.1 1,979.1 2,032.1
S3 1,919.2 1,951.2 2,026.6
S4 1,859.3 1,891.3 2,010.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,085.9 2,007.0 78.9 3.8% 27.8 1.3% 97% True False 376
10 2,093.5 1,976.0 117.5 5.6% 42.7 2.1% 91% False False 405
20 2,093.5 1,947.2 146.3 7.0% 40.9 2.0% 93% False False 345
40 2,106.4 1,925.7 180.7 8.7% 39.9 1.9% 87% False False 262
60 2,116.9 1,838.0 278.9 13.4% 37.9 1.8% 88% False False 189
80 2,116.9 1,689.7 427.2 20.5% 34.5 1.7% 92% False False 142
100 2,116.9 1,676.0 440.9 21.2% 31.7 1.5% 92% False False 114
120 2,116.9 1,676.0 440.9 21.2% 29.2 1.4% 92% False False 95
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.7
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,237.2
2.618 2,179.1
1.618 2,143.5
1.000 2,121.5
0.618 2,107.9
HIGH 2,085.9
0.618 2,072.3
0.500 2,068.1
0.382 2,063.9
LOW 2,050.3
0.618 2,028.3
1.000 2,014.7
1.618 1,992.7
2.618 1,957.1
4.250 1,899.0
Fisher Pivots for day following 27-Feb-2024
Pivot 1 day 3 day
R1 2,078.4 2,074.5
PP 2,073.2 2,065.5
S1 2,068.1 2,056.5

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

View Archives - Comment on this page... - Back to Index of Symbols