CME E-mini Russell 2000 Index Futures June 2024


Trading Metrics calculated at close of trading on 09-Apr-2024
Day Change Summary
Previous Current
08-Apr-2024 09-Apr-2024 Change Change % Previous Week
Open 2,086.0 2,092.8 6.8 0.3% 2,150.6
High 2,101.6 2,106.7 5.1 0.2% 2,167.0
Low 2,074.0 2,081.1 7.1 0.3% 2,059.4
Close 2,092.4 2,100.3 7.9 0.4% 2,082.3
Range 27.6 25.6 -2.0 -7.2% 107.6
ATR 38.2 37.3 -0.9 -2.4% 0.0
Volume 144,288 159,897 15,609 10.8% 1,001,782
Daily Pivots for day following 09-Apr-2024
Classic Woodie Camarilla DeMark
R4 2,172.8 2,162.2 2,114.4
R3 2,147.2 2,136.6 2,107.3
R2 2,121.6 2,121.6 2,105.0
R1 2,111.0 2,111.0 2,102.6 2,116.3
PP 2,096.0 2,096.0 2,096.0 2,098.7
S1 2,085.4 2,085.4 2,098.0 2,090.7
S2 2,070.4 2,070.4 2,095.6
S3 2,044.8 2,059.8 2,093.3
S4 2,019.2 2,034.2 2,086.2
Weekly Pivots for week ending 05-Apr-2024
Classic Woodie Camarilla DeMark
R4 2,425.7 2,361.6 2,141.5
R3 2,318.1 2,254.0 2,111.9
R2 2,210.5 2,210.5 2,102.0
R1 2,146.4 2,146.4 2,092.2 2,124.7
PP 2,102.9 2,102.9 2,102.9 2,092.0
S1 2,038.8 2,038.8 2,072.4 2,017.1
S2 1,995.3 1,995.3 2,062.6
S3 1,887.7 1,931.2 2,052.7
S4 1,780.1 1,823.6 2,023.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,123.7 2,059.4 64.3 3.1% 35.2 1.7% 64% False False 178,920
10 2,167.0 2,059.4 107.6 5.1% 38.3 1.8% 38% False False 181,841
20 2,167.0 2,032.5 134.5 6.4% 37.3 1.8% 50% False False 192,183
40 2,167.0 1,976.0 191.0 9.1% 38.1 1.8% 65% False False 110,455
60 2,167.0 1,925.7 241.3 11.5% 38.0 1.8% 72% False False 73,699
80 2,167.0 1,907.4 259.6 12.4% 38.5 1.8% 74% False False 55,308
100 2,167.0 1,746.9 420.1 20.0% 36.1 1.7% 84% False False 44,247
120 2,167.0 1,676.0 491.0 23.4% 33.4 1.6% 86% False False 36,872
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 11.6
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 2,215.5
2.618 2,173.7
1.618 2,148.1
1.000 2,132.3
0.618 2,122.5
HIGH 2,106.7
0.618 2,096.9
0.500 2,093.9
0.382 2,090.9
LOW 2,081.1
0.618 2,065.3
1.000 2,055.5
1.618 2,039.7
2.618 2,014.1
4.250 1,972.3
Fisher Pivots for day following 09-Apr-2024
Pivot 1 day 3 day
R1 2,098.2 2,094.6
PP 2,096.0 2,088.8
S1 2,093.9 2,083.1

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

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