CME E-mini Russell 2000 Index Futures June 2024


Trading Metrics calculated at close of trading on 10-Apr-2024
Day Change Summary
Previous Current
09-Apr-2024 10-Apr-2024 Change Change % Previous Week
Open 2,092.8 2,102.4 9.6 0.5% 2,150.6
High 2,106.7 2,114.0 7.3 0.3% 2,167.0
Low 2,081.1 2,027.9 -53.2 -2.6% 2,059.4
Close 2,100.3 2,043.2 -57.1 -2.7% 2,082.3
Range 25.6 86.1 60.5 236.3% 107.6
ATR 37.3 40.8 3.5 9.3% 0.0
Volume 159,897 368,117 208,220 130.2% 1,001,782
Daily Pivots for day following 10-Apr-2024
Classic Woodie Camarilla DeMark
R4 2,320.0 2,267.7 2,090.6
R3 2,233.9 2,181.6 2,066.9
R2 2,147.8 2,147.8 2,059.0
R1 2,095.5 2,095.5 2,051.1 2,078.6
PP 2,061.7 2,061.7 2,061.7 2,053.3
S1 2,009.4 2,009.4 2,035.3 1,992.5
S2 1,975.6 1,975.6 2,027.4
S3 1,889.5 1,923.3 2,019.5
S4 1,803.4 1,837.2 1,995.8
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 2,027.9 95.8 4.7% 45.8 2.2% 16% False True 214,841
10 2,167.0 2,027.9 139.1 6.8% 44.3 2.2% 11% False True 205,373
20 2,167.0 2,027.9 139.1 6.8% 39.8 1.9% 11% False True 194,594
40 2,167.0 1,976.0 191.0 9.3% 39.1 1.9% 35% False False 119,637
60 2,167.0 1,925.7 241.3 11.8% 38.7 1.9% 49% False False 79,832
80 2,167.0 1,925.7 241.3 11.8% 38.6 1.9% 49% False False 59,909
100 2,167.0 1,809.7 357.3 17.5% 36.0 1.8% 65% False False 47,928
120 2,167.0 1,676.0 491.0 24.0% 33.8 1.7% 75% False False 39,940
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.0
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 2,479.9
2.618 2,339.4
1.618 2,253.3
1.000 2,200.1
0.618 2,167.2
HIGH 2,114.0
0.618 2,081.1
0.500 2,071.0
0.382 2,060.8
LOW 2,027.9
0.618 1,974.7
1.000 1,941.8
1.618 1,888.6
2.618 1,802.5
4.250 1,662.0
Fisher Pivots for day following 10-Apr-2024
Pivot 1 day 3 day
R1 2,071.0 2,071.0
PP 2,061.7 2,061.7
S1 2,052.5 2,052.5

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

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