CME E-mini Russell 2000 Index Futures June 2024

Trading Metrics calculated at close of trading on 23-Apr-2024

Day Change Summary
	Previous	Current
	22-Apr-2024	23-Apr-2024	Change	Change %	Previous Week
Open	1,966.4	1,985.1	18.7	1.0%	2,019.8
High	1,993.2	2,023.9	30.7	1.5%	2,035.8
Low	1,958.7	1,973.9	15.2	0.8%	1,915.8
Close	1,982.6	2,014.9	32.3	1.6%	1,961.2
Range	34.5	50.0	15.5	44.9%	120.0
ATR	42.1	42.6	0.6	1.3%	0.0
Volume	159,567	187,512	27,945	17.5%	1,250,255

Daily Pivots for day following 23-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,154.2	2,134.6	2,042.4
R3	2,104.2	2,084.6	2,028.7
R2	2,054.2	2,054.2	2,024.1
R1	2,034.6	2,034.6	2,019.5	2,044.4
PP	2,004.2	2,004.2	2,004.2	2,009.2
S1	1,984.6	1,984.6	2,010.3	1,994.4
S2	1,954.2	1,954.2	2,005.7
S3	1,904.2	1,934.6	2,001.2
S4	1,854.2	1,884.6	1,987.4

Weekly Pivots for week ending 19-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	2,330.9	2,266.1	2,027.2
R3	2,210.9	2,146.1	1,994.2
R2	2,090.9	2,090.9	1,983.2
R1	2,026.1	2,026.1	1,972.2	1,998.5
PP	1,970.9	1,970.9	1,970.9	1,957.2
S1	1,906.1	1,906.1	1,950.2	1,878.5
S2	1,850.9	1,850.9	1,939.2
S3	1,730.9	1,786.1	1,928.2
S4	1,610.9	1,666.1	1,895.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,023.9	1,915.8	108.1	5.4%	44.0	2.2%	92%	True	False	216,517
10	2,114.0	1,915.8	198.2	9.8%	48.9	2.4%	50%	False	False	242,554
20	2,167.0	1,915.8	251.2	12.5%	43.6	2.2%	39%	False	False	212,198
40	2,167.0	1,915.8	251.2	12.5%	39.4	2.0%	39%	False	False	170,988
60	2,167.0	1,915.8	251.2	12.5%	40.0	2.0%	39%	False	False	114,100
80	2,167.0	1,915.8	251.2	12.5%	39.5	2.0%	39%	False	False	85,617
100	2,167.0	1,838.0	329.0	16.3%	38.4	1.9%	54%	False	False	68,502
120	2,167.0	1,681.4	485.6	24.1%	36.0	1.8%	69%	False	False	57,085

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	11.9
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,236.4
2.618	2,154.8
1.618	2,104.8
1.000	2,073.9
0.618	2,054.8
HIGH	2,023.9
0.618	2,004.8
0.500	1,998.9
0.382	1,993.0
LOW	1,973.9
0.618	1,943.0
1.000	1,923.9
1.618	1,893.0
2.618	1,843.0
4.250	1,761.4

Fisher Pivots for day following 23-Apr-2024
Pivot	1 day	3 day
R1	2,009.6	1,999.9
PP	2,004.2	1,984.9
S1	1,998.9	1,969.9

Download as Excel Spreadsheet

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

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