CME E-mini Russell 2000 Index Futures June 2024


Trading Metrics calculated at close of trading on 08-May-2024
Day Change Summary
Previous Current
07-May-2024 08-May-2024 Change Change % Previous Week
Open 2,071.2 2,072.0 0.8 0.0% 2,019.0
High 2,088.8 2,074.4 -14.4 -0.7% 2,070.0
Low 2,069.2 2,051.8 -17.4 -0.8% 1,972.1
Close 2,076.7 2,064.8 -11.9 -0.6% 2,045.8
Range 19.6 22.6 3.0 15.3% 97.9
ATR 40.4 39.3 -1.1 -2.7% 0.0
Volume 131,226 118,276 -12,950 -9.9% 957,079
Daily Pivots for day following 08-May-2024
Classic Woodie Camarilla DeMark
R4 2,131.5 2,120.7 2,077.2
R3 2,108.9 2,098.1 2,071.0
R2 2,086.3 2,086.3 2,068.9
R1 2,075.5 2,075.5 2,066.9 2,069.6
PP 2,063.7 2,063.7 2,063.7 2,060.7
S1 2,052.9 2,052.9 2,062.7 2,047.0
S2 2,041.1 2,041.1 2,060.7
S3 2,018.5 2,030.3 2,058.6
S4 1,995.9 2,007.7 2,052.4
Weekly Pivots for week ending 03-May-2024
Classic Woodie Camarilla DeMark
R4 2,323.0 2,282.3 2,099.6
R3 2,225.1 2,184.4 2,072.7
R2 2,127.2 2,127.2 2,063.7
R1 2,086.5 2,086.5 2,054.8 2,106.9
PP 2,029.3 2,029.3 2,029.3 2,039.5
S1 1,988.6 1,988.6 2,036.8 2,009.0
S2 1,931.4 1,931.4 2,027.9
S3 1,833.5 1,890.7 2,018.9
S4 1,735.6 1,792.8 1,992.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,088.8 1,991.7 97.1 4.7% 32.3 1.6% 75% False False 153,179
10 2,088.8 1,965.7 123.1 6.0% 38.0 1.8% 81% False False 173,268
20 2,088.8 1,915.8 173.0 8.4% 40.4 2.0% 86% False False 197,965
40 2,167.0 1,915.8 251.2 12.2% 40.1 1.9% 59% False False 196,280
60 2,167.0 1,915.8 251.2 12.2% 39.6 1.9% 59% False False 145,746
80 2,167.0 1,915.8 251.2 12.2% 39.1 1.9% 59% False False 109,365
100 2,167.0 1,915.8 251.2 12.2% 39.0 1.9% 59% False False 87,520
120 2,167.0 1,809.7 357.3 17.3% 36.7 1.8% 71% False False 72,934
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,170.5
2.618 2,133.6
1.618 2,111.0
1.000 2,097.0
0.618 2,088.4
HIGH 2,074.4
0.618 2,065.8
0.500 2,063.1
0.382 2,060.4
LOW 2,051.8
0.618 2,037.8
1.000 2,029.2
1.618 2,015.2
2.618 1,992.6
4.250 1,955.8
Fisher Pivots for day following 08-May-2024
Pivot 1 day 3 day
R1 2,064.2 2,068.2
PP 2,063.7 2,067.0
S1 2,063.1 2,065.9

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

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