CME E-mini Russell 2000 Index Futures June 2024


Trading Metrics calculated at close of trading on 29-Apr-2024
Day Change Summary
Previous Current
26-Apr-2024 29-Apr-2024 Change Change % Previous Week
Open 1,992.9 2,019.0 26.1 1.3% 1,966.4
High 2,020.0 2,032.9 12.9 0.6% 2,023.9
Low 1,984.6 2,015.1 30.5 1.5% 1,958.7
Close 2,013.7 2,027.1 13.4 0.7% 2,013.7
Range 35.4 17.8 -17.6 -49.7% 65.2
ATR 42.0 40.4 -1.6 -3.9% 0.0
Volume 168,512 123,420 -45,092 -26.8% 910,129
Daily Pivots for day following 29-Apr-2024
Classic Woodie Camarilla DeMark
R4 2,078.4 2,070.6 2,036.9
R3 2,060.6 2,052.8 2,032.0
R2 2,042.8 2,042.8 2,030.4
R1 2,035.0 2,035.0 2,028.7 2,038.9
PP 2,025.0 2,025.0 2,025.0 2,027.0
S1 2,017.2 2,017.2 2,025.5 2,021.1
S2 2,007.2 2,007.2 2,023.8
S3 1,989.4 1,999.4 2,022.2
S4 1,971.6 1,981.6 2,017.3
Weekly Pivots for week ending 26-Apr-2024
Classic Woodie Camarilla DeMark
R4 2,194.4 2,169.2 2,049.6
R3 2,129.2 2,104.0 2,031.6
R2 2,064.0 2,064.0 2,025.7
R1 2,038.8 2,038.8 2,019.7 2,051.4
PP 1,998.8 1,998.8 1,998.8 2,005.1
S1 1,973.6 1,973.6 2,007.7 1,986.2
S2 1,933.6 1,933.6 2,001.7
S3 1,868.4 1,908.4 1,995.8
S4 1,803.2 1,843.2 1,977.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,032.9 1,965.7 67.2 3.3% 37.2 1.8% 91% True False 174,796
10 2,032.9 1,915.8 117.1 5.8% 38.6 1.9% 95% True False 202,496
20 2,129.5 1,915.8 213.7 10.5% 42.9 2.1% 52% False False 212,033
40 2,167.0 1,915.8 251.2 12.4% 39.3 1.9% 44% False False 188,058
60 2,167.0 1,915.8 251.2 12.4% 39.3 1.9% 44% False False 125,524
80 2,167.0 1,915.8 251.2 12.4% 39.2 1.9% 44% False False 94,191
100 2,167.0 1,886.0 281.0 13.9% 38.5 1.9% 50% False False 75,367
120 2,167.0 1,725.3 441.7 21.8% 36.2 1.8% 68% False False 62,806
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 9.5
Narrowest range in 95 trading days
Fibonacci Retracements and Extensions
4.250 2,108.6
2.618 2,079.5
1.618 2,061.7
1.000 2,050.7
0.618 2,043.9
HIGH 2,032.9
0.618 2,026.1
0.500 2,024.0
0.382 2,021.9
LOW 2,015.1
0.618 2,004.1
1.000 1,997.3
1.618 1,986.3
2.618 1,968.5
4.250 1,939.5
Fisher Pivots for day following 29-Apr-2024
Pivot 1 day 3 day
R1 2,026.1 2,017.8
PP 2,025.0 2,008.6
S1 2,024.0 1,999.3

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

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