CME E-mini Russell 2000 Index Futures June 2024


Trading Metrics calculated at close of trading on 03-May-2024
Day Change Summary
Previous Current
02-May-2024 03-May-2024 Change Change % Previous Week
Open 1,997.9 2,026.4 28.5 1.4% 2,019.0
High 2,032.2 2,070.0 37.8 1.9% 2,070.0
Low 1,991.7 2,019.1 27.4 1.4% 1,972.1
Close 2,027.2 2,045.8 18.6 0.9% 2,045.8
Range 40.5 50.9 10.4 25.7% 97.9
ATR 42.3 42.9 0.6 1.4% 0.0
Volume 186,415 197,735 11,320 6.1% 957,079
Daily Pivots for day following 03-May-2024
Classic Woodie Camarilla DeMark
R4 2,197.7 2,172.6 2,073.8
R3 2,146.8 2,121.7 2,059.8
R2 2,095.9 2,095.9 2,055.1
R1 2,070.8 2,070.8 2,050.5 2,083.4
PP 2,045.0 2,045.0 2,045.0 2,051.2
S1 2,019.9 2,019.9 2,041.1 2,032.5
S2 1,994.1 1,994.1 2,036.5
S3 1,943.2 1,969.0 2,031.8
S4 1,892.3 1,918.1 2,017.8
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 2,070.0 1,972.1 97.9 4.8% 43.4 2.1% 75% True False 191,415
10 2,070.0 1,958.7 111.3 5.4% 42.0 2.1% 78% True False 186,720
20 2,114.0 1,915.8 198.2 9.7% 43.9 2.1% 66% False False 212,493
40 2,167.0 1,915.8 251.2 12.3% 41.2 2.0% 52% False False 208,002
60 2,167.0 1,915.8 251.2 12.3% 40.4 2.0% 52% False False 139,407
80 2,167.0 1,915.8 251.2 12.3% 39.8 1.9% 52% False False 104,603
100 2,167.0 1,907.4 259.6 12.7% 39.4 1.9% 53% False False 83,703
120 2,167.0 1,725.3 441.7 21.6% 37.2 1.8% 73% False False 69,753
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 7.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,286.3
2.618 2,203.3
1.618 2,152.4
1.000 2,120.9
0.618 2,101.5
HIGH 2,070.0
0.618 2,050.6
0.500 2,044.6
0.382 2,038.5
LOW 2,019.1
0.618 1,987.6
1.000 1,968.2
1.618 1,936.7
2.618 1,885.8
4.250 1,802.8
Fisher Pivots for day following 03-May-2024
Pivot 1 day 3 day
R1 2,045.4 2,037.6
PP 2,045.0 2,029.3
S1 2,044.6 2,021.1

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

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