CME E-mini Russell 2000 Index Futures June 2024


Trading Metrics calculated at close of trading on 19-Apr-2024
Day Change Summary
Previous Current
18-Apr-2024 19-Apr-2024 Change Change % Previous Week
Open 1,963.8 1,958.6 -5.2 -0.3% 2,019.8
High 1,987.4 1,974.2 -13.2 -0.7% 2,035.8
Low 1,951.9 1,915.8 -36.1 -1.8% 1,915.8
Close 1,958.1 1,961.2 3.1 0.2% 1,961.2
Range 35.5 58.4 22.9 64.5% 120.0
ATR 41.4 42.6 1.2 2.9% 0.0
Volume 219,658 276,502 56,844 25.9% 1,243,215
Daily Pivots for day following 19-Apr-2024
Classic Woodie Camarilla DeMark
R4 2,125.6 2,101.8 1,993.3
R3 2,067.2 2,043.4 1,977.3
R2 2,008.8 2,008.8 1,971.9
R1 1,985.0 1,985.0 1,966.6 1,996.9
PP 1,950.4 1,950.4 1,950.4 1,956.4
S1 1,926.6 1,926.6 1,955.8 1,938.5
S2 1,892.0 1,892.0 1,950.5
S3 1,833.6 1,868.2 1,945.1
S4 1,775.2 1,809.8 1,929.1
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 2,035.8 1,915.8 120.0 6.1% 43.7 2.2% 38% False True 248,643
10 2,114.0 1,915.8 198.2 10.1% 45.7 2.3% 23% False True 237,561
20 2,167.0 1,915.8 251.2 12.8% 42.5 2.2% 18% False True 208,079
40 2,167.0 1,915.8 251.2 12.8% 38.6 2.0% 18% False True 162,150
60 2,167.0 1,915.8 251.2 12.8% 39.6 2.0% 18% False True 108,202
80 2,167.0 1,915.8 251.2 12.8% 39.1 2.0% 18% False True 81,191
100 2,167.0 1,828.5 338.5 17.3% 37.8 1.9% 39% False False 64,961
120 2,167.0 1,676.0 491.0 25.0% 35.7 1.8% 58% False False 54,134
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.4
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2,222.4
2.618 2,127.1
1.618 2,068.7
1.000 2,032.6
0.618 2,010.3
HIGH 1,974.2
0.618 1,951.9
0.500 1,945.0
0.382 1,938.1
LOW 1,915.8
0.618 1,879.7
1.000 1,857.4
1.618 1,821.3
2.618 1,762.9
4.250 1,667.6
Fisher Pivots for day following 19-Apr-2024
Pivot 1 day 3 day
R1 1,955.8 1,960.3
PP 1,950.4 1,959.3
S1 1,945.0 1,958.4

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

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