^RUT

Russell 2000 Index
Chicago OptionsUSDINDEX DELAYED
Last price
2,830.30
▼ 16.84 (0.59%)
MARKET · —

Price

1D — H — L — Range — Vol —
Drag pan · Pinch zoom · Hold crosshair · pick a tool then drag to draw
Open
2,854.96
Prev close
2,847.14
Day high
2,864.83
Day low
2,825.98
Volume
0
Market cap
—
P/E (TTM)
—
52W range
2,303.46 – 3,069.71

Day trading desk

Current session · delayed
Gap from prior close
+0.27%
Prior close 2,847.14
VWAP
—
—
Relative volume
0.00×
Quiet session
Session range
1.37%
2,825.98 – 2,864.83
Position in range
11%
Near session low
ATR (14D)
34.45
1.22% of price
Prior day high
2,859.13
PDH
Prior day low
2,821.63
PDL
Bid / ask spread
—
Quote not published
Session volume
—
Avg 5.02B

VWAP and the session figures are computed from the delayed intraday series on this page, so they lag the live tape and will not match a broker's real-time VWAP exactly. Turn on Prior day H/L/C, Opening range and Volume profile in the chart's Studies menu to see these levels drawn on price.

About this index

Reference

Market-cap weighted index of about 2,000 US small-cap companies, reconstituted annually. Often read as a gauge of domestic small-business conditions.

Trailing performance

Price return · vs SPY
Returnvs SPY
1W
+0.80% -1.2%
1M
-4.88% -6.0%
3M
-4.27% -8.8%
6M
+11.21% -7.0%
YTD
+14.04% -0.2%
1Y
+14.30% -2.1%
3Y
+58.55% -23.7%
5Y
— —

Price return only. Dividends are not reinvested, so total return on a dividend payer will be higher than shown.

Tracking funds

Investable exposure
SymbolNameLastChg%VolumeMkt cap
IWM iShares Russell 2000 ETF 281.34 -2.04 -0.72% 21.80M —
VTWO Vanguard Russell 2000 Index Fund ETF Shares 113.64 -0.79 -0.69% 1.52M —

The index itself cannot be bought. These funds track it, each with its own expense ratio and tracking difference.

Moving averages & technicals

Computed from 2Y daily closes
SMA 10
2,825.14
+0.18% from price
SMA 20
2,854.46
-0.85% from price
SMA 50
2,939.25
-3.71% from price
SMA 100
2,935.78
-3.59% from price
SMA 200
2,784.88
+1.63% from price
EMA 12
2,839.28
-0.32% from price
EMA 26
2,873.51
-1.50% from price
EMA 50
2,903.25
-2.51% from price
RSI (14)
40.1
Neutral
MACD (12,26,9)
-34.23
Hist 2.37
ATR (14)
34.45
1.22% of price
Realised vol 30D
11.4%
Annualised
Bollinger upper
2,922.54
20, 2σ
Bollinger lower
2,786.38
20, 2σ
50 / 200 cross
Golden
2,939.25 vs 2,784.88
Trend bias
Above 200
+1.63%

Risk profile

Daily returns · 1Y window
Beta vs SPY
1.18
More volatile than market
Correlation to SPY
0.82
Moves with the index
Realised vol 30D
11.4%
Annualised
Market vol 1Y
13.0%
SPY, annualised
Max drawdown 1Y
-11.2%
Peak to trough
Max drawdown 5Y
-33.0%
Peak to trough
ATR 14
34.45
1.22% of price
Beta (reported)
—
5Y monthly, from filing

PRIVATE STRATEGY · BY QUALIFICATION

The same data. A different seat.

The research you are reading is the input layer for a discretionary options program we run for a small number of qualified investors. Minimum $1,000,000.