CME E-mini Russell 2000 Index Futures December 2024


Trading Metrics calculated at close of trading on 25-Oct-2024
Day Change Summary
Previous Current
24-Oct-2024 25-Oct-2024 Change Change % Previous Week
Open 2,223.7 2,231.7 8.0 0.4% 2,293.5
High 2,243.5 2,252.2 8.7 0.4% 2,300.8
Low 2,217.9 2,216.7 -1.2 -0.1% 2,206.5
Close 2,231.0 2,221.5 -9.5 -0.4% 2,221.5
Range 25.6 35.5 9.9 38.7% 94.3
ATR 37.3 37.2 -0.1 -0.3% 0.0
Volume 110,842 118,739 7,897 7.1% 586,759
Daily Pivots for day following 25-Oct-2024
Classic Woodie Camarilla DeMark
R4 2,336.6 2,314.6 2,241.0
R3 2,301.1 2,279.1 2,231.3
R2 2,265.6 2,265.6 2,228.0
R1 2,243.6 2,243.6 2,224.8 2,236.9
PP 2,230.1 2,230.1 2,230.1 2,226.8
S1 2,208.1 2,208.1 2,218.2 2,201.4
S2 2,194.6 2,194.6 2,215.0
S3 2,159.1 2,172.6 2,211.7
S4 2,123.6 2,137.1 2,202.0
Weekly Pivots for week ending 25-Oct-2024
Classic Woodie Camarilla DeMark
R4 2,525.8 2,468.0 2,273.4
R3 2,431.5 2,373.7 2,247.4
R2 2,337.2 2,337.2 2,238.8
R1 2,279.4 2,279.4 2,230.1 2,261.2
PP 2,242.9 2,242.9 2,242.9 2,233.8
S1 2,185.1 2,185.1 2,212.9 2,166.9
S2 2,148.6 2,148.6 2,204.2
S3 2,054.3 2,090.8 2,195.6
S4 1,960.0 1,996.5 2,169.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,300.8 2,206.5 94.3 4.2% 35.3 1.6% 16% False False 117,351
10 2,311.4 2,206.5 104.9 4.7% 33.2 1.5% 14% False False 127,082
20 2,311.4 2,181.5 129.9 5.8% 35.9 1.6% 31% False False 137,780
40 2,311.4 2,077.7 233.7 10.5% 39.9 1.8% 62% False False 126,979
60 2,311.4 2,010.8 300.6 13.5% 44.1 2.0% 70% False False 84,944
80 2,343.7 2,010.8 332.9 15.0% 46.2 2.1% 63% False False 63,801
100 2,343.7 2,010.8 332.9 15.0% 40.3 1.8% 63% False False 51,050
120 2,343.7 2,010.8 332.9 15.0% 33.6 1.5% 63% False False 42,541
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,403.1
2.618 2,345.1
1.618 2,309.6
1.000 2,287.7
0.618 2,274.1
HIGH 2,252.2
0.618 2,238.6
0.500 2,234.5
0.382 2,230.3
LOW 2,216.7
0.618 2,194.8
1.000 2,181.2
1.618 2,159.3
2.618 2,123.8
4.250 2,065.8
Fisher Pivots for day following 25-Oct-2024
Pivot 1 day 3 day
R1 2,234.5 2,229.4
PP 2,230.1 2,226.7
S1 2,225.8 2,224.1

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

View Archives - Comment on this page... - Back to Index of Symbols