CME E-mini Russell 2000 Index Futures December 2024


Trading Metrics calculated at close of trading on 25-Nov-2024
Day Change Summary
Previous Current
22-Nov-2024 25-Nov-2024 Change Change % Previous Week
Open 2,371.0 2,430.0 59.0 2.5% 2,317.7
High 2,419.0 2,477.1 58.1 2.4% 2,419.0
Low 2,368.3 2,427.9 59.6 2.5% 2,282.5
Close 2,413.6 2,451.0 37.4 1.5% 2,413.6
Range 50.7 49.2 -1.5 -3.0% 136.5
ATR 47.7 48.8 1.1 2.4% 0.0
Volume 167,014 233,201 66,187 39.6% 770,288
Daily Pivots for day following 25-Nov-2024
Classic Woodie Camarilla DeMark
R4 2,599.6 2,574.5 2,478.1
R3 2,550.4 2,525.3 2,464.5
R2 2,501.2 2,501.2 2,460.0
R1 2,476.1 2,476.1 2,455.5 2,488.7
PP 2,452.0 2,452.0 2,452.0 2,458.3
S1 2,426.9 2,426.9 2,446.5 2,439.5
S2 2,402.8 2,402.8 2,442.0
S3 2,353.6 2,377.7 2,437.5
S4 2,304.4 2,328.5 2,423.9
Weekly Pivots for week ending 22-Nov-2024
Classic Woodie Camarilla DeMark
R4 2,781.2 2,733.9 2,488.7
R3 2,644.7 2,597.4 2,451.1
R2 2,508.2 2,508.2 2,438.6
R1 2,460.9 2,460.9 2,426.1 2,484.6
PP 2,371.7 2,371.7 2,371.7 2,383.5
S1 2,324.4 2,324.4 2,401.1 2,348.1
S2 2,235.2 2,235.2 2,388.6
S3 2,098.7 2,187.9 2,376.1
S4 1,962.2 2,051.4 2,338.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,477.1 2,282.5 194.6 7.9% 50.3 2.1% 87% True False 176,997
10 2,477.1 2,282.5 194.6 7.9% 49.6 2.0% 87% True False 174,117
20 2,477.1 2,198.4 278.7 11.4% 51.1 2.1% 91% True False 179,546
40 2,477.1 2,181.5 295.6 12.1% 43.6 1.8% 91% True False 157,932
60 2,477.1 2,077.7 399.4 16.3% 43.7 1.8% 93% True False 146,524
80 2,477.1 2,010.8 466.3 19.0% 45.0 1.8% 94% True False 110,117
100 2,477.1 2,010.8 466.3 19.0% 47.3 1.9% 94% True False 88,180
120 2,477.1 2,010.8 466.3 19.0% 42.4 1.7% 94% True False 73,492
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 10.5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,686.2
2.618 2,605.9
1.618 2,556.7
1.000 2,526.3
0.618 2,507.5
HIGH 2,477.1
0.618 2,458.3
0.500 2,452.5
0.382 2,446.7
LOW 2,427.9
0.618 2,397.5
1.000 2,378.7
1.618 2,348.3
2.618 2,299.1
4.250 2,218.8
Fisher Pivots for day following 25-Nov-2024
Pivot 1 day 3 day
R1 2,452.5 2,433.8
PP 2,452.0 2,416.6
S1 2,451.5 2,399.4

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

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