CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 18-Sep-2024
Day Change Summary
Previous Current
17-Sep-2024 18-Sep-2024 Change Change % Previous Week
Open 2,245.0 2,248.1 3.1 0.1% 2,153.9
High 2,249.5 2,303.6 54.1 2.4% 2,223.5
Low 2,230.5 2,241.0 10.5 0.5% 2,100.0
Close 2,247.9 2,247.9 0.0 0.0% 2,222.9
Range 19.0 62.6 43.6 229.5% 123.5
ATR 29.1 31.5 2.4 8.2% 0.0
Volume 15 37 22 146.7% 55
Daily Pivots for day following 18-Sep-2024
Classic Woodie Camarilla DeMark
R4 2,452.0 2,412.5 2,282.3
R3 2,389.4 2,349.9 2,265.1
R2 2,326.8 2,326.8 2,259.4
R1 2,287.3 2,287.3 2,253.6 2,275.8
PP 2,264.2 2,264.2 2,264.2 2,258.4
S1 2,224.7 2,224.7 2,242.2 2,213.2
S2 2,201.6 2,201.6 2,236.4
S3 2,139.0 2,162.1 2,230.7
S4 2,076.4 2,099.5 2,213.5
Weekly Pivots for week ending 13-Sep-2024
Classic Woodie Camarilla DeMark
R4 2,552.6 2,511.3 2,290.8
R3 2,429.1 2,387.8 2,256.9
R2 2,305.6 2,305.6 2,245.5
R1 2,264.3 2,264.3 2,234.2 2,285.0
PP 2,182.1 2,182.1 2,182.1 2,192.5
S1 2,140.8 2,140.8 2,211.6 2,161.5
S2 2,058.6 2,058.6 2,200.3
S3 1,935.1 2,017.3 2,188.9
S4 1,811.6 1,893.8 2,155.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,303.6 2,141.5 162.1 7.2% 33.3 1.5% 66% True False 14
10 2,303.6 2,100.0 203.6 9.1% 26.3 1.2% 73% True False 12
20 2,303.6 2,100.0 203.6 9.1% 13.2 0.6% 73% True False 6
40 2,321.4 2,082.9 238.5 10.6% 6.6 0.3% 69% False False 3
60 2,328.8 2,081.1 247.7 11.0% 4.4 0.2% 67% False False 2
80 2,328.8 2,070.3 258.5 11.5% 3.3 0.1% 69% False False 1
100 2,328.8 2,044.5 284.3 12.6% 2.7 0.1% 72% False False 1
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 6.2
Widest range in 103 trading days
Fibonacci Retracements and Extensions
4.250 2,569.7
2.618 2,467.5
1.618 2,404.9
1.000 2,366.2
0.618 2,342.3
HIGH 2,303.6
0.618 2,279.7
0.500 2,272.3
0.382 2,264.9
LOW 2,241.0
0.618 2,202.3
1.000 2,178.4
1.618 2,139.7
2.618 2,077.1
4.250 1,975.0
Fisher Pivots for day following 18-Sep-2024
Pivot 1 day 3 day
R1 2,272.3 2,264.3
PP 2,264.2 2,258.8
S1 2,256.0 2,253.4

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

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