CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 26-Sep-2024
Day Change Summary
Previous Current
25-Sep-2024 26-Sep-2024 Change Change % Previous Week
Open 2,261.0 2,248.0 -13.0 -0.6% 2,235.0
High 2,268.6 2,270.6 2.0 0.1% 2,321.3
Low 2,235.7 2,248.0 12.3 0.6% 2,225.0
Close 2,236.7 2,249.8 13.1 0.6% 2,271.0
Range 32.9 22.6 -10.3 -31.3% 96.3
ATR 33.0 33.1 0.1 0.2% 0.0
Volume 128 80 -48 -37.5% 374
Daily Pivots for day following 26-Sep-2024
Classic Woodie Camarilla DeMark
R4 2,323.9 2,309.5 2,262.2
R3 2,301.3 2,286.9 2,256.0
R2 2,278.7 2,278.7 2,253.9
R1 2,264.3 2,264.3 2,251.9 2,271.5
PP 2,256.1 2,256.1 2,256.1 2,259.8
S1 2,241.7 2,241.7 2,247.7 2,248.9
S2 2,233.5 2,233.5 2,245.7
S3 2,210.9 2,219.1 2,243.6
S4 2,188.3 2,196.5 2,237.4
Weekly Pivots for week ending 20-Sep-2024
Classic Woodie Camarilla DeMark
R4 2,561.3 2,512.5 2,324.0
R3 2,465.0 2,416.2 2,297.5
R2 2,368.7 2,368.7 2,288.7
R1 2,319.9 2,319.9 2,279.8 2,344.3
PP 2,272.4 2,272.4 2,272.4 2,284.7
S1 2,223.6 2,223.6 2,262.2 2,248.0
S2 2,176.1 2,176.1 2,253.3
S3 2,079.8 2,127.3 2,244.5
S4 1,983.5 2,031.0 2,218.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,292.8 2,235.7 57.1 2.5% 26.9 1.2% 25% False False 86
10 2,321.3 2,192.0 129.3 5.7% 31.9 1.4% 45% False False 76
20 2,321.3 2,100.0 221.3 9.8% 22.6 1.0% 68% False False 40
40 2,321.3 2,082.9 238.4 10.6% 11.4 0.5% 70% False False 20
60 2,328.8 2,082.9 245.9 10.9% 7.6 0.3% 68% False False 13
80 2,328.8 2,070.3 258.5 11.5% 5.7 0.3% 69% False False 10
100 2,328.8 2,070.3 258.5 11.5% 4.5 0.2% 69% False False 8
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 4.4
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2,366.7
2.618 2,329.8
1.618 2,307.2
1.000 2,293.2
0.618 2,284.6
HIGH 2,270.6
0.618 2,262.0
0.500 2,259.3
0.382 2,256.6
LOW 2,248.0
0.618 2,234.0
1.000 2,225.4
1.618 2,211.4
2.618 2,188.8
4.250 2,152.0
Fisher Pivots for day following 26-Sep-2024
Pivot 1 day 3 day
R1 2,259.3 2,254.4
PP 2,256.1 2,252.8
S1 2,253.0 2,251.3

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

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