CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 27-Sep-2024
Day Change Summary
Previous Current
26-Sep-2024 27-Sep-2024 Change Change % Previous Week
Open 2,248.0 2,244.0 -4.0 -0.2% 2,277.3
High 2,270.6 2,286.3 15.7 0.7% 2,286.3
Low 2,248.0 2,242.7 -5.3 -0.2% 2,235.7
Close 2,249.8 2,263.2 13.4 0.6% 2,263.2
Range 22.6 43.6 21.0 92.9% 50.6
ATR 33.1 33.9 0.7 2.3% 0.0
Volume 80 69 -11 -13.8% 452
Daily Pivots for day following 27-Sep-2024
Classic Woodie Camarilla DeMark
R4 2,394.9 2,372.6 2,287.2
R3 2,351.3 2,329.0 2,275.2
R2 2,307.7 2,307.7 2,271.2
R1 2,285.4 2,285.4 2,267.2 2,296.6
PP 2,264.1 2,264.1 2,264.1 2,269.6
S1 2,241.8 2,241.8 2,259.2 2,253.0
S2 2,220.5 2,220.5 2,255.2
S3 2,176.9 2,198.2 2,251.2
S4 2,133.3 2,154.6 2,239.2
Weekly Pivots for week ending 27-Sep-2024
Classic Woodie Camarilla DeMark
R4 2,413.5 2,389.0 2,291.0
R3 2,362.9 2,338.4 2,277.1
R2 2,312.3 2,312.3 2,272.5
R1 2,287.8 2,287.8 2,267.8 2,274.8
PP 2,261.7 2,261.7 2,261.7 2,255.2
S1 2,237.2 2,237.2 2,258.6 2,224.2
S2 2,211.1 2,211.1 2,253.9
S3 2,160.5 2,186.6 2,249.3
S4 2,109.9 2,136.0 2,235.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,286.3 2,235.7 50.6 2.2% 30.8 1.4% 54% True False 90
10 2,321.3 2,225.0 96.3 4.3% 33.1 1.5% 40% False False 82
20 2,321.3 2,100.0 221.3 9.8% 24.8 1.1% 74% False False 44
40 2,321.3 2,082.9 238.4 10.5% 12.4 0.5% 76% False False 22
60 2,328.8 2,082.9 245.9 10.9% 8.3 0.4% 73% False False 14
80 2,328.8 2,070.3 258.5 11.4% 6.2 0.3% 75% False False 11
100 2,328.8 2,070.3 258.5 11.4% 5.0 0.2% 75% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.6
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,471.6
2.618 2,400.4
1.618 2,356.8
1.000 2,329.9
0.618 2,313.2
HIGH 2,286.3
0.618 2,269.6
0.500 2,264.5
0.382 2,259.4
LOW 2,242.7
0.618 2,215.8
1.000 2,199.1
1.618 2,172.2
2.618 2,128.6
4.250 2,057.4
Fisher Pivots for day following 27-Sep-2024
Pivot 1 day 3 day
R1 2,264.5 2,262.5
PP 2,264.1 2,261.7
S1 2,263.6 2,261.0

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

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