CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 30-Sep-2024
Day Change Summary
Previous Current
27-Sep-2024 30-Sep-2024 Change Change % Previous Week
Open 2,244.0 2,263.0 19.0 0.8% 2,277.3
High 2,286.3 2,274.9 -11.4 -0.5% 2,286.3
Low 2,242.7 2,245.8 3.1 0.1% 2,235.7
Close 2,263.2 2,268.1 4.9 0.2% 2,263.2
Range 43.6 29.1 -14.5 -33.3% 50.6
ATR 33.9 33.5 -0.3 -1.0% 0.0
Volume 69 97 28 40.6% 452
Daily Pivots for day following 30-Sep-2024
Classic Woodie Camarilla DeMark
R4 2,350.2 2,338.3 2,284.1
R3 2,321.1 2,309.2 2,276.1
R2 2,292.0 2,292.0 2,273.4
R1 2,280.1 2,280.1 2,270.8 2,286.1
PP 2,262.9 2,262.9 2,262.9 2,265.9
S1 2,251.0 2,251.0 2,265.4 2,257.0
S2 2,233.8 2,233.8 2,262.8
S3 2,204.7 2,221.9 2,260.1
S4 2,175.6 2,192.8 2,252.1
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% 30.5 1.3% 64% False False 98
10 2,321.3 2,230.5 90.8 4.0% 34.3 1.5% 41% False False 91
20 2,321.3 2,100.0 221.3 9.8% 26.2 1.2% 76% False False 49
40 2,321.3 2,082.9 238.4 10.5% 13.2 0.6% 78% False False 24
60 2,328.8 2,082.9 245.9 10.8% 8.8 0.4% 75% False False 16
80 2,328.8 2,070.3 258.5 11.4% 6.6 0.3% 77% False False 12
100 2,328.8 2,070.3 258.5 11.4% 5.3 0.2% 77% False False 9
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,398.6
2.618 2,351.1
1.618 2,322.0
1.000 2,304.0
0.618 2,292.9
HIGH 2,274.9
0.618 2,263.8
0.500 2,260.4
0.382 2,256.9
LOW 2,245.8
0.618 2,227.8
1.000 2,216.7
1.618 2,198.7
2.618 2,169.6
4.250 2,122.1
Fisher Pivots for day following 30-Sep-2024
Pivot 1 day 3 day
R1 2,265.5 2,266.9
PP 2,262.9 2,265.7
S1 2,260.4 2,264.5

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

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