CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 08-Oct-2024
Day Change Summary
Previous Current
07-Oct-2024 08-Oct-2024 Change Change % Previous Week
Open 2,252.1 2,229.3 -22.8 -1.0% 2,263.0
High 2,255.3 2,239.7 -15.6 -0.7% 2,274.9
Low 2,215.9 2,222.0 6.1 0.3% 2,206.7
Close 2,230.7 2,232.8 2.1 0.1% 2,249.6
Range 39.4 17.7 -21.7 -55.1% 68.2
ATR 35.2 33.9 -1.2 -3.5% 0.0
Volume 44 78 34 77.3% 1,352
Daily Pivots for day following 08-Oct-2024
Classic Woodie Camarilla DeMark
R4 2,284.6 2,276.4 2,242.5
R3 2,266.9 2,258.7 2,237.7
R2 2,249.2 2,249.2 2,236.0
R1 2,241.0 2,241.0 2,234.4 2,245.1
PP 2,231.5 2,231.5 2,231.5 2,233.6
S1 2,223.3 2,223.3 2,231.2 2,227.4
S2 2,213.8 2,213.8 2,229.6
S3 2,196.1 2,205.6 2,227.9
S4 2,178.4 2,187.9 2,223.1
Weekly Pivots for week ending 04-Oct-2024
Classic Woodie Camarilla DeMark
R4 2,448.3 2,417.2 2,287.1
R3 2,380.1 2,349.0 2,268.4
R2 2,311.9 2,311.9 2,262.1
R1 2,280.8 2,280.8 2,255.9 2,262.3
PP 2,243.7 2,243.7 2,243.7 2,234.5
S1 2,212.6 2,212.6 2,243.3 2,194.1
S2 2,175.5 2,175.5 2,237.1
S3 2,107.3 2,144.4 2,230.8
S4 2,039.1 2,076.2 2,212.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,258.6 2,206.7 51.9 2.3% 32.3 1.4% 50% False False 227
10 2,286.3 2,206.7 79.6 3.6% 34.1 1.5% 33% False False 175
20 2,321.3 2,100.0 221.3 9.9% 34.2 1.5% 60% False False 115
40 2,321.3 2,100.0 221.3 9.9% 18.4 0.8% 60% False False 58
60 2,328.8 2,082.9 245.9 11.0% 12.3 0.6% 61% False False 39
80 2,328.8 2,070.3 258.5 11.6% 9.2 0.4% 63% False False 29
100 2,328.8 2,070.3 258.5 11.6% 7.4 0.3% 63% False False 23
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.5
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 2,314.9
2.618 2,286.0
1.618 2,268.3
1.000 2,257.4
0.618 2,250.6
HIGH 2,239.7
0.618 2,232.9
0.500 2,230.9
0.382 2,228.8
LOW 2,222.0
0.618 2,211.1
1.000 2,204.3
1.618 2,193.4
2.618 2,175.7
4.250 2,146.8
Fisher Pivots for day following 08-Oct-2024
Pivot 1 day 3 day
R1 2,232.2 2,236.2
PP 2,231.5 2,235.0
S1 2,230.9 2,233.9

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

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