CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 11-Oct-2024
Day Change Summary
Previous Current
10-Oct-2024 11-Oct-2024 Change Change % Previous Week
Open 2,235.1 2,224.6 -10.5 -0.5% 2,252.1
High 2,237.6 2,271.8 34.2 1.5% 2,271.8
Low 2,201.6 2,214.3 12.7 0.6% 2,201.6
Close 2,224.5 2,269.7 45.2 2.0% 2,269.7
Range 36.0 57.5 21.5 59.7% 70.2
ATR 34.0 35.7 1.7 4.9% 0.0
Volume 132 128 -4 -3.0% 676
Daily Pivots for day following 11-Oct-2024
Classic Woodie Camarilla DeMark
R4 2,424.4 2,404.6 2,301.3
R3 2,366.9 2,347.1 2,285.5
R2 2,309.4 2,309.4 2,280.2
R1 2,289.6 2,289.6 2,275.0 2,299.5
PP 2,251.9 2,251.9 2,251.9 2,256.9
S1 2,232.1 2,232.1 2,264.4 2,242.0
S2 2,194.4 2,194.4 2,259.2
S3 2,136.9 2,174.6 2,253.9
S4 2,079.4 2,117.1 2,238.1
Weekly Pivots for week ending 11-Oct-2024
Classic Woodie Camarilla DeMark
R4 2,458.3 2,434.2 2,308.3
R3 2,388.1 2,364.0 2,289.0
R2 2,317.9 2,317.9 2,282.6
R1 2,293.8 2,293.8 2,276.1 2,305.9
PP 2,247.7 2,247.7 2,247.7 2,253.7
S1 2,223.6 2,223.6 2,263.3 2,235.7
S2 2,177.5 2,177.5 2,256.8
S3 2,107.3 2,153.4 2,250.4
S4 2,037.1 2,083.2 2,231.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,271.8 2,201.6 70.2 3.1% 36.7 1.6% 97% True False 135
10 2,274.9 2,201.6 73.3 3.2% 36.8 1.6% 93% False False 202
20 2,321.3 2,201.6 119.7 5.3% 34.9 1.5% 57% False False 142
40 2,321.3 2,100.0 221.3 9.8% 21.6 1.0% 77% False False 72
60 2,321.4 2,082.9 238.5 10.5% 14.4 0.6% 78% False False 48
80 2,328.8 2,080.5 248.3 10.9% 10.8 0.5% 76% False False 36
100 2,328.8 2,070.3 258.5 11.4% 8.7 0.4% 77% False False 29
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 7.8
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 2,516.2
2.618 2,422.3
1.618 2,364.8
1.000 2,329.3
0.618 2,307.3
HIGH 2,271.8
0.618 2,249.8
0.500 2,243.1
0.382 2,236.3
LOW 2,214.3
0.618 2,178.8
1.000 2,156.8
1.618 2,121.3
2.618 2,063.8
4.250 1,969.9
Fisher Pivots for day following 11-Oct-2024
Pivot 1 day 3 day
R1 2,260.8 2,258.7
PP 2,251.9 2,247.7
S1 2,243.1 2,236.7

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

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