CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 15-Oct-2024
Day Change Summary
Previous Current
14-Oct-2024 15-Oct-2024 Change Change % Previous Week
Open 2,265.2 2,286.9 21.7 1.0% 2,252.1
High 2,287.9 2,311.8 23.9 1.0% 2,271.8
Low 2,261.0 2,276.7 15.7 0.7% 2,201.6
Close 2,286.1 2,288.0 1.9 0.1% 2,269.7
Range 26.9 35.1 8.2 30.5% 70.2
ATR 35.1 35.1 0.0 0.0% 0.0
Volume 133 167 34 25.6% 676
Daily Pivots for day following 15-Oct-2024
Classic Woodie Camarilla DeMark
R4 2,397.5 2,377.8 2,307.3
R3 2,362.4 2,342.7 2,297.7
R2 2,327.3 2,327.3 2,294.4
R1 2,307.6 2,307.6 2,291.2 2,317.5
PP 2,292.2 2,292.2 2,292.2 2,297.1
S1 2,272.5 2,272.5 2,284.8 2,282.4
S2 2,257.1 2,257.1 2,281.6
S3 2,222.0 2,237.4 2,278.3
S4 2,186.9 2,202.3 2,268.7
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 2,311.8 2,201.6 110.2 4.8% 37.7 1.6% 78% True False 170
10 2,311.8 2,201.6 110.2 4.8% 35.0 1.5% 78% True False 199
20 2,321.3 2,201.6 119.7 5.2% 36.3 1.6% 72% False False 156
40 2,321.3 2,100.0 221.3 9.7% 23.1 1.0% 85% False False 80
60 2,321.4 2,082.9 238.5 10.4% 15.5 0.7% 86% False False 53
80 2,328.8 2,081.1 247.7 10.8% 11.6 0.5% 84% False False 40
100 2,328.8 2,070.3 258.5 11.3% 9.3 0.4% 84% False False 32
120 2,328.8 2,044.5 284.3 12.4% 7.7 0.3% 86% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 7.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,461.0
2.618 2,403.7
1.618 2,368.6
1.000 2,346.9
0.618 2,333.5
HIGH 2,311.8
0.618 2,298.4
0.500 2,294.3
0.382 2,290.1
LOW 2,276.7
0.618 2,255.0
1.000 2,241.6
1.618 2,219.9
2.618 2,184.8
4.250 2,127.5
Fisher Pivots for day following 15-Oct-2024
Pivot 1 day 3 day
R1 2,294.3 2,279.7
PP 2,292.2 2,271.4
S1 2,290.1 2,263.1

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

View Archives - Comment on this page... - Back to Index of Symbols