CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 18-Oct-2024
Day Change Summary
Previous Current
17-Oct-2024 18-Oct-2024 Change Change % Previous Week
Open 2,325.7 2,316.9 -8.8 -0.4% 2,265.2
High 2,331.5 2,330.5 -1.0 0.0% 2,331.5
Low 2,307.1 2,310.9 3.8 0.2% 2,261.0
Close 2,318.8 2,312.7 -6.1 -0.3% 2,312.7
Range 24.4 19.6 -4.8 -19.7% 70.5
ATR 34.9 33.8 -1.1 -3.1% 0.0
Volume 236 105 -131 -55.5% 795
Daily Pivots for day following 18-Oct-2024
Classic Woodie Camarilla DeMark
R4 2,376.8 2,364.4 2,323.5
R3 2,357.2 2,344.8 2,318.1
R2 2,337.6 2,337.6 2,316.3
R1 2,325.2 2,325.2 2,314.5 2,321.6
PP 2,318.0 2,318.0 2,318.0 2,316.3
S1 2,305.6 2,305.6 2,310.9 2,302.0
S2 2,298.4 2,298.4 2,309.1
S3 2,278.8 2,286.0 2,307.3
S4 2,259.2 2,266.4 2,301.9
Weekly Pivots for week ending 18-Oct-2024
Classic Woodie Camarilla DeMark
R4 2,513.2 2,483.5 2,351.5
R3 2,442.7 2,413.0 2,332.1
R2 2,372.2 2,372.2 2,325.6
R1 2,342.5 2,342.5 2,319.2 2,357.4
PP 2,301.7 2,301.7 2,301.7 2,309.2
S1 2,272.0 2,272.0 2,306.2 2,286.9
S2 2,231.2 2,231.2 2,299.8
S3 2,160.7 2,201.5 2,293.3
S4 2,090.2 2,131.0 2,273.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,331.5 2,261.0 70.5 3.0% 29.8 1.3% 73% False False 159
10 2,331.5 2,201.6 129.9 5.6% 33.3 1.4% 86% False False 147
20 2,331.5 2,201.6 129.9 5.6% 33.6 1.5% 86% False False 163
40 2,331.5 2,100.0 231.5 10.0% 25.3 1.1% 92% False False 92
60 2,331.5 2,082.9 248.6 10.7% 16.9 0.7% 92% False False 61
80 2,331.5 2,082.9 248.6 10.7% 12.7 0.5% 92% False False 46
100 2,331.5 2,070.3 261.2 11.3% 10.1 0.4% 93% False False 37
120 2,331.5 2,044.5 287.0 12.4% 8.5 0.4% 93% False False 30
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.6
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2,413.8
2.618 2,381.8
1.618 2,362.2
1.000 2,350.1
0.618 2,342.6
HIGH 2,330.5
0.618 2,323.0
0.500 2,320.7
0.382 2,318.4
LOW 2,310.9
0.618 2,298.8
1.000 2,291.3
1.618 2,279.2
2.618 2,259.6
4.250 2,227.6
Fisher Pivots for day following 18-Oct-2024
Pivot 1 day 3 day
R1 2,320.7 2,311.4
PP 2,318.0 2,310.2
S1 2,315.4 2,308.9

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

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