CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 11-Nov-2024
Day Change Summary
Previous Current
08-Nov-2024 11-Nov-2024 Change Change % Previous Week
Open 2,425.0 2,442.0 17.0 0.7% 2,229.1
High 2,440.1 2,480.5 40.4 1.7% 2,448.1
Low 2,411.8 2,442.0 30.2 1.3% 2,226.5
Close 2,437.0 2,473.5 36.5 1.5% 2,437.0
Range 28.3 38.5 10.2 36.0% 221.6
ATR 44.3 44.2 -0.1 -0.1% 0.0
Volume 117 367 250 213.7% 3,259
Daily Pivots for day following 11-Nov-2024
Classic Woodie Camarilla DeMark
R4 2,580.8 2,565.7 2,494.7
R3 2,542.3 2,527.2 2,484.1
R2 2,503.8 2,503.8 2,480.6
R1 2,488.7 2,488.7 2,477.0 2,496.3
PP 2,465.3 2,465.3 2,465.3 2,469.1
S1 2,450.2 2,450.2 2,470.0 2,457.8
S2 2,426.8 2,426.8 2,466.4
S3 2,388.3 2,411.7 2,462.9
S4 2,349.8 2,373.2 2,452.3
Weekly Pivots for week ending 08-Nov-2024
Classic Woodie Camarilla DeMark
R4 3,035.3 2,957.8 2,558.9
R3 2,813.7 2,736.2 2,497.9
R2 2,592.1 2,592.1 2,477.6
R1 2,514.6 2,514.6 2,457.3 2,553.4
PP 2,370.5 2,370.5 2,370.5 2,389.9
S1 2,293.0 2,293.0 2,416.7 2,331.8
S2 2,148.9 2,148.9 2,396.4
S3 1,927.3 2,071.4 2,376.1
S4 1,705.7 1,849.8 2,315.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,480.5 2,242.4 238.1 9.6% 63.3 2.6% 97% True False 702
10 2,480.5 2,219.9 260.6 10.5% 51.8 2.1% 97% True False 440
20 2,480.5 2,219.9 260.6 10.5% 42.3 1.7% 97% True False 305
40 2,480.5 2,201.6 278.9 11.3% 38.9 1.6% 97% True False 227
60 2,480.5 2,100.0 380.5 15.4% 28.9 1.2% 98% True False 152
80 2,480.5 2,082.9 397.6 16.1% 21.7 0.9% 98% True False 114
100 2,480.5 2,081.1 399.4 16.1% 17.4 0.7% 98% True False 91
120 2,480.5 2,070.3 410.2 16.6% 14.5 0.6% 98% True False 76
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 7.8
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,644.1
2.618 2,581.3
1.618 2,542.8
1.000 2,519.0
0.618 2,504.3
HIGH 2,480.5
0.618 2,465.8
0.500 2,461.3
0.382 2,456.7
LOW 2,442.0
0.618 2,418.2
1.000 2,403.5
1.618 2,379.7
2.618 2,341.2
4.250 2,278.4
Fisher Pivots for day following 11-Nov-2024
Pivot 1 day 3 day
R1 2,469.4 2,464.3
PP 2,465.3 2,455.1
S1 2,461.3 2,445.9

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

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