CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 13-Nov-2024
Day Change Summary
Previous Current
12-Nov-2024 13-Nov-2024 Change Change % Previous Week
Open 2,471.0 2,427.2 -43.8 -1.8% 2,229.1
High 2,474.6 2,459.9 -14.7 -0.6% 2,448.1
Low 2,421.5 2,404.3 -17.2 -0.7% 2,226.5
Close 2,430.2 2,407.7 -22.5 -0.9% 2,437.0
Range 53.1 55.6 2.5 4.7% 221.6
ATR 44.9 45.6 0.8 1.7% 0.0
Volume 1,350 1,383 33 2.4% 3,259
Daily Pivots for day following 13-Nov-2024
Classic Woodie Camarilla DeMark
R4 2,590.8 2,554.8 2,438.3
R3 2,535.2 2,499.2 2,423.0
R2 2,479.6 2,479.6 2,417.9
R1 2,443.6 2,443.6 2,412.8 2,433.8
PP 2,424.0 2,424.0 2,424.0 2,419.1
S1 2,388.0 2,388.0 2,402.6 2,378.2
S2 2,368.4 2,368.4 2,397.5
S3 2,312.8 2,332.4 2,392.4
S4 2,257.2 2,276.8 2,377.1
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 2,404.3 76.2 3.2% 42.5 1.8% 4% False True 687
10 2,480.5 2,219.9 260.6 10.8% 56.0 2.3% 72% False False 669
20 2,480.5 2,219.9 260.6 10.8% 43.8 1.8% 72% False False 426
40 2,480.5 2,201.6 278.9 11.6% 39.5 1.6% 74% False False 294
60 2,480.5 2,100.0 380.5 15.8% 30.7 1.3% 81% False False 198
80 2,480.5 2,082.9 397.6 16.5% 23.1 1.0% 82% False False 148
100 2,480.5 2,081.1 399.4 16.6% 18.5 0.8% 82% False False 118
120 2,480.5 2,070.3 410.2 17.0% 15.4 0.6% 82% False False 99
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.1
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,696.2
2.618 2,605.5
1.618 2,549.9
1.000 2,515.5
0.618 2,494.3
HIGH 2,459.9
0.618 2,438.7
0.500 2,432.1
0.382 2,425.5
LOW 2,404.3
0.618 2,369.9
1.000 2,348.7
1.618 2,314.3
2.618 2,258.7
4.250 2,168.0
Fisher Pivots for day following 13-Nov-2024
Pivot 1 day 3 day
R1 2,432.1 2,442.4
PP 2,424.0 2,430.8
S1 2,415.8 2,419.3

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

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