CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 18-Nov-2024
Day Change Summary
Previous Current
15-Nov-2024 18-Nov-2024 Change Change % Previous Week
Open 2,370.9 2,340.0 -30.9 -1.3% 2,442.0
High 2,380.6 2,359.4 -21.2 -0.9% 2,480.5
Low 2,332.4 2,335.0 2.6 0.1% 2,332.4
Close 2,339.1 2,342.8 3.7 0.2% 2,339.1
Range 48.2 24.4 -23.8 -49.4% 148.1
ATR 46.7 45.1 -1.6 -3.4% 0.0
Volume 766 181 -585 -76.4% 4,455
Daily Pivots for day following 18-Nov-2024
Classic Woodie Camarilla DeMark
R4 2,418.9 2,405.3 2,356.2
R3 2,394.5 2,380.9 2,349.5
R2 2,370.1 2,370.1 2,347.3
R1 2,356.5 2,356.5 2,345.0 2,363.3
PP 2,345.7 2,345.7 2,345.7 2,349.2
S1 2,332.1 2,332.1 2,340.6 2,338.9
S2 2,321.3 2,321.3 2,338.3
S3 2,296.9 2,307.7 2,336.1
S4 2,272.5 2,283.3 2,329.4
Weekly Pivots for week ending 15-Nov-2024
Classic Woodie Camarilla DeMark
R4 2,828.3 2,731.8 2,420.6
R3 2,680.2 2,583.7 2,379.8
R2 2,532.1 2,532.1 2,366.3
R1 2,435.6 2,435.6 2,352.7 2,409.8
PP 2,384.0 2,384.0 2,384.0 2,371.1
S1 2,287.5 2,287.5 2,325.5 2,261.7
S2 2,235.9 2,235.9 2,311.9
S3 2,087.8 2,139.4 2,298.4
S4 1,939.7 1,991.3 2,257.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,474.6 2,332.4 142.2 6.1% 48.0 2.0% 7% False False 853
10 2,480.5 2,242.4 238.1 10.2% 55.6 2.4% 42% False False 778
20 2,480.5 2,219.9 260.6 11.1% 45.7 1.9% 47% False False 481
40 2,480.5 2,201.6 278.9 11.9% 40.1 1.7% 51% False False 323
60 2,480.5 2,100.0 380.5 16.2% 32.9 1.4% 64% False False 223
80 2,480.5 2,082.9 397.6 17.0% 24.7 1.1% 65% False False 167
100 2,480.5 2,082.9 397.6 17.0% 19.8 0.8% 65% False False 134
120 2,480.5 2,070.3 410.2 17.5% 16.5 0.7% 66% False False 111
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.5
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 2,463.1
2.618 2,423.3
1.618 2,398.9
1.000 2,383.8
0.618 2,374.5
HIGH 2,359.4
0.618 2,350.1
0.500 2,347.2
0.382 2,344.3
LOW 2,335.0
0.618 2,319.9
1.000 2,310.6
1.618 2,295.5
2.618 2,271.1
4.250 2,231.3
Fisher Pivots for day following 18-Nov-2024
Pivot 1 day 3 day
R1 2,347.2 2,379.2
PP 2,345.7 2,367.1
S1 2,344.3 2,354.9

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

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