CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 19-Nov-2024
Day Change Summary
Previous Current
18-Nov-2024 19-Nov-2024 Change Change % Previous Week
Open 2,340.0 2,345.9 5.9 0.3% 2,442.0
High 2,359.4 2,361.0 1.6 0.1% 2,480.5
Low 2,335.0 2,307.7 -27.3 -1.2% 2,332.4
Close 2,342.8 2,359.1 16.3 0.7% 2,339.1
Range 24.4 53.3 28.9 118.4% 148.1
ATR 45.1 45.7 0.6 1.3% 0.0
Volume 181 822 641 354.1% 4,455
Daily Pivots for day following 19-Nov-2024
Classic Woodie Camarilla DeMark
R4 2,502.5 2,484.1 2,388.4
R3 2,449.2 2,430.8 2,373.8
R2 2,395.9 2,395.9 2,368.9
R1 2,377.5 2,377.5 2,364.0 2,386.7
PP 2,342.6 2,342.6 2,342.6 2,347.2
S1 2,324.2 2,324.2 2,354.2 2,333.4
S2 2,289.3 2,289.3 2,349.3
S3 2,236.0 2,270.9 2,344.4
S4 2,182.7 2,217.6 2,329.8
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 2,459.9 2,307.7 152.2 6.5% 48.0 2.0% 34% False True 748
10 2,480.5 2,294.6 185.9 7.9% 55.0 2.3% 35% False False 841
20 2,480.5 2,219.9 260.6 11.0% 47.2 2.0% 53% False False 518
40 2,480.5 2,201.6 278.9 11.8% 40.8 1.7% 56% False False 341
60 2,480.5 2,100.0 380.5 16.1% 33.8 1.4% 68% False False 237
80 2,480.5 2,082.9 397.6 16.9% 25.4 1.1% 69% False False 178
100 2,480.5 2,082.9 397.6 16.9% 20.3 0.9% 69% False False 142
120 2,480.5 2,070.3 410.2 17.4% 16.9 0.7% 70% False False 118
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,587.5
2.618 2,500.5
1.618 2,447.2
1.000 2,414.3
0.618 2,393.9
HIGH 2,361.0
0.618 2,340.6
0.500 2,334.4
0.382 2,328.1
LOW 2,307.7
0.618 2,274.8
1.000 2,254.4
1.618 2,221.5
2.618 2,168.2
4.250 2,081.2
Fisher Pivots for day following 19-Nov-2024
Pivot 1 day 3 day
R1 2,350.9 2,354.1
PP 2,342.6 2,349.1
S1 2,334.4 2,344.2

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

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