CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 20-Nov-2024
Day Change Summary
Previous Current
19-Nov-2024 20-Nov-2024 Change Change % Previous Week
Open 2,345.9 2,359.0 13.1 0.6% 2,442.0
High 2,361.0 2,367.7 6.7 0.3% 2,480.5
Low 2,307.7 2,332.0 24.3 1.1% 2,332.4
Close 2,359.1 2,359.9 0.8 0.0% 2,339.1
Range 53.3 35.7 -17.6 -33.0% 148.1
ATR 45.7 45.0 -0.7 -1.6% 0.0
Volume 822 582 -240 -29.2% 4,455
Daily Pivots for day following 20-Nov-2024
Classic Woodie Camarilla DeMark
R4 2,460.3 2,445.8 2,379.5
R3 2,424.6 2,410.1 2,369.7
R2 2,388.9 2,388.9 2,366.4
R1 2,374.4 2,374.4 2,363.2 2,381.7
PP 2,353.2 2,353.2 2,353.2 2,356.8
S1 2,338.7 2,338.7 2,356.6 2,346.0
S2 2,317.5 2,317.5 2,353.4
S3 2,281.8 2,303.0 2,350.1
S4 2,246.1 2,267.3 2,340.3
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 2,426.0 2,307.7 118.3 5.0% 44.0 1.9% 44% False False 588
10 2,480.5 2,307.7 172.8 7.3% 43.3 1.8% 30% False False 637
20 2,480.5 2,219.9 260.6 11.0% 47.0 2.0% 54% False False 542
40 2,480.5 2,201.6 278.9 11.8% 40.9 1.7% 57% False False 352
60 2,480.5 2,100.0 380.5 16.1% 34.4 1.5% 68% False False 247
80 2,480.5 2,082.9 397.6 16.8% 25.8 1.1% 70% False False 185
100 2,480.5 2,082.9 397.6 16.8% 20.7 0.9% 70% False False 148
120 2,480.5 2,070.3 410.2 17.4% 17.2 0.7% 71% False False 123
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 11.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,519.4
2.618 2,461.2
1.618 2,425.5
1.000 2,403.4
0.618 2,389.8
HIGH 2,367.7
0.618 2,354.1
0.500 2,349.9
0.382 2,345.6
LOW 2,332.0
0.618 2,309.9
1.000 2,296.3
1.618 2,274.2
2.618 2,238.5
4.250 2,180.3
Fisher Pivots for day following 20-Nov-2024
Pivot 1 day 3 day
R1 2,356.6 2,352.5
PP 2,353.2 2,345.1
S1 2,349.9 2,337.7

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

View Archives - Comment on this page... - Back to Index of Symbols