CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 21-Nov-2024
Day Change Summary
Previous Current
20-Nov-2024 21-Nov-2024 Change Change % Previous Week
Open 2,359.0 2,356.3 -2.7 -0.1% 2,442.0
High 2,367.7 2,407.1 39.4 1.7% 2,480.5
Low 2,332.0 2,346.5 14.5 0.6% 2,332.4
Close 2,359.9 2,398.6 38.7 1.6% 2,339.1
Range 35.7 60.6 24.9 69.7% 148.1
ATR 45.0 46.1 1.1 2.5% 0.0
Volume 582 716 134 23.0% 4,455
Daily Pivots for day following 21-Nov-2024
Classic Woodie Camarilla DeMark
R4 2,565.9 2,542.8 2,431.9
R3 2,505.3 2,482.2 2,415.3
R2 2,444.7 2,444.7 2,409.7
R1 2,421.6 2,421.6 2,404.2 2,433.2
PP 2,384.1 2,384.1 2,384.1 2,389.8
S1 2,361.0 2,361.0 2,393.0 2,372.6
S2 2,323.5 2,323.5 2,387.5
S3 2,262.9 2,300.4 2,381.9
S4 2,202.3 2,239.8 2,365.3
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 2,407.1 2,307.7 99.4 4.1% 44.4 1.9% 91% True False 613
10 2,480.5 2,307.7 172.8 7.2% 45.6 1.9% 53% False False 687
20 2,480.5 2,219.9 260.6 10.9% 48.8 2.0% 69% False False 573
40 2,480.5 2,201.6 278.9 11.6% 41.8 1.7% 71% False False 368
60 2,480.5 2,100.0 380.5 15.9% 35.4 1.5% 78% False False 259
80 2,480.5 2,082.9 397.6 16.6% 26.6 1.1% 79% False False 194
100 2,480.5 2,082.9 397.6 16.6% 21.3 0.9% 79% False False 155
120 2,480.5 2,070.3 410.2 17.1% 17.7 0.7% 80% False False 129
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.5
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 2,664.7
2.618 2,565.8
1.618 2,505.2
1.000 2,467.7
0.618 2,444.6
HIGH 2,407.1
0.618 2,384.0
0.500 2,376.8
0.382 2,369.6
LOW 2,346.5
0.618 2,309.0
1.000 2,285.9
1.618 2,248.4
2.618 2,187.8
4.250 2,089.0
Fisher Pivots for day following 21-Nov-2024
Pivot 1 day 3 day
R1 2,391.3 2,384.9
PP 2,384.1 2,371.1
S1 2,376.8 2,357.4

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

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