CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 25-Nov-2024
Day Change Summary
Previous Current
22-Nov-2024 25-Nov-2024 Change Change % Previous Week
Open 2,396.0 2,452.7 56.7 2.4% 2,340.0
High 2,444.2 2,502.6 58.4 2.4% 2,444.2
Low 2,393.4 2,452.7 59.3 2.5% 2,307.7
Close 2,439.1 2,477.3 38.2 1.6% 2,439.1
Range 50.8 49.9 -0.9 -1.8% 136.5
ATR 46.4 47.6 1.2 2.6% 0.0
Volume 1,095 1,622 527 48.1% 3,396
Daily Pivots for day following 25-Nov-2024
Classic Woodie Camarilla DeMark
R4 2,627.2 2,602.2 2,504.7
R3 2,577.3 2,552.3 2,491.0
R2 2,527.4 2,527.4 2,486.4
R1 2,502.4 2,502.4 2,481.9 2,514.9
PP 2,477.5 2,477.5 2,477.5 2,483.8
S1 2,452.5 2,452.5 2,472.7 2,465.0
S2 2,427.6 2,427.6 2,468.2
S3 2,377.7 2,402.6 2,463.6
S4 2,327.8 2,352.7 2,449.9
Weekly Pivots for week ending 22-Nov-2024
Classic Woodie Camarilla DeMark
R4 2,806.5 2,759.3 2,514.2
R3 2,670.0 2,622.8 2,476.6
R2 2,533.5 2,533.5 2,464.1
R1 2,486.3 2,486.3 2,451.6 2,509.9
PP 2,397.0 2,397.0 2,397.0 2,408.8
S1 2,349.8 2,349.8 2,426.6 2,373.4
S2 2,260.5 2,260.5 2,414.1
S3 2,124.0 2,213.3 2,401.6
S4 1,987.5 2,076.8 2,364.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,502.6 2,307.7 194.9 7.9% 50.1 2.0% 87% True False 967
10 2,502.6 2,307.7 194.9 7.9% 49.0 2.0% 87% True False 910
20 2,502.6 2,219.9 282.7 11.4% 50.4 2.0% 91% True False 675
40 2,502.6 2,201.6 301.0 12.2% 42.5 1.7% 92% True False 432
60 2,502.6 2,100.0 402.6 16.3% 37.1 1.5% 94% True False 304
80 2,502.6 2,082.9 419.7 16.9% 27.8 1.1% 94% True False 228
100 2,502.6 2,082.9 419.7 16.9% 22.3 0.9% 94% True False 182
120 2,502.6 2,070.3 432.3 17.5% 18.6 0.7% 94% True False 152
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 9.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,714.7
2.618 2,633.2
1.618 2,583.3
1.000 2,552.5
0.618 2,533.4
HIGH 2,502.6
0.618 2,483.5
0.500 2,477.7
0.382 2,471.8
LOW 2,452.7
0.618 2,421.9
1.000 2,402.8
1.618 2,372.0
2.618 2,322.1
4.250 2,240.6
Fisher Pivots for day following 25-Nov-2024
Pivot 1 day 3 day
R1 2,477.7 2,459.7
PP 2,477.5 2,442.1
S1 2,477.4 2,424.6

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

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