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 4,151 3,056 279.1% 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 1,473
10 2,502.6 2,307.7 194.9 7.9% 49.0 2.0% 87% True False 1,163
20 2,502.6 2,219.9 282.7 11.4% 50.4 2.0% 91% True False 802
40 2,502.6 2,201.6 301.0 12.2% 42.5 1.7% 92% True False 495
60 2,502.6 2,100.0 402.6 16.3% 37.1 1.5% 94% True False 346
80 2,502.6 2,082.9 419.7 16.9% 27.8 1.1% 94% True False 259
100 2,502.6 2,082.9 419.7 16.9% 22.3 0.9% 94% True False 207
120 2,502.6 2,070.3 432.3 17.5% 18.6 0.7% 94% True False 173
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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