CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 29-Nov-2024
Day Change Summary
Previous Current
27-Nov-2024 29-Nov-2024 Change Change % Previous Week
Open 2,463.2 2,469.2 6.0 0.2% 2,452.7
High 2,488.3 2,485.4 -2.9 -0.1% 2,502.6
Low 2,455.8 2,465.4 9.6 0.4% 2,445.7
Close 2,460.3 2,470.1 9.8 0.4% 2,470.1
Range 32.5 20.0 -12.5 -38.5% 56.9
ATR 45.8 44.3 -1.5 -3.2% 0.0
Volume 718 1,108 390 54.3% 7,109
Daily Pivots for day following 29-Nov-2024
Classic Woodie Camarilla DeMark
R4 2,533.6 2,521.9 2,481.1
R3 2,513.6 2,501.9 2,475.6
R2 2,493.6 2,493.6 2,473.8
R1 2,481.9 2,481.9 2,471.9 2,487.8
PP 2,473.6 2,473.6 2,473.6 2,476.6
S1 2,461.9 2,461.9 2,468.3 2,467.8
S2 2,453.6 2,453.6 2,466.4
S3 2,433.6 2,441.9 2,464.6
S4 2,413.6 2,421.9 2,459.1
Weekly Pivots for week ending 29-Nov-2024
Classic Woodie Camarilla DeMark
R4 2,643.5 2,613.7 2,501.4
R3 2,586.6 2,556.8 2,485.7
R2 2,529.7 2,529.7 2,480.5
R1 2,499.9 2,499.9 2,475.3 2,514.8
PP 2,472.8 2,472.8 2,472.8 2,480.3
S1 2,443.0 2,443.0 2,464.9 2,457.9
S2 2,415.9 2,415.9 2,459.7
S3 2,359.0 2,386.1 2,454.5
S4 2,302.1 2,329.2 2,438.8
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 2,393.4 109.2 4.4% 38.0 1.5% 70% False False 1,640
10 2,502.6 2,307.7 194.9 7.9% 41.2 1.7% 83% False False 1,127
20 2,502.6 2,219.9 282.7 11.4% 48.9 2.0% 89% False False 920
40 2,502.6 2,201.6 301.0 12.2% 42.0 1.7% 89% False False 550
60 2,502.6 2,100.0 402.6 16.3% 38.6 1.6% 92% False False 395
80 2,502.6 2,100.0 402.6 16.3% 29.0 1.2% 92% False False 296
100 2,502.6 2,082.9 419.7 17.0% 23.2 0.9% 92% False False 237
120 2,502.6 2,070.3 432.3 17.5% 19.3 0.8% 92% False False 197
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.7
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 2,570.4
2.618 2,537.8
1.618 2,517.8
1.000 2,505.4
0.618 2,497.8
HIGH 2,485.4
0.618 2,477.8
0.500 2,475.4
0.382 2,473.0
LOW 2,465.4
0.618 2,453.0
1.000 2,445.4
1.618 2,433.0
2.618 2,413.0
4.250 2,380.4
Fisher Pivots for day following 29-Nov-2024
Pivot 1 day 3 day
R1 2,475.4 2,469.1
PP 2,473.6 2,468.0
S1 2,471.9 2,467.0

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

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