CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 04-Dec-2024
Day Change Summary
Previous Current
03-Dec-2024 04-Dec-2024 Change Change % Previous Week
Open 2,471.4 2,431.5 -39.9 -1.6% 2,452.7
High 2,471.7 2,466.6 -5.1 -0.2% 2,502.6
Low 2,444.2 2,423.3 -20.9 -0.9% 2,445.7
Close 2,450.1 2,459.1 9.0 0.4% 2,470.1
Range 27.5 43.3 15.8 57.5% 56.9
ATR 42.1 42.2 0.1 0.2% 0.0
Volume 1,024 1,054 30 2.9% 7,109
Daily Pivots for day following 04-Dec-2024
Classic Woodie Camarilla DeMark
R4 2,579.6 2,562.6 2,482.9
R3 2,536.3 2,519.3 2,471.0
R2 2,493.0 2,493.0 2,467.0
R1 2,476.0 2,476.0 2,463.1 2,484.5
PP 2,449.7 2,449.7 2,449.7 2,453.9
S1 2,432.7 2,432.7 2,455.1 2,441.2
S2 2,406.4 2,406.4 2,451.2
S3 2,363.1 2,389.4 2,447.2
S4 2,319.8 2,346.1 2,435.3
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 2,488.3 2,423.3 65.0 2.6% 30.5 1.2% 55% False True 927
10 2,502.6 2,332.0 170.6 6.9% 38.6 1.6% 75% False False 1,231
20 2,502.6 2,294.6 208.0 8.5% 46.8 1.9% 79% False False 1,036
40 2,502.6 2,201.6 301.0 12.2% 41.9 1.7% 86% False False 605
60 2,502.6 2,100.0 402.6 16.4% 39.4 1.6% 89% False False 442
80 2,502.6 2,100.0 402.6 16.4% 30.2 1.2% 89% False False 332
100 2,502.6 2,082.9 419.7 17.1% 24.2 1.0% 90% False False 265
120 2,502.6 2,070.3 432.3 17.6% 20.1 0.8% 90% False False 221
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.3
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,650.6
2.618 2,580.0
1.618 2,536.7
1.000 2,509.9
0.618 2,493.4
HIGH 2,466.6
0.618 2,450.1
0.500 2,445.0
0.382 2,439.8
LOW 2,423.3
0.618 2,396.5
1.000 2,380.0
1.618 2,353.2
2.618 2,309.9
4.250 2,239.3
Fisher Pivots for day following 04-Dec-2024
Pivot 1 day 3 day
R1 2,454.4 2,456.5
PP 2,449.7 2,453.8
S1 2,445.0 2,451.2

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

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