CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 31-Dec-2024
Day Change Summary
Previous Current
30-Dec-2024 31-Dec-2024 Change Change % Previous Week
Open 2,263.6 2,247.7 -15.9 -0.7% 2,270.6
High 2,267.8 2,273.2 5.4 0.2% 2,304.8
Low 2,217.6 2,240.8 23.2 1.0% 2,238.6
Close 2,247.7 2,249.8 2.1 0.1% 2,263.3
Range 50.2 32.4 -17.8 -35.5% 66.2
ATR 48.7 47.6 -1.2 -2.4% 0.0
Volume 134,768 152,948 18,180 13.5% 470,774
Daily Pivots for day following 31-Dec-2024
Classic Woodie Camarilla DeMark
R4 2,351.8 2,333.2 2,267.6
R3 2,319.4 2,300.8 2,258.7
R2 2,287.0 2,287.0 2,255.7
R1 2,268.4 2,268.4 2,252.8 2,277.7
PP 2,254.6 2,254.6 2,254.6 2,259.3
S1 2,236.0 2,236.0 2,246.8 2,245.3
S2 2,222.2 2,222.2 2,243.9
S3 2,189.8 2,203.6 2,240.9
S4 2,157.4 2,171.2 2,232.0
Weekly Pivots for week ending 27-Dec-2024
Classic Woodie Camarilla DeMark
R4 2,467.5 2,431.6 2,299.7
R3 2,401.3 2,365.4 2,281.5
R2 2,335.1 2,335.1 2,275.4
R1 2,299.2 2,299.2 2,269.4 2,284.1
PP 2,268.9 2,268.9 2,268.9 2,261.3
S1 2,233.0 2,233.0 2,257.2 2,217.9
S2 2,202.7 2,202.7 2,251.2
S3 2,136.5 2,166.8 2,245.1
S4 2,070.3 2,100.6 2,226.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,304.8 2,217.6 87.2 3.9% 44.5 2.0% 37% False False 124,324
10 2,394.1 2,211.7 182.4 8.1% 58.8 2.6% 21% False False 196,782
20 2,471.7 2,211.7 260.0 11.6% 46.5 2.1% 15% False False 129,243
40 2,502.6 2,211.7 290.9 12.9% 47.4 2.1% 13% False False 65,095
60 2,502.6 2,201.6 301.0 13.4% 43.2 1.9% 16% False False 43,452
80 2,502.6 2,100.0 402.6 17.9% 40.9 1.8% 37% False False 32,617
100 2,502.6 2,100.0 402.6 17.9% 32.8 1.5% 37% False False 26,093
120 2,502.6 2,082.9 419.7 18.7% 27.3 1.2% 40% False False 21,744
Crabel Price Patterns
NR True
NR4 True
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 14.0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,410.9
2.618 2,358.0
1.618 2,325.6
1.000 2,305.6
0.618 2,293.2
HIGH 2,273.2
0.618 2,260.8
0.500 2,257.0
0.382 2,253.2
LOW 2,240.8
0.618 2,220.8
1.000 2,208.4
1.618 2,188.4
2.618 2,156.0
4.250 2,103.1
Fisher Pivots for day following 31-Dec-2024
Pivot 1 day 3 day
R1 2,257.0 2,259.8
PP 2,254.6 2,256.5
S1 2,252.2 2,253.1

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

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