CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 02-Jan-2025
Day Change Summary
Previous Current
31-Dec-2024 02-Jan-2025 Change Change % Previous Week
Open 2,247.7 2,258.0 10.3 0.5% 2,270.6
High 2,273.2 2,283.2 10.0 0.4% 2,304.8
Low 2,240.8 2,233.6 -7.2 -0.3% 2,238.6
Close 2,249.8 2,249.4 -0.4 0.0% 2,263.3
Range 32.4 49.6 17.2 53.1% 66.2
ATR 47.6 47.7 0.1 0.3% 0.0
Volume 152,948 178,382 25,434 16.6% 470,774
Daily Pivots for day following 02-Jan-2025
Classic Woodie Camarilla DeMark
R4 2,404.2 2,376.4 2,276.7
R3 2,354.6 2,326.8 2,263.0
R2 2,305.0 2,305.0 2,258.5
R1 2,277.2 2,277.2 2,253.9 2,266.3
PP 2,255.4 2,255.4 2,255.4 2,250.0
S1 2,227.6 2,227.6 2,244.9 2,216.7
S2 2,205.8 2,205.8 2,240.3
S3 2,156.2 2,178.0 2,235.8
S4 2,106.6 2,128.4 2,222.1
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% 48.0 2.1% 36% False False 147,529
10 2,385.9 2,211.7 174.2 7.7% 60.2 2.7% 22% False False 186,729
20 2,466.6 2,211.7 254.9 11.3% 47.6 2.1% 15% False False 138,111
40 2,502.6 2,211.7 290.9 12.9% 47.6 2.1% 13% False False 69,552
60 2,502.6 2,201.6 301.0 13.4% 43.4 1.9% 16% False False 46,424
80 2,502.6 2,100.0 402.6 17.9% 41.2 1.8% 37% False False 34,846
100 2,502.6 2,100.0 402.6 17.9% 33.2 1.5% 37% False False 27,877
120 2,502.6 2,082.9 419.7 18.7% 27.7 1.2% 40% False False 23,231
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,494.0
2.618 2,413.1
1.618 2,363.5
1.000 2,332.8
0.618 2,313.9
HIGH 2,283.2
0.618 2,264.3
0.500 2,258.4
0.382 2,252.5
LOW 2,233.6
0.618 2,202.9
1.000 2,184.0
1.618 2,153.3
2.618 2,103.7
4.250 2,022.8
Fisher Pivots for day following 02-Jan-2025
Pivot 1 day 3 day
R1 2,258.4 2,250.4
PP 2,255.4 2,250.1
S1 2,252.4 2,249.7

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

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