CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 06-Jan-2025
Day Change Summary
Previous Current
03-Jan-2025 06-Jan-2025 Change Change % Previous Week
Open 2,252.0 2,286.9 34.9 1.5% 2,263.6
High 2,286.5 2,313.6 27.1 1.2% 2,286.5
Low 2,246.8 2,277.6 30.8 1.4% 2,217.6
Close 2,283.4 2,282.6 -0.8 0.0% 2,283.4
Range 39.7 36.0 -3.7 -9.3% 68.9
ATR 47.2 46.4 -0.8 -1.7% 0.0
Volume 130,093 152,281 22,188 17.1% 596,191
Daily Pivots for day following 06-Jan-2025
Classic Woodie Camarilla DeMark
R4 2,399.3 2,376.9 2,302.4
R3 2,363.3 2,340.9 2,292.5
R2 2,327.3 2,327.3 2,289.2
R1 2,304.9 2,304.9 2,285.9 2,298.1
PP 2,291.3 2,291.3 2,291.3 2,287.9
S1 2,268.9 2,268.9 2,279.3 2,262.1
S2 2,255.3 2,255.3 2,276.0
S3 2,219.3 2,232.9 2,272.7
S4 2,183.3 2,196.9 2,262.8
Weekly Pivots for week ending 03-Jan-2025
Classic Woodie Camarilla DeMark
R4 2,469.2 2,445.2 2,321.3
R3 2,400.3 2,376.3 2,302.3
R2 2,331.4 2,331.4 2,296.0
R1 2,307.4 2,307.4 2,289.7 2,319.4
PP 2,262.5 2,262.5 2,262.5 2,268.5
S1 2,238.5 2,238.5 2,277.1 2,250.5
S2 2,193.6 2,193.6 2,270.8
S3 2,124.7 2,169.6 2,264.5
S4 2,055.8 2,100.7 2,245.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,313.6 2,217.6 96.0 4.2% 41.6 1.8% 68% True False 149,694
10 2,313.6 2,211.7 101.9 4.5% 47.4 2.1% 70% True False 150,189
20 2,462.4 2,211.7 250.7 11.0% 47.4 2.1% 28% False False 152,139
40 2,502.6 2,211.7 290.9 12.7% 44.2 1.9% 24% False False 76,541
60 2,502.6 2,201.6 301.0 13.2% 43.8 1.9% 27% False False 51,124
80 2,502.6 2,141.5 361.1 15.8% 41.3 1.8% 39% False False 38,375
100 2,502.6 2,100.0 402.6 17.6% 34.0 1.5% 45% False False 30,701
120 2,502.6 2,082.9 419.7 18.4% 28.3 1.2% 48% False False 25,584
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 True
Stretch 13.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,466.6
2.618 2,407.8
1.618 2,371.8
1.000 2,349.6
0.618 2,335.8
HIGH 2,313.6
0.618 2,299.8
0.500 2,295.6
0.382 2,291.4
LOW 2,277.6
0.618 2,255.4
1.000 2,241.6
1.618 2,219.4
2.618 2,183.4
4.250 2,124.6
Fisher Pivots for day following 06-Jan-2025
Pivot 1 day 3 day
R1 2,295.6 2,279.6
PP 2,291.3 2,276.6
S1 2,286.9 2,273.6

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

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