CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 10-Jan-2025
Day Change Summary
Previous Current
09-Jan-2025 10-Jan-2025 Change Change % Previous Week
Open 2,254.5 2,245.5 -9.0 -0.4% 2,286.9
High 2,256.0 2,252.8 -3.2 -0.1% 2,313.6
Low 2,240.8 2,186.3 -54.5 -2.4% 2,186.3
Close 2,254.0 2,201.7 -52.3 -2.3% 2,201.7
Range 15.2 66.5 51.3 337.5% 127.3
ATR 44.3 46.0 1.7 3.8% 0.0
Volume 13,615 251,211 237,596 1,745.1% 757,578
Daily Pivots for day following 10-Jan-2025
Classic Woodie Camarilla DeMark
R4 2,413.1 2,373.9 2,238.3
R3 2,346.6 2,307.4 2,220.0
R2 2,280.1 2,280.1 2,213.9
R1 2,240.9 2,240.9 2,207.8 2,227.3
PP 2,213.6 2,213.6 2,213.6 2,206.8
S1 2,174.4 2,174.4 2,195.6 2,160.8
S2 2,147.1 2,147.1 2,189.5
S3 2,080.6 2,107.9 2,183.4
S4 2,014.1 2,041.4 2,165.1
Weekly Pivots for week ending 10-Jan-2025
Classic Woodie Camarilla DeMark
R4 2,615.8 2,536.0 2,271.7
R3 2,488.5 2,408.7 2,236.7
R2 2,361.2 2,361.2 2,225.0
R1 2,281.4 2,281.4 2,213.4 2,257.7
PP 2,233.9 2,233.9 2,233.9 2,222.0
S1 2,154.1 2,154.1 2,190.0 2,130.4
S2 2,106.6 2,106.6 2,178.4
S3 1,979.3 2,026.8 2,166.7
S4 1,852.0 1,899.5 2,131.7
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 2,186.3 127.3 5.8% 42.7 1.9% 12% False True 151,515
10 2,313.6 2,186.3 127.3 5.8% 44.6 2.0% 12% False True 151,249
20 2,432.7 2,186.3 246.4 11.2% 50.2 2.3% 6% False True 181,319
40 2,502.6 2,186.3 316.3 14.4% 44.7 2.0% 5% False True 91,622
60 2,502.6 2,186.3 316.3 14.4% 44.2 2.0% 5% False True 61,203
80 2,502.6 2,186.3 316.3 14.4% 42.2 1.9% 5% False True 45,941
100 2,502.6 2,100.0 402.6 18.3% 35.8 1.6% 25% False False 36,754
120 2,502.6 2,082.9 419.7 19.1% 29.8 1.4% 28% False False 30,628
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.7
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 2,535.4
2.618 2,426.9
1.618 2,360.4
1.000 2,319.3
0.618 2,293.9
HIGH 2,252.8
0.618 2,227.4
0.500 2,219.6
0.382 2,211.7
LOW 2,186.3
0.618 2,145.2
1.000 2,119.8
1.618 2,078.7
2.618 2,012.2
4.250 1,903.7
Fisher Pivots for day following 10-Jan-2025
Pivot 1 day 3 day
R1 2,219.6 2,228.1
PP 2,213.6 2,219.3
S1 2,207.7 2,210.5

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

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