CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 14-Jan-2025
Day Change Summary
Previous Current
13-Jan-2025 14-Jan-2025 Change Change % Previous Week
Open 2,196.3 2,213.0 16.7 0.8% 2,286.9
High 2,210.8 2,242.7 31.9 1.4% 2,313.6
Low 2,172.2 2,205.4 33.2 1.5% 2,186.3
Close 2,207.2 2,232.2 25.0 1.1% 2,201.7
Range 38.6 37.3 -1.3 -3.4% 127.3
ATR 45.5 44.9 -0.6 -1.3% 0.0
Volume 173,185 185,328 12,143 7.0% 757,578
Daily Pivots for day following 14-Jan-2025
Classic Woodie Camarilla DeMark
R4 2,338.7 2,322.7 2,252.7
R3 2,301.4 2,285.4 2,242.5
R2 2,264.1 2,264.1 2,239.0
R1 2,248.1 2,248.1 2,235.6 2,256.1
PP 2,226.8 2,226.8 2,226.8 2,230.8
S1 2,210.8 2,210.8 2,228.8 2,218.8
S2 2,189.5 2,189.5 2,225.4
S3 2,152.2 2,173.5 2,221.9
S4 2,114.9 2,136.2 2,211.7
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 2,269.8 2,172.2 97.6 4.4% 40.3 1.8% 61% False False 159,979
10 2,313.6 2,172.2 141.4 6.3% 41.1 1.8% 42% False False 157,751
20 2,402.6 2,172.2 230.4 10.3% 50.0 2.2% 26% False False 190,298
40 2,502.6 2,172.2 330.4 14.8% 43.7 2.0% 18% False False 100,536
60 2,502.6 2,172.2 330.4 14.8% 44.3 2.0% 18% False False 67,172
80 2,502.6 2,172.2 330.4 14.8% 41.7 1.9% 18% False False 50,419
100 2,502.6 2,100.0 402.6 18.0% 36.5 1.6% 33% False False 40,339
120 2,502.6 2,082.9 419.7 18.8% 30.4 1.4% 36% False False 33,616
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 False
Stretch 10.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,401.2
2.618 2,340.4
1.618 2,303.1
1.000 2,280.0
0.618 2,265.8
HIGH 2,242.7
0.618 2,228.5
0.500 2,224.1
0.382 2,219.6
LOW 2,205.4
0.618 2,182.3
1.000 2,168.1
1.618 2,145.0
2.618 2,107.7
4.250 2,046.9
Fisher Pivots for day following 14-Jan-2025
Pivot 1 day 3 day
R1 2,229.5 2,225.6
PP 2,226.8 2,219.1
S1 2,224.1 2,212.5

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

View Archives - Comment on this page... - Back to Index of Symbols