CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 16-Jan-2025
Day Change Summary
Previous Current
15-Jan-2025 16-Jan-2025 Change Change % Previous Week
Open 2,235.6 2,277.5 41.9 1.9% 2,286.9
High 2,303.5 2,286.5 -17.0 -0.7% 2,313.6
Low 2,235.3 2,261.6 26.3 1.2% 2,186.3
Close 2,276.2 2,279.2 3.0 0.1% 2,201.7
Range 68.2 24.9 -43.3 -63.5% 127.3
ATR 46.8 45.2 -1.6 -3.3% 0.0
Volume 194,335 140,157 -54,178 -27.9% 757,578
Daily Pivots for day following 16-Jan-2025
Classic Woodie Camarilla DeMark
R4 2,350.5 2,339.7 2,292.9
R3 2,325.6 2,314.8 2,286.0
R2 2,300.7 2,300.7 2,283.8
R1 2,289.9 2,289.9 2,281.5 2,295.3
PP 2,275.8 2,275.8 2,275.8 2,278.5
S1 2,265.0 2,265.0 2,276.9 2,270.4
S2 2,250.9 2,250.9 2,274.6
S3 2,226.0 2,240.1 2,272.4
S4 2,201.1 2,215.2 2,265.5
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 2,303.5 2,172.2 131.3 5.8% 47.1 2.1% 81% False False 188,843
10 2,313.6 2,172.2 141.4 6.2% 42.2 1.9% 76% False False 158,067
20 2,385.9 2,172.2 213.7 9.4% 51.2 2.2% 50% False False 172,398
40 2,502.6 2,172.2 330.4 14.5% 44.2 1.9% 32% False False 108,874
60 2,502.6 2,172.2 330.4 14.5% 44.7 2.0% 32% False False 72,743
80 2,502.6 2,172.2 330.4 14.5% 42.2 1.8% 32% False False 54,599
100 2,502.6 2,100.0 402.6 17.7% 37.4 1.6% 45% False False 43,684
120 2,502.6 2,082.9 419.7 18.4% 31.2 1.4% 47% False False 36,403
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.1
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,392.3
2.618 2,351.7
1.618 2,326.8
1.000 2,311.4
0.618 2,301.9
HIGH 2,286.5
0.618 2,277.0
0.500 2,274.1
0.382 2,271.1
LOW 2,261.6
0.618 2,246.2
1.000 2,236.7
1.618 2,221.3
2.618 2,196.4
4.250 2,155.8
Fisher Pivots for day following 16-Jan-2025
Pivot 1 day 3 day
R1 2,277.5 2,271.0
PP 2,275.8 2,262.7
S1 2,274.1 2,254.5

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

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