CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 17-Jan-2025
Day Change Summary
Previous Current
16-Jan-2025 17-Jan-2025 Change Change % Previous Week
Open 2,277.5 2,275.3 -2.2 -0.1% 2,196.3
High 2,286.5 2,307.5 21.0 0.9% 2,307.5
Low 2,261.6 2,273.9 12.3 0.5% 2,172.2
Close 2,279.2 2,286.9 7.7 0.3% 2,286.9
Range 24.9 33.6 8.7 34.9% 135.3
ATR 45.2 44.4 -0.8 -1.8% 0.0
Volume 140,157 149,197 9,040 6.4% 842,202
Daily Pivots for day following 17-Jan-2025
Classic Woodie Camarilla DeMark
R4 2,390.2 2,372.2 2,305.4
R3 2,356.6 2,338.6 2,296.1
R2 2,323.0 2,323.0 2,293.1
R1 2,305.0 2,305.0 2,290.0 2,314.0
PP 2,289.4 2,289.4 2,289.4 2,294.0
S1 2,271.4 2,271.4 2,283.8 2,280.4
S2 2,255.8 2,255.8 2,280.7
S3 2,222.2 2,237.8 2,277.7
S4 2,188.6 2,204.2 2,268.4
Weekly Pivots for week ending 17-Jan-2025
Classic Woodie Camarilla DeMark
R4 2,661.4 2,609.5 2,361.3
R3 2,526.1 2,474.2 2,324.1
R2 2,390.8 2,390.8 2,311.7
R1 2,338.9 2,338.9 2,299.3 2,364.9
PP 2,255.5 2,255.5 2,255.5 2,268.5
S1 2,203.6 2,203.6 2,274.5 2,229.6
S2 2,120.2 2,120.2 2,262.1
S3 1,984.9 2,068.3 2,249.7
S4 1,849.6 1,933.0 2,212.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,307.5 2,172.2 135.3 5.9% 40.5 1.8% 85% True False 168,440
10 2,313.6 2,172.2 141.4 6.2% 41.6 1.8% 81% False False 159,978
20 2,313.6 2,172.2 141.4 6.2% 45.4 2.0% 81% False False 162,452
40 2,502.6 2,172.2 330.4 14.4% 43.7 1.9% 35% False False 112,584
60 2,502.6 2,172.2 330.4 14.4% 44.9 2.0% 35% False False 75,228
80 2,502.6 2,172.2 330.4 14.4% 42.3 1.8% 35% False False 56,462
100 2,502.6 2,100.0 402.6 17.6% 37.8 1.7% 46% False False 45,176
120 2,502.6 2,082.9 419.7 18.4% 31.5 1.4% 49% False False 37,646
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 7.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,450.3
2.618 2,395.5
1.618 2,361.9
1.000 2,341.1
0.618 2,328.3
HIGH 2,307.5
0.618 2,294.7
0.500 2,290.7
0.382 2,286.7
LOW 2,273.9
0.618 2,253.1
1.000 2,240.3
1.618 2,219.5
2.618 2,185.9
4.250 2,131.1
Fisher Pivots for day following 17-Jan-2025
Pivot 1 day 3 day
R1 2,290.7 2,281.7
PP 2,289.4 2,276.6
S1 2,288.2 2,271.4

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

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