CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 21-Jan-2025
Day Change Summary
Previous Current
17-Jan-2025 21-Jan-2025 Change Change % Previous Week
Open 2,275.3 2,288.7 13.4 0.6% 2,196.3
High 2,307.5 2,333.2 25.7 1.1% 2,307.5
Low 2,273.9 2,258.4 -15.5 -0.7% 2,172.2
Close 2,286.9 2,331.6 44.7 2.0% 2,286.9
Range 33.6 74.8 41.2 122.6% 135.3
ATR 44.4 46.5 2.2 4.9% 0.0
Volume 149,197 207,074 57,877 38.8% 842,202
Daily Pivots for day following 21-Jan-2025
Classic Woodie Camarilla DeMark
R4 2,532.1 2,506.7 2,372.7
R3 2,457.3 2,431.9 2,352.2
R2 2,382.5 2,382.5 2,345.3
R1 2,357.1 2,357.1 2,338.5 2,369.8
PP 2,307.7 2,307.7 2,307.7 2,314.1
S1 2,282.3 2,282.3 2,324.7 2,295.0
S2 2,232.9 2,232.9 2,317.9
S3 2,158.1 2,207.5 2,311.0
S4 2,083.3 2,132.7 2,290.5
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 2,333.2 2,205.4 127.8 5.5% 47.8 2.0% 99% True False 175,218
10 2,333.2 2,172.2 161.0 6.9% 45.5 2.0% 99% True False 165,457
20 2,333.2 2,172.2 161.0 6.9% 46.4 2.0% 99% True False 157,823
40 2,502.6 2,172.2 330.4 14.2% 44.7 1.9% 48% False False 117,746
60 2,502.6 2,172.2 330.4 14.2% 45.5 2.0% 48% False False 78,678
80 2,502.6 2,172.2 330.4 14.2% 42.8 1.8% 48% False False 59,049
100 2,502.6 2,100.0 402.6 17.3% 38.5 1.7% 58% False False 47,246
120 2,502.6 2,082.9 419.7 18.0% 32.1 1.4% 59% False False 39,372
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.8
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 2,651.1
2.618 2,529.0
1.618 2,454.2
1.000 2,408.0
0.618 2,379.4
HIGH 2,333.2
0.618 2,304.6
0.500 2,295.8
0.382 2,287.0
LOW 2,258.4
0.618 2,212.2
1.000 2,183.6
1.618 2,137.4
2.618 2,062.6
4.250 1,940.5
Fisher Pivots for day following 21-Jan-2025
Pivot 1 day 3 day
R1 2,319.7 2,319.7
PP 2,307.7 2,307.7
S1 2,295.8 2,295.8

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

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