CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 23-Jan-2025
Day Change Summary
Previous Current
22-Jan-2025 23-Jan-2025 Change Change % Previous Week
Open 2,327.8 2,316.9 -10.9 -0.5% 2,196.3
High 2,337.0 2,326.8 -10.2 -0.4% 2,307.5
Low 2,311.4 2,298.1 -13.3 -0.6% 2,172.2
Close 2,315.5 2,326.3 10.8 0.5% 2,286.9
Range 25.6 28.7 3.1 12.1% 135.3
ATR 45.0 43.9 -1.2 -2.6% 0.0
Volume 138,918 141,284 2,366 1.7% 842,202
Daily Pivots for day following 23-Jan-2025
Classic Woodie Camarilla DeMark
R4 2,403.2 2,393.4 2,342.1
R3 2,374.5 2,364.7 2,334.2
R2 2,345.8 2,345.8 2,331.6
R1 2,336.0 2,336.0 2,328.9 2,340.9
PP 2,317.1 2,317.1 2,317.1 2,319.5
S1 2,307.3 2,307.3 2,323.7 2,312.2
S2 2,288.4 2,288.4 2,321.0
S3 2,259.7 2,278.6 2,318.4
S4 2,231.0 2,249.9 2,310.5
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 2,337.0 2,258.4 78.6 3.4% 37.5 1.6% 86% False False 155,326
10 2,337.0 2,172.2 164.8 7.1% 41.3 1.8% 94% False False 159,430
20 2,337.0 2,172.2 164.8 7.1% 42.9 1.8% 94% False False 150,857
40 2,502.6 2,172.2 330.4 14.2% 43.3 1.9% 47% False False 124,706
60 2,502.6 2,172.2 330.4 14.2% 45.4 2.0% 47% False False 83,344
80 2,502.6 2,172.2 330.4 14.2% 42.6 1.8% 47% False False 62,550
100 2,502.6 2,100.0 402.6 17.3% 39.1 1.7% 56% False False 50,048
120 2,502.6 2,082.9 419.7 18.0% 32.6 1.4% 58% False False 41,707
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,448.8
2.618 2,401.9
1.618 2,373.2
1.000 2,355.5
0.618 2,344.5
HIGH 2,326.8
0.618 2,315.8
0.500 2,312.5
0.382 2,309.1
LOW 2,298.1
0.618 2,280.4
1.000 2,269.4
1.618 2,251.7
2.618 2,223.0
4.250 2,176.1
Fisher Pivots for day following 23-Jan-2025
Pivot 1 day 3 day
R1 2,321.7 2,316.8
PP 2,317.1 2,307.2
S1 2,312.5 2,297.7

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

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