CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 24-Jan-2025
Day Change Summary
Previous Current
23-Jan-2025 24-Jan-2025 Change Change % Previous Week
Open 2,316.9 2,324.2 7.3 0.3% 2,288.7
High 2,326.8 2,334.8 8.0 0.3% 2,337.0
Low 2,298.1 2,312.4 14.3 0.6% 2,258.4
Close 2,326.3 2,319.3 -7.0 -0.3% 2,319.3
Range 28.7 22.4 -6.3 -22.0% 78.6
ATR 43.9 42.3 -1.5 -3.5% 0.0
Volume 141,284 123,574 -17,710 -12.5% 610,850
Daily Pivots for day following 24-Jan-2025
Classic Woodie Camarilla DeMark
R4 2,389.4 2,376.7 2,331.6
R3 2,367.0 2,354.3 2,325.5
R2 2,344.6 2,344.6 2,323.4
R1 2,331.9 2,331.9 2,321.4 2,327.1
PP 2,322.2 2,322.2 2,322.2 2,319.7
S1 2,309.5 2,309.5 2,317.2 2,304.7
S2 2,299.8 2,299.8 2,315.2
S3 2,277.4 2,287.1 2,313.1
S4 2,255.0 2,264.7 2,307.0
Weekly Pivots for week ending 24-Jan-2025
Classic Woodie Camarilla DeMark
R4 2,540.7 2,508.6 2,362.5
R3 2,462.1 2,430.0 2,340.9
R2 2,383.5 2,383.5 2,333.7
R1 2,351.4 2,351.4 2,326.5 2,367.5
PP 2,304.9 2,304.9 2,304.9 2,312.9
S1 2,272.8 2,272.8 2,312.1 2,288.9
S2 2,226.3 2,226.3 2,304.9
S3 2,147.7 2,194.2 2,297.7
S4 2,069.1 2,115.6 2,276.1
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% 37.0 1.6% 77% False False 152,009
10 2,337.0 2,172.2 164.8 7.1% 42.1 1.8% 89% False False 170,426
20 2,337.0 2,172.2 164.8 7.1% 42.4 1.8% 89% False False 153,918
40 2,488.3 2,172.2 316.1 13.6% 42.6 1.8% 47% False False 127,691
60 2,502.6 2,172.2 330.4 14.2% 45.2 1.9% 45% False False 85,395
80 2,502.6 2,172.2 330.4 14.2% 42.6 1.8% 45% False False 64,093
100 2,502.6 2,100.0 402.6 17.4% 39.3 1.7% 54% False False 51,284
120 2,502.6 2,082.9 419.7 18.1% 32.8 1.4% 56% False False 42,737
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.0
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 2,430.0
2.618 2,393.4
1.618 2,371.0
1.000 2,357.2
0.618 2,348.6
HIGH 2,334.8
0.618 2,326.2
0.500 2,323.6
0.382 2,321.0
LOW 2,312.4
0.618 2,298.6
1.000 2,290.0
1.618 2,276.2
2.618 2,253.8
4.250 2,217.2
Fisher Pivots for day following 24-Jan-2025
Pivot 1 day 3 day
R1 2,323.6 2,318.7
PP 2,322.2 2,318.1
S1 2,320.7 2,317.6

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

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