CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 29-Jan-2025
Day Change Summary
Previous Current
28-Jan-2025 29-Jan-2025 Change Change % Previous Week
Open 2,298.2 2,298.0 -0.2 0.0% 2,288.7
High 2,307.4 2,313.6 6.2 0.3% 2,337.0
Low 2,282.2 2,276.6 -5.6 -0.2% 2,258.4
Close 2,299.3 2,294.1 -5.2 -0.2% 2,319.3
Range 25.2 37.0 11.8 46.8% 78.6
ATR 41.4 41.1 -0.3 -0.8% 0.0
Volume 129,909 155,097 25,188 19.4% 610,850
Daily Pivots for day following 29-Jan-2025
Classic Woodie Camarilla DeMark
R4 2,405.8 2,386.9 2,314.5
R3 2,368.8 2,349.9 2,304.3
R2 2,331.8 2,331.8 2,300.9
R1 2,312.9 2,312.9 2,297.5 2,303.9
PP 2,294.8 2,294.8 2,294.8 2,290.2
S1 2,275.9 2,275.9 2,290.7 2,266.9
S2 2,257.8 2,257.8 2,287.3
S3 2,220.8 2,238.9 2,283.9
S4 2,183.8 2,201.9 2,273.8
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 2,334.8 2,276.6 58.2 2.5% 32.0 1.4% 30% False True 150,943
10 2,337.0 2,235.3 101.7 4.4% 38.7 1.7% 58% False False 158,439
20 2,337.0 2,172.2 164.8 7.2% 39.9 1.7% 74% False False 158,095
40 2,479.0 2,172.2 306.8 13.4% 43.1 1.9% 40% False False 139,864
60 2,502.6 2,172.2 330.4 14.4% 45.0 2.0% 37% False False 93,549
80 2,502.6 2,172.2 330.4 14.4% 42.5 1.9% 37% False False 70,207
100 2,502.6 2,100.0 402.6 17.5% 40.4 1.8% 48% False False 56,183
120 2,502.6 2,100.0 402.6 17.5% 33.7 1.5% 48% False False 46,819
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,470.9
2.618 2,410.5
1.618 2,373.5
1.000 2,350.6
0.618 2,336.5
HIGH 2,313.6
0.618 2,299.5
0.500 2,295.1
0.382 2,290.7
LOW 2,276.6
0.618 2,253.7
1.000 2,239.6
1.618 2,216.7
2.618 2,179.7
4.250 2,119.4
Fisher Pivots for day following 29-Jan-2025
Pivot 1 day 3 day
R1 2,295.1 2,302.4
PP 2,294.8 2,299.6
S1 2,294.4 2,296.9

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

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