CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 30-Jan-2025
Day Change Summary
Previous Current
29-Jan-2025 30-Jan-2025 Change Change % Previous Week
Open 2,298.0 2,298.7 0.7 0.0% 2,288.7
High 2,313.6 2,332.0 18.4 0.8% 2,337.0
Low 2,276.6 2,296.1 19.5 0.9% 2,258.4
Close 2,294.1 2,316.3 22.2 1.0% 2,319.3
Range 37.0 35.9 -1.1 -3.0% 78.6
ATR 41.1 40.9 -0.2 -0.6% 0.0
Volume 155,097 179,457 24,360 15.7% 610,850
Daily Pivots for day following 30-Jan-2025
Classic Woodie Camarilla DeMark
R4 2,422.5 2,405.3 2,336.0
R3 2,386.6 2,369.4 2,326.2
R2 2,350.7 2,350.7 2,322.9
R1 2,333.5 2,333.5 2,319.6 2,342.1
PP 2,314.8 2,314.8 2,314.8 2,319.1
S1 2,297.6 2,297.6 2,313.0 2,306.2
S2 2,278.9 2,278.9 2,309.7
S3 2,243.0 2,261.7 2,306.4
S4 2,207.1 2,225.8 2,296.6
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% 33.4 1.4% 68% False False 158,578
10 2,337.0 2,258.4 78.6 3.4% 35.5 1.5% 74% False False 156,952
20 2,337.0 2,172.2 164.8 7.1% 40.1 1.7% 87% False False 159,421
40 2,471.7 2,172.2 299.5 12.9% 43.3 1.9% 48% False False 144,332
60 2,502.6 2,172.2 330.4 14.3% 45.0 1.9% 44% False False 96,537
80 2,502.6 2,172.2 330.4 14.3% 42.4 1.8% 44% False False 72,444
100 2,502.6 2,100.0 402.6 17.4% 40.7 1.8% 54% False False 57,977
120 2,502.6 2,100.0 402.6 17.4% 34.0 1.5% 54% False False 48,314
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 11.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,484.6
2.618 2,426.0
1.618 2,390.1
1.000 2,367.9
0.618 2,354.2
HIGH 2,332.0
0.618 2,318.3
0.500 2,314.1
0.382 2,309.8
LOW 2,296.1
0.618 2,273.9
1.000 2,260.2
1.618 2,238.0
2.618 2,202.1
4.250 2,143.5
Fisher Pivots for day following 30-Jan-2025
Pivot 1 day 3 day
R1 2,315.6 2,312.3
PP 2,314.8 2,308.3
S1 2,314.1 2,304.3

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

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