CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 31-Jan-2025
Day Change Summary
Previous Current
30-Jan-2025 31-Jan-2025 Change Change % Previous Week
Open 2,298.7 2,313.9 15.2 0.7% 2,307.0
High 2,332.0 2,333.9 1.9 0.1% 2,333.9
Low 2,296.1 2,284.9 -11.2 -0.5% 2,276.6
Close 2,316.3 2,295.4 -20.9 -0.9% 2,295.4
Range 35.9 49.0 13.1 36.5% 57.3
ATR 40.9 41.4 0.6 1.4% 0.0
Volume 179,457 224,388 44,931 25.0% 893,704
Daily Pivots for day following 31-Jan-2025
Classic Woodie Camarilla DeMark
R4 2,451.7 2,422.6 2,322.4
R3 2,402.7 2,373.6 2,308.9
R2 2,353.7 2,353.7 2,304.4
R1 2,324.6 2,324.6 2,299.9 2,314.7
PP 2,304.7 2,304.7 2,304.7 2,299.8
S1 2,275.6 2,275.6 2,290.9 2,265.7
S2 2,255.7 2,255.7 2,286.4
S3 2,206.7 2,226.6 2,281.9
S4 2,157.7 2,177.6 2,268.5
Weekly Pivots for week ending 31-Jan-2025
Classic Woodie Camarilla DeMark
R4 2,473.9 2,441.9 2,326.9
R3 2,416.6 2,384.6 2,311.2
R2 2,359.3 2,359.3 2,305.9
R1 2,327.3 2,327.3 2,300.7 2,314.7
PP 2,302.0 2,302.0 2,302.0 2,295.6
S1 2,270.0 2,270.0 2,290.1 2,257.4
S2 2,244.7 2,244.7 2,284.9
S3 2,187.4 2,212.7 2,279.6
S4 2,130.1 2,155.4 2,263.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,333.9 2,276.6 57.3 2.5% 38.7 1.7% 33% True False 178,740
10 2,337.0 2,258.4 78.6 3.4% 37.9 1.7% 47% False False 165,375
20 2,337.0 2,172.2 164.8 7.2% 40.1 1.7% 75% False False 161,721
40 2,466.6 2,172.2 294.4 12.8% 43.8 1.9% 42% False False 149,916
60 2,502.6 2,172.2 330.4 14.4% 45.1 2.0% 37% False False 100,275
80 2,502.6 2,172.2 330.4 14.4% 42.6 1.9% 37% False False 75,248
100 2,502.6 2,100.0 402.6 17.5% 41.0 1.8% 49% False False 60,221
120 2,502.6 2,100.0 402.6 17.5% 34.4 1.5% 49% False False 50,184
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 True
Bear Hook False
Bull Hook False
Stretch 13.0
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2,542.2
2.618 2,462.2
1.618 2,413.2
1.000 2,382.9
0.618 2,364.2
HIGH 2,333.9
0.618 2,315.2
0.500 2,309.4
0.382 2,303.6
LOW 2,284.9
0.618 2,254.6
1.000 2,235.9
1.618 2,205.6
2.618 2,156.6
4.250 2,076.7
Fisher Pivots for day following 31-Jan-2025
Pivot 1 day 3 day
R1 2,309.4 2,305.3
PP 2,304.7 2,302.0
S1 2,300.1 2,298.7

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

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