CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 03-Feb-2025
Day Change Summary
Previous Current
31-Jan-2025 03-Feb-2025 Change Change % Previous Week
Open 2,313.9 2,248.0 -65.9 -2.8% 2,307.0
High 2,333.9 2,290.9 -43.0 -1.8% 2,333.9
Low 2,284.9 2,198.0 -86.9 -3.8% 2,276.6
Close 2,295.4 2,267.4 -28.0 -1.2% 2,295.4
Range 49.0 92.9 43.9 89.6% 57.3
ATR 41.4 45.4 4.0 9.6% 0.0
Volume 224,388 268,862 44,474 19.8% 893,704
Daily Pivots for day following 03-Feb-2025
Classic Woodie Camarilla DeMark
R4 2,530.8 2,492.0 2,318.5
R3 2,437.9 2,399.1 2,292.9
R2 2,345.0 2,345.0 2,284.4
R1 2,306.2 2,306.2 2,275.9 2,325.6
PP 2,252.1 2,252.1 2,252.1 2,261.8
S1 2,213.3 2,213.3 2,258.9 2,232.7
S2 2,159.2 2,159.2 2,250.4
S3 2,066.3 2,120.4 2,241.9
S4 1,973.4 2,027.5 2,216.3
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 2,198.0 135.9 6.0% 48.0 2.1% 51% False True 191,542
10 2,337.0 2,198.0 139.0 6.1% 43.8 1.9% 50% False True 177,341
20 2,337.0 2,172.2 164.8 7.3% 42.7 1.9% 58% False False 168,659
40 2,462.4 2,172.2 290.2 12.8% 45.0 2.0% 33% False False 156,611
60 2,502.6 2,172.2 330.4 14.6% 45.6 2.0% 29% False False 104,753
80 2,502.6 2,172.2 330.4 14.6% 43.5 1.9% 29% False False 78,608
100 2,502.6 2,100.0 402.6 17.8% 41.6 1.8% 42% False False 62,909
120 2,502.6 2,100.0 402.6 17.8% 35.1 1.5% 42% False False 52,425
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.1
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 2,685.7
2.618 2,534.1
1.618 2,441.2
1.000 2,383.8
0.618 2,348.3
HIGH 2,290.9
0.618 2,255.4
0.500 2,244.5
0.382 2,233.5
LOW 2,198.0
0.618 2,140.6
1.000 2,105.1
1.618 2,047.7
2.618 1,954.8
4.250 1,803.2
Fisher Pivots for day following 03-Feb-2025
Pivot 1 day 3 day
R1 2,259.8 2,266.9
PP 2,252.1 2,266.4
S1 2,244.5 2,266.0

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

View Archives - Comment on this page... - Back to Index of Symbols