CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 04-Feb-2025
Day Change Summary
Previous Current
03-Feb-2025 04-Feb-2025 Change Change % Previous Week
Open 2,248.0 2,293.6 45.6 2.0% 2,307.0
High 2,290.9 2,302.9 12.0 0.5% 2,333.9
Low 2,198.0 2,252.7 54.7 2.5% 2,276.6
Close 2,267.4 2,298.8 31.4 1.4% 2,295.4
Range 92.9 50.2 -42.7 -46.0% 57.3
ATR 45.4 45.8 0.3 0.7% 0.0
Volume 268,862 142,963 -125,899 -46.8% 893,704
Daily Pivots for day following 04-Feb-2025
Classic Woodie Camarilla DeMark
R4 2,435.4 2,417.3 2,326.4
R3 2,385.2 2,367.1 2,312.6
R2 2,335.0 2,335.0 2,308.0
R1 2,316.9 2,316.9 2,303.4 2,326.0
PP 2,284.8 2,284.8 2,284.8 2,289.3
S1 2,266.7 2,266.7 2,294.2 2,275.8
S2 2,234.6 2,234.6 2,289.6
S3 2,184.4 2,216.5 2,285.0
S4 2,134.2 2,166.3 2,271.2
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 5.9% 53.0 2.3% 74% False False 194,153
10 2,337.0 2,198.0 139.0 6.0% 41.4 1.8% 73% False False 170,930
20 2,337.0 2,172.2 164.8 7.2% 43.4 1.9% 77% False False 168,193
40 2,462.4 2,172.2 290.2 12.6% 45.4 2.0% 44% False False 160,166
60 2,502.6 2,172.2 330.4 14.4% 43.9 1.9% 38% False False 107,092
80 2,502.6 2,172.2 330.4 14.4% 43.7 1.9% 38% False False 80,391
100 2,502.6 2,141.5 361.1 15.7% 41.7 1.8% 44% False False 64,339
120 2,502.6 2,100.0 402.6 17.5% 35.6 1.5% 49% False False 53,616
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 15.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,516.3
2.618 2,434.3
1.618 2,384.1
1.000 2,353.1
0.618 2,333.9
HIGH 2,302.9
0.618 2,283.7
0.500 2,277.8
0.382 2,271.9
LOW 2,252.7
0.618 2,221.7
1.000 2,202.5
1.618 2,171.5
2.618 2,121.3
4.250 2,039.4
Fisher Pivots for day following 04-Feb-2025
Pivot 1 day 3 day
R1 2,291.8 2,287.9
PP 2,284.8 2,276.9
S1 2,277.8 2,266.0

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

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