CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 10-Feb-2025
Day Change Summary
Previous Current
07-Feb-2025 10-Feb-2025 Change Change % Previous Week
Open 2,313.0 2,268.2 -44.8 -1.9% 2,248.0
High 2,327.9 2,303.4 -24.5 -1.1% 2,336.2
Low 2,283.0 2,263.2 -19.8 -0.9% 2,198.0
Close 2,287.8 2,297.3 9.5 0.4% 2,287.8
Range 44.9 40.2 -4.7 -10.5% 138.2
ATR 44.2 43.9 -0.3 -0.6% 0.0
Volume 180,113 105,855 -74,258 -41.2% 830,851
Daily Pivots for day following 10-Feb-2025
Classic Woodie Camarilla DeMark
R4 2,408.6 2,393.1 2,319.4
R3 2,368.4 2,352.9 2,308.4
R2 2,328.2 2,328.2 2,304.7
R1 2,312.7 2,312.7 2,301.0 2,320.5
PP 2,288.0 2,288.0 2,288.0 2,291.8
S1 2,272.5 2,272.5 2,293.6 2,280.3
S2 2,247.8 2,247.8 2,289.9
S3 2,207.6 2,232.3 2,286.2
S4 2,167.4 2,192.1 2,275.2
Weekly Pivots for week ending 07-Feb-2025
Classic Woodie Camarilla DeMark
R4 2,688.6 2,626.4 2,363.8
R3 2,550.4 2,488.2 2,325.8
R2 2,412.2 2,412.2 2,313.1
R1 2,350.0 2,350.0 2,300.5 2,381.1
PP 2,274.0 2,274.0 2,274.0 2,289.6
S1 2,211.8 2,211.8 2,275.1 2,242.9
S2 2,135.8 2,135.8 2,262.5
S3 1,997.6 2,073.6 2,249.8
S4 1,859.4 1,935.4 2,211.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,336.2 2,252.7 83.5 3.6% 40.5 1.8% 53% False False 133,568
10 2,336.2 2,198.0 138.2 6.0% 44.3 1.9% 72% False False 162,555
20 2,337.0 2,172.2 164.8 7.2% 42.2 1.8% 76% False False 164,173
40 2,432.7 2,172.2 260.5 11.3% 46.2 2.0% 48% False False 172,746
60 2,502.6 2,172.2 330.4 14.4% 43.8 1.9% 38% False False 115,806
80 2,502.6 2,172.2 330.4 14.4% 43.7 1.9% 38% False False 86,945
100 2,502.6 2,172.2 330.4 14.4% 42.2 1.8% 38% False False 69,587
120 2,502.6 2,100.0 402.6 17.5% 36.8 1.6% 49% False False 57,990
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 True
Bull Hook False
Stretch 13.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,474.3
2.618 2,408.6
1.618 2,368.4
1.000 2,343.6
0.618 2,328.2
HIGH 2,303.4
0.618 2,288.0
0.500 2,283.3
0.382 2,278.6
LOW 2,263.2
0.618 2,238.4
1.000 2,223.0
1.618 2,198.2
2.618 2,158.0
4.250 2,092.4
Fisher Pivots for day following 10-Feb-2025
Pivot 1 day 3 day
R1 2,292.6 2,299.7
PP 2,288.0 2,298.9
S1 2,283.3 2,298.1

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

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