CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 19-Feb-2025
Day Change Summary
Previous Current
18-Feb-2025 19-Feb-2025 Change Change % Previous Week
Open 2,289.7 2,297.0 7.3 0.3% 2,268.2
High 2,302.4 2,301.5 -0.9 0.0% 2,306.0
Low 2,280.3 2,275.6 -4.7 -0.2% 2,231.4
Close 2,297.5 2,289.7 -7.8 -0.3% 2,285.4
Range 22.1 25.9 3.8 17.2% 74.6
ATR 40.7 39.6 -1.1 -2.6% 0.0
Volume 137,694 124,657 -13,037 -9.5% 665,761
Daily Pivots for day following 19-Feb-2025
Classic Woodie Camarilla DeMark
R4 2,366.6 2,354.1 2,303.9
R3 2,340.7 2,328.2 2,296.8
R2 2,314.8 2,314.8 2,294.4
R1 2,302.3 2,302.3 2,292.1 2,295.6
PP 2,288.9 2,288.9 2,288.9 2,285.6
S1 2,276.4 2,276.4 2,287.3 2,269.7
S2 2,263.0 2,263.0 2,285.0
S3 2,237.1 2,250.5 2,282.6
S4 2,211.2 2,224.6 2,275.5
Weekly Pivots for week ending 14-Feb-2025
Classic Woodie Camarilla DeMark
R4 2,498.1 2,466.3 2,326.4
R3 2,423.5 2,391.7 2,305.9
R2 2,348.9 2,348.9 2,299.1
R1 2,317.1 2,317.1 2,292.2 2,333.0
PP 2,274.3 2,274.3 2,274.3 2,282.2
S1 2,242.5 2,242.5 2,278.6 2,258.4
S2 2,199.7 2,199.7 2,271.7
S3 2,125.1 2,167.9 2,264.9
S4 2,050.5 2,093.3 2,244.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,306.0 2,231.4 74.6 3.3% 34.7 1.5% 78% False False 140,076
10 2,336.2 2,231.4 104.8 4.6% 35.0 1.5% 56% False False 134,713
20 2,337.0 2,198.0 139.0 6.1% 38.2 1.7% 66% False False 152,822
40 2,337.0 2,172.2 164.8 7.2% 42.3 1.8% 71% False False 155,322
60 2,502.6 2,172.2 330.4 14.4% 42.5 1.9% 36% False False 129,438
80 2,502.6 2,172.2 330.4 14.4% 43.7 1.9% 36% False False 97,214
100 2,502.6 2,172.2 330.4 14.4% 41.9 1.8% 36% False False 77,804
120 2,502.6 2,100.0 402.6 17.6% 38.5 1.7% 47% False False 64,842
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,411.6
2.618 2,369.3
1.618 2,343.4
1.000 2,327.4
0.618 2,317.5
HIGH 2,301.5
0.618 2,291.6
0.500 2,288.6
0.382 2,285.5
LOW 2,275.6
0.618 2,259.6
1.000 2,249.7
1.618 2,233.7
2.618 2,207.8
4.250 2,165.5
Fisher Pivots for day following 19-Feb-2025
Pivot 1 day 3 day
R1 2,289.3 2,290.8
PP 2,288.9 2,290.4
S1 2,288.6 2,290.1

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

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