CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 25-Feb-2025
Day Change Summary
Previous Current
24-Feb-2025 25-Feb-2025 Change Change % Previous Week
Open 2,202.4 2,187.2 -15.2 -0.7% 2,289.7
High 2,219.9 2,194.8 -25.1 -1.1% 2,302.4
Low 2,173.5 2,156.6 -16.9 -0.8% 2,196.9
Close 2,184.4 2,176.3 -8.1 -0.4% 2,199.3
Range 46.4 38.2 -8.2 -17.7% 105.5
ATR 43.1 42.8 -0.4 -0.8% 0.0
Volume 193,300 198,054 4,754 2.5% 637,709
Daily Pivots for day following 25-Feb-2025
Classic Woodie Camarilla DeMark
R4 2,290.5 2,271.6 2,197.3
R3 2,252.3 2,233.4 2,186.8
R2 2,214.1 2,214.1 2,183.3
R1 2,195.2 2,195.2 2,179.8 2,185.6
PP 2,175.9 2,175.9 2,175.9 2,171.1
S1 2,157.0 2,157.0 2,172.8 2,147.4
S2 2,137.7 2,137.7 2,169.3
S3 2,099.5 2,118.8 2,165.8
S4 2,061.3 2,080.6 2,155.3
Weekly Pivots for week ending 21-Feb-2025
Classic Woodie Camarilla DeMark
R4 2,549.4 2,479.8 2,257.3
R3 2,443.9 2,374.3 2,228.3
R2 2,338.4 2,338.4 2,218.6
R1 2,268.8 2,268.8 2,209.0 2,250.9
PP 2,232.9 2,232.9 2,232.9 2,223.9
S1 2,163.3 2,163.3 2,189.6 2,145.4
S2 2,127.4 2,127.4 2,180.0
S3 2,021.9 2,057.8 2,170.3
S4 1,916.4 1,952.3 2,141.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,301.5 2,156.6 144.9 6.7% 46.7 2.1% 14% False True 178,273
10 2,306.0 2,156.6 149.4 6.9% 40.5 1.9% 13% False True 158,896
20 2,336.2 2,156.6 179.6 8.3% 42.4 1.9% 11% False True 160,726
40 2,337.0 2,156.6 180.4 8.3% 42.4 1.9% 11% False True 159,623
60 2,488.3 2,156.6 331.7 15.2% 42.7 2.0% 6% False True 142,098
80 2,502.6 2,156.6 346.0 15.9% 44.7 2.1% 6% False True 106,785
100 2,502.6 2,156.6 346.0 15.9% 42.5 2.0% 6% False True 85,466
120 2,502.6 2,100.0 402.6 18.5% 40.2 1.8% 19% False False 71,232
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 9.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,357.2
2.618 2,294.8
1.618 2,256.6
1.000 2,233.0
0.618 2,218.4
HIGH 2,194.8
0.618 2,180.2
0.500 2,175.7
0.382 2,171.2
LOW 2,156.6
0.618 2,133.0
1.000 2,118.4
1.618 2,094.8
2.618 2,056.6
4.250 1,994.3
Fisher Pivots for day following 25-Feb-2025
Pivot 1 day 3 day
R1 2,176.1 2,221.4
PP 2,175.9 2,206.3
S1 2,175.7 2,191.3

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

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