CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 27-Feb-2025
Day Change Summary
Previous Current
26-Feb-2025 27-Feb-2025 Change Change % Previous Week
Open 2,183.5 2,183.1 -0.4 0.0% 2,289.7
High 2,206.2 2,200.6 -5.6 -0.3% 2,302.4
Low 2,169.8 2,143.3 -26.5 -1.2% 2,196.9
Close 2,178.2 2,144.5 -33.7 -1.5% 2,199.3
Range 36.4 57.3 20.9 57.4% 105.5
ATR 42.3 43.4 1.1 2.5% 0.0
Volume 168,808 197,197 28,389 16.8% 637,709
Daily Pivots for day following 27-Feb-2025
Classic Woodie Camarilla DeMark
R4 2,334.7 2,296.9 2,176.0
R3 2,277.4 2,239.6 2,160.3
R2 2,220.1 2,220.1 2,155.0
R1 2,182.3 2,182.3 2,149.8 2,172.6
PP 2,162.8 2,162.8 2,162.8 2,157.9
S1 2,125.0 2,125.0 2,139.2 2,115.3
S2 2,105.5 2,105.5 2,134.0
S3 2,048.2 2,067.7 2,128.7
S4 1,990.9 2,010.4 2,113.0
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 2,286.1 2,143.3 142.8 6.7% 53.5 2.5% 1% False True 199,505
10 2,306.0 2,143.3 162.7 7.6% 40.6 1.9% 1% False True 165,436
20 2,336.2 2,143.3 192.9 9.0% 44.0 2.0% 1% False True 164,776
40 2,337.0 2,143.3 193.7 9.0% 41.9 2.0% 1% False True 161,435
60 2,479.0 2,143.3 335.7 15.7% 43.4 2.0% 0% False True 148,168
80 2,502.6 2,143.3 359.3 16.8% 44.8 2.1% 0% False True 111,356
100 2,502.6 2,143.3 359.3 16.8% 42.8 2.0% 0% False True 89,121
120 2,502.6 2,100.0 402.6 18.8% 41.0 1.9% 11% False False 74,282
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 10.7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,444.1
2.618 2,350.6
1.618 2,293.3
1.000 2,257.9
0.618 2,236.0
HIGH 2,200.6
0.618 2,178.7
0.500 2,172.0
0.382 2,165.2
LOW 2,143.3
0.618 2,107.9
1.000 2,086.0
1.618 2,050.6
2.618 1,993.3
4.250 1,899.8
Fisher Pivots for day following 27-Feb-2025
Pivot 1 day 3 day
R1 2,172.0 2,174.8
PP 2,162.8 2,164.7
S1 2,153.7 2,154.6

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

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