CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 28-Feb-2025
Day Change Summary
Previous Current
27-Feb-2025 28-Feb-2025 Change Change % Previous Week
Open 2,183.1 2,147.0 -36.1 -1.7% 2,202.4
High 2,200.6 2,167.1 -33.5 -1.5% 2,219.9
Low 2,143.3 2,129.4 -13.9 -0.6% 2,129.4
Close 2,144.5 2,165.3 20.8 1.0% 2,165.3
Range 57.3 37.7 -19.6 -34.2% 90.5
ATR 43.4 43.0 -0.4 -0.9% 0.0
Volume 197,197 219,155 21,958 11.1% 976,514
Daily Pivots for day following 28-Feb-2025
Classic Woodie Camarilla DeMark
R4 2,267.0 2,253.9 2,186.0
R3 2,229.3 2,216.2 2,175.7
R2 2,191.6 2,191.6 2,172.2
R1 2,178.5 2,178.5 2,168.8 2,185.1
PP 2,153.9 2,153.9 2,153.9 2,157.2
S1 2,140.8 2,140.8 2,161.8 2,147.4
S2 2,116.2 2,116.2 2,158.4
S3 2,078.5 2,103.1 2,154.9
S4 2,040.8 2,065.4 2,144.6
Weekly Pivots for week ending 28-Feb-2025
Classic Woodie Camarilla DeMark
R4 2,443.0 2,394.7 2,215.1
R3 2,352.5 2,304.2 2,190.2
R2 2,262.0 2,262.0 2,181.9
R1 2,213.7 2,213.7 2,173.6 2,192.6
PP 2,171.5 2,171.5 2,171.5 2,161.0
S1 2,123.2 2,123.2 2,157.0 2,102.1
S2 2,081.0 2,081.0 2,148.7
S3 1,990.5 2,032.7 2,140.4
S4 1,900.0 1,942.2 2,115.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,219.9 2,129.4 90.5 4.2% 43.2 2.0% 40% False True 195,302
10 2,306.0 2,129.4 176.6 8.2% 41.1 1.9% 20% False True 172,800
20 2,336.2 2,129.4 206.8 9.6% 44.0 2.0% 17% False True 166,761
40 2,337.0 2,129.4 207.6 9.6% 42.1 1.9% 17% False True 163,091
60 2,471.7 2,129.4 342.3 15.8% 43.5 2.0% 10% False True 151,808
80 2,502.6 2,129.4 373.2 17.2% 44.7 2.1% 10% False True 114,093
100 2,502.6 2,129.4 373.2 17.2% 42.8 2.0% 10% False True 91,307
120 2,502.6 2,100.0 402.6 18.6% 41.3 1.9% 16% False False 76,108
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 11.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,327.3
2.618 2,265.8
1.618 2,228.1
1.000 2,204.8
0.618 2,190.4
HIGH 2,167.1
0.618 2,152.7
0.500 2,148.3
0.382 2,143.8
LOW 2,129.4
0.618 2,106.1
1.000 2,091.7
1.618 2,068.4
2.618 2,030.7
4.250 1,969.2
Fisher Pivots for day following 28-Feb-2025
Pivot 1 day 3 day
R1 2,159.6 2,167.8
PP 2,153.9 2,167.0
S1 2,148.3 2,166.1

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

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