CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 03-Mar-2025
Day Change Summary
Previous Current
28-Feb-2025 03-Mar-2025 Change Change % Previous Week
Open 2,147.0 2,169.8 22.8 1.1% 2,202.4
High 2,167.1 2,195.1 28.0 1.3% 2,219.9
Low 2,129.4 2,093.2 -36.2 -1.7% 2,129.4
Close 2,165.3 2,105.9 -59.4 -2.7% 2,165.3
Range 37.7 101.9 64.2 170.3% 90.5
ATR 43.0 47.2 4.2 9.8% 0.0
Volume 219,155 246,049 26,894 12.3% 976,514
Daily Pivots for day following 03-Mar-2025
Classic Woodie Camarilla DeMark
R4 2,437.1 2,373.4 2,161.9
R3 2,335.2 2,271.5 2,133.9
R2 2,233.3 2,233.3 2,124.6
R1 2,169.6 2,169.6 2,115.2 2,150.5
PP 2,131.4 2,131.4 2,131.4 2,121.9
S1 2,067.7 2,067.7 2,096.6 2,048.6
S2 2,029.5 2,029.5 2,087.2
S3 1,927.6 1,965.8 2,077.9
S4 1,825.7 1,863.9 2,049.9
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 2,206.2 2,093.2 113.0 5.4% 54.3 2.6% 11% False True 205,852
10 2,302.4 2,093.2 209.2 9.9% 48.9 2.3% 6% False True 186,027
20 2,336.2 2,093.2 243.0 11.5% 46.7 2.2% 5% False True 167,844
40 2,337.0 2,093.2 243.8 11.6% 43.4 2.1% 5% False True 164,782
60 2,466.6 2,093.2 373.4 17.7% 44.8 2.1% 3% False True 155,892
80 2,502.6 2,093.2 409.4 19.4% 45.5 2.2% 3% False True 117,167
100 2,502.6 2,093.2 409.4 19.4% 43.4 2.1% 3% False True 93,767
120 2,502.6 2,093.2 409.4 19.4% 41.9 2.0% 3% False True 78,158
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.8
Widest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 2,628.2
2.618 2,461.9
1.618 2,360.0
1.000 2,297.0
0.618 2,258.1
HIGH 2,195.1
0.618 2,156.2
0.500 2,144.2
0.382 2,132.1
LOW 2,093.2
0.618 2,030.2
1.000 1,991.3
1.618 1,928.3
2.618 1,826.4
4.250 1,660.1
Fisher Pivots for day following 03-Mar-2025
Pivot 1 day 3 day
R1 2,144.2 2,146.9
PP 2,131.4 2,133.2
S1 2,118.7 2,119.6

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

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