CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 06-Mar-2025
Day Change Summary
Previous Current
05-Mar-2025 06-Mar-2025 Change Change % Previous Week
Open 2,102.6 2,101.2 -1.4 -0.1% 2,202.4
High 2,115.6 2,105.6 -10.0 -0.5% 2,219.9
Low 2,066.4 2,056.8 -9.6 -0.5% 2,129.4
Close 2,105.2 2,070.4 -34.8 -1.7% 2,165.3
Range 49.2 48.8 -0.4 -0.8% 90.5
ATR 48.6 48.6 0.0 0.0% 0.0
Volume 245,362 258,273 12,911 5.3% 976,514
Daily Pivots for day following 06-Mar-2025
Classic Woodie Camarilla DeMark
R4 2,224.0 2,196.0 2,097.2
R3 2,175.2 2,147.2 2,083.8
R2 2,126.4 2,126.4 2,079.3
R1 2,098.4 2,098.4 2,074.9 2,088.0
PP 2,077.6 2,077.6 2,077.6 2,072.4
S1 2,049.6 2,049.6 2,065.9 2,039.2
S2 2,028.8 2,028.8 2,061.5
S3 1,980.0 2,000.8 2,057.0
S4 1,931.2 1,952.0 2,043.6
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 2,195.1 2,050.3 144.8 7.0% 60.8 2.9% 14% False False 260,222
10 2,286.1 2,050.3 235.8 11.4% 57.2 2.8% 9% False False 229,863
20 2,336.2 2,050.3 285.9 13.8% 46.1 2.2% 7% False False 183,629
40 2,337.0 2,050.3 286.7 13.8% 44.3 2.1% 7% False False 174,523
60 2,462.4 2,050.3 412.1 19.9% 45.7 2.2% 5% False False 169,759
80 2,502.6 2,050.3 452.3 21.8% 44.4 2.1% 4% False False 127,578
100 2,502.6 2,050.3 452.3 21.8% 44.2 2.1% 4% False False 102,121
120 2,502.6 2,050.3 452.3 21.8% 42.4 2.0% 4% False False 85,124
Crabel Price Patterns
NR True
NR4 True
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 14.1
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,313.0
2.618 2,233.4
1.618 2,184.6
1.000 2,154.4
0.618 2,135.8
HIGH 2,105.6
0.618 2,087.0
0.500 2,081.2
0.382 2,075.4
LOW 2,056.8
0.618 2,026.6
1.000 2,008.0
1.618 1,977.8
2.618 1,929.0
4.250 1,849.4
Fisher Pivots for day following 06-Mar-2025
Pivot 1 day 3 day
R1 2,081.2 2,083.6
PP 2,077.6 2,079.2
S1 2,074.0 2,074.8

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

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