CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 07-Mar-2025
Day Change Summary
Previous Current
06-Mar-2025 07-Mar-2025 Change Change % Previous Week
Open 2,101.2 2,073.3 -27.9 -1.3% 2,169.8
High 2,105.6 2,100.9 -4.7 -0.2% 2,195.1
Low 2,056.8 2,034.1 -22.7 -1.1% 2,034.1
Close 2,070.4 2,077.3 6.9 0.3% 2,077.3
Range 48.8 66.8 18.0 36.9% 161.0
ATR 48.6 49.9 1.3 2.7% 0.0
Volume 258,273 281,993 23,720 9.2% 1,363,948
Daily Pivots for day following 07-Mar-2025
Classic Woodie Camarilla DeMark
R4 2,271.2 2,241.0 2,114.0
R3 2,204.4 2,174.2 2,095.7
R2 2,137.6 2,137.6 2,089.5
R1 2,107.4 2,107.4 2,083.4 2,122.5
PP 2,070.8 2,070.8 2,070.8 2,078.3
S1 2,040.6 2,040.6 2,071.2 2,055.7
S2 2,004.0 2,004.0 2,065.1
S3 1,937.2 1,973.8 2,058.9
S4 1,870.4 1,907.0 2,040.6
Weekly Pivots for week ending 07-Mar-2025
Classic Woodie Camarilla DeMark
R4 2,585.2 2,492.2 2,165.9
R3 2,424.2 2,331.2 2,121.6
R2 2,263.2 2,263.2 2,106.8
R1 2,170.2 2,170.2 2,092.1 2,136.2
PP 2,102.2 2,102.2 2,102.2 2,085.2
S1 2,009.2 2,009.2 2,062.5 1,975.2
S2 1,941.2 1,941.2 2,047.8
S3 1,780.2 1,848.2 2,033.0
S4 1,619.2 1,687.2 1,988.8
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 2,034.1 161.0 7.8% 66.6 3.2% 27% False True 272,789
10 2,219.9 2,034.1 185.8 8.9% 54.9 2.6% 23% False True 234,046
20 2,327.9 2,034.1 293.8 14.1% 47.7 2.3% 15% False True 191,202
40 2,337.0 2,034.1 302.9 14.6% 44.9 2.2% 14% False True 177,159
60 2,440.1 2,034.1 406.0 19.5% 46.2 2.2% 11% False True 174,393
80 2,502.6 2,034.1 468.5 22.6% 44.9 2.2% 9% False True 131,101
100 2,502.6 2,034.1 468.5 22.6% 44.3 2.1% 9% False True 104,940
120 2,502.6 2,034.1 468.5 22.6% 42.7 2.1% 9% False True 87,474
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 14.7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,384.8
2.618 2,275.8
1.618 2,209.0
1.000 2,167.7
0.618 2,142.2
HIGH 2,100.9
0.618 2,075.4
0.500 2,067.5
0.382 2,059.6
LOW 2,034.1
0.618 1,992.8
1.000 1,967.3
1.618 1,926.0
2.618 1,859.2
4.250 1,750.2
Fisher Pivots for day following 07-Mar-2025
Pivot 1 day 3 day
R1 2,074.0 2,076.5
PP 2,070.8 2,075.7
S1 2,067.5 2,074.9

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

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