CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 10-Mar-2025
Day Change Summary
Previous Current
07-Mar-2025 10-Mar-2025 Change Change % Previous Week
Open 2,073.3 2,068.0 -5.3 -0.3% 2,169.8
High 2,100.9 2,070.7 -30.2 -1.4% 2,195.1
Low 2,034.1 2,003.8 -30.3 -1.5% 2,034.1
Close 2,077.3 2,023.4 -53.9 -2.6% 2,077.3
Range 66.8 66.9 0.1 0.1% 161.0
ATR 49.9 51.6 1.7 3.4% 0.0
Volume 281,993 270,301 -11,692 -4.1% 1,363,948
Daily Pivots for day following 10-Mar-2025
Classic Woodie Camarilla DeMark
R4 2,233.3 2,195.3 2,060.2
R3 2,166.4 2,128.4 2,041.8
R2 2,099.5 2,099.5 2,035.7
R1 2,061.5 2,061.5 2,029.5 2,047.1
PP 2,032.6 2,032.6 2,032.6 2,025.4
S1 1,994.6 1,994.6 2,017.3 1,980.2
S2 1,965.7 1,965.7 2,011.1
S3 1,898.8 1,927.7 2,005.0
S4 1,831.9 1,860.8 1,986.6
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 2,116.8 2,003.8 113.0 5.6% 59.6 2.9% 17% False True 277,640
10 2,206.2 2,003.8 202.4 10.0% 57.0 2.8% 10% False True 241,746
20 2,306.0 2,003.8 302.2 14.9% 48.8 2.4% 6% False True 195,711
40 2,337.0 2,003.8 333.2 16.5% 46.2 2.3% 6% False True 183,576
60 2,440.1 2,003.8 436.3 21.6% 46.8 2.3% 4% False True 178,783
80 2,502.6 2,003.8 498.8 24.7% 45.3 2.2% 4% False True 134,476
100 2,502.6 2,003.8 498.8 24.7% 44.7 2.2% 4% False True 107,642
120 2,502.6 2,003.8 498.8 24.7% 43.1 2.1% 4% False True 89,726
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.2
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,355.0
2.618 2,245.8
1.618 2,178.9
1.000 2,137.6
0.618 2,112.0
HIGH 2,070.7
0.618 2,045.1
0.500 2,037.3
0.382 2,029.4
LOW 2,003.8
0.618 1,962.5
1.000 1,936.9
1.618 1,895.6
2.618 1,828.7
4.250 1,719.5
Fisher Pivots for day following 10-Mar-2025
Pivot 1 day 3 day
R1 2,037.3 2,054.7
PP 2,032.6 2,044.3
S1 2,028.0 2,033.8

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

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