CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 11-Mar-2025
Day Change Summary
Previous Current
10-Mar-2025 11-Mar-2025 Change Change % Previous Week
Open 2,068.0 2,028.1 -39.9 -1.9% 2,169.8
High 2,070.7 2,049.0 -21.7 -1.0% 2,195.1
Low 2,003.8 2,001.6 -2.2 -0.1% 2,034.1
Close 2,023.4 2,025.0 1.6 0.1% 2,077.3
Range 66.9 47.4 -19.5 -29.1% 161.0
ATR 51.6 51.3 -0.3 -0.6% 0.0
Volume 270,301 336,321 66,020 24.4% 1,363,948
Daily Pivots for day following 11-Mar-2025
Classic Woodie Camarilla DeMark
R4 2,167.4 2,143.6 2,051.1
R3 2,120.0 2,096.2 2,038.0
R2 2,072.6 2,072.6 2,033.7
R1 2,048.8 2,048.8 2,029.3 2,037.0
PP 2,025.2 2,025.2 2,025.2 2,019.3
S1 2,001.4 2,001.4 2,020.7 1,989.6
S2 1,977.8 1,977.8 2,016.3
S3 1,930.4 1,954.0 2,012.0
S4 1,883.0 1,906.6 1,998.9
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 2,115.6 2,001.6 114.0 5.6% 55.8 2.8% 21% False True 278,450
10 2,206.2 2,001.6 204.6 10.1% 57.9 2.9% 11% False True 255,573
20 2,306.0 2,001.6 304.4 15.0% 49.2 2.4% 8% False True 207,234
40 2,337.0 2,001.6 335.4 16.6% 45.7 2.3% 7% False True 185,704
60 2,432.7 2,001.6 431.1 21.3% 47.2 2.3% 5% False True 184,242
80 2,502.6 2,001.6 501.0 24.7% 45.2 2.2% 5% False True 138,663
100 2,502.6 2,001.6 501.0 24.7% 44.8 2.2% 5% False True 111,003
120 2,502.6 2,001.6 501.0 24.7% 43.4 2.1% 5% False True 92,529
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 14.6
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2,250.5
2.618 2,173.1
1.618 2,125.7
1.000 2,096.4
0.618 2,078.3
HIGH 2,049.0
0.618 2,030.9
0.500 2,025.3
0.382 2,019.7
LOW 2,001.6
0.618 1,972.3
1.000 1,954.2
1.618 1,924.9
2.618 1,877.5
4.250 1,800.2
Fisher Pivots for day following 11-Mar-2025
Pivot 1 day 3 day
R1 2,025.3 2,051.3
PP 2,025.2 2,042.5
S1 2,025.1 2,033.8

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

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