CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 12-Mar-2025
Day Change Summary
Previous Current
11-Mar-2025 12-Mar-2025 Change Change % Previous Week
Open 2,028.1 2,025.4 -2.7 -0.1% 2,169.8
High 2,049.0 2,079.1 30.1 1.5% 2,195.1
Low 2,001.6 2,011.2 9.6 0.5% 2,034.1
Close 2,025.0 2,027.7 2.7 0.1% 2,077.3
Range 47.4 67.9 20.5 43.2% 161.0
ATR 51.3 52.5 1.2 2.3% 0.0
Volume 336,321 254,561 -81,760 -24.3% 1,363,948
Daily Pivots for day following 12-Mar-2025
Classic Woodie Camarilla DeMark
R4 2,243.0 2,203.3 2,065.0
R3 2,175.1 2,135.4 2,046.4
R2 2,107.2 2,107.2 2,040.1
R1 2,067.5 2,067.5 2,033.9 2,087.4
PP 2,039.3 2,039.3 2,039.3 2,049.3
S1 1,999.6 1,999.6 2,021.5 2,019.5
S2 1,971.4 1,971.4 2,015.3
S3 1,903.5 1,931.7 2,009.0
S4 1,835.6 1,863.8 1,990.4
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 2,105.6 2,001.6 104.0 5.1% 59.6 2.9% 25% False False 280,289
10 2,200.6 2,001.6 199.0 9.8% 61.0 3.0% 13% False False 264,148
20 2,306.0 2,001.6 304.4 15.0% 51.4 2.5% 9% False False 213,869
40 2,337.0 2,001.6 335.4 16.5% 46.4 2.3% 8% False False 187,738
60 2,402.6 2,001.6 401.0 19.8% 47.6 2.3% 7% False False 188,008
80 2,502.6 2,001.6 501.0 24.7% 45.3 2.2% 5% False False 141,828
100 2,502.6 2,001.6 501.0 24.7% 45.0 2.2% 5% False False 113,547
120 2,502.6 2,001.6 501.0 24.7% 43.4 2.1% 5% False False 94,650
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.6
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2,367.7
2.618 2,256.9
1.618 2,189.0
1.000 2,147.0
0.618 2,121.1
HIGH 2,079.1
0.618 2,053.2
0.500 2,045.2
0.382 2,037.1
LOW 2,011.2
0.618 1,969.2
1.000 1,943.3
1.618 1,901.3
2.618 1,833.4
4.250 1,722.6
Fisher Pivots for day following 12-Mar-2025
Pivot 1 day 3 day
R1 2,045.2 2,040.4
PP 2,039.3 2,036.1
S1 2,033.5 2,031.9

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

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