CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 20-Mar-2025
Day Change Summary
Previous Current
19-Mar-2025 20-Mar-2025 Change Change % Previous Week
Open 2,052.3 2,084.4 32.1 1.6% 2,068.0
High 2,096.4 2,096.7 0.3 0.0% 2,079.1
Low 2,048.4 2,060.9 12.5 0.6% 1,985.5
Close 2,083.0 2,070.0 -13.0 -0.6% 2,044.1
Range 48.0 35.8 -12.2 -25.4% 93.6
ATR 50.1 49.1 -1.0 -2.0% 0.0
Volume 108,523 36,691 -71,832 -66.2% 1,364,031
Daily Pivots for day following 20-Mar-2025
Classic Woodie Camarilla DeMark
R4 2,183.3 2,162.4 2,089.7
R3 2,147.5 2,126.6 2,079.8
R2 2,111.7 2,111.7 2,076.6
R1 2,090.8 2,090.8 2,073.3 2,083.4
PP 2,075.9 2,075.9 2,075.9 2,072.1
S1 2,055.0 2,055.0 2,066.7 2,047.6
S2 2,040.1 2,040.1 2,063.4
S3 2,004.3 2,019.2 2,060.2
S4 1,968.5 1,983.4 2,050.3
Weekly Pivots for week ending 14-Mar-2025
Classic Woodie Camarilla DeMark
R4 2,317.0 2,274.2 2,095.6
R3 2,223.4 2,180.6 2,069.8
R2 2,129.8 2,129.8 2,061.3
R1 2,087.0 2,087.0 2,052.7 2,061.6
PP 2,036.2 2,036.2 2,036.2 2,023.6
S1 1,993.4 1,993.4 2,035.5 1,968.0
S2 1,942.6 1,942.6 2,026.9
S3 1,849.0 1,899.8 2,018.4
S4 1,755.4 1,806.2 1,992.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,096.7 2,001.1 95.6 4.6% 41.1 2.0% 72% True False 181,463
10 2,100.9 1,985.5 115.4 5.6% 50.5 2.4% 73% False False 229,122
20 2,286.1 1,985.5 300.6 14.5% 53.9 2.6% 28% False False 229,492
40 2,336.2 1,985.5 350.7 16.9% 46.2 2.2% 24% False False 191,064
60 2,337.0 1,985.5 351.5 17.0% 45.4 2.2% 24% False False 177,588
80 2,502.6 1,985.5 517.1 25.0% 45.0 2.2% 16% False False 156,132
100 2,502.6 1,985.5 517.1 25.0% 45.8 2.2% 16% False False 125,020
120 2,502.6 1,985.5 517.1 25.0% 44.0 2.1% 16% False False 104,211
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,248.9
2.618 2,190.4
1.618 2,154.6
1.000 2,132.5
0.618 2,118.8
HIGH 2,096.7
0.618 2,083.0
0.500 2,078.8
0.382 2,074.6
LOW 2,060.9
0.618 2,038.8
1.000 2,025.1
1.618 2,003.0
2.618 1,967.2
4.250 1,908.8
Fisher Pivots for day following 20-Mar-2025
Pivot 1 day 3 day
R1 2,078.8 2,069.9
PP 2,075.9 2,069.7
S1 2,072.9 2,069.6

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

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