CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 08-Jan-2025
Day Change Summary
Previous Current
07-Jan-2025 08-Jan-2025 Change Change % Previous Week
Open 2,283.3 2,262.6 -20.7 -0.9% 2,263.6
High 2,302.6 2,269.8 -32.8 -1.4% 2,286.5
Low 2,250.5 2,226.0 -24.5 -1.1% 2,217.6
Close 2,263.9 2,254.0 -9.9 -0.4% 2,283.4
Range 52.1 43.8 -8.3 -15.9% 68.9
ATR 46.8 46.6 -0.2 -0.5% 0.0
Volume 163,915 176,556 12,641 7.7% 596,191
Daily Pivots for day following 08-Jan-2025
Classic Woodie Camarilla DeMark
R4 2,381.3 2,361.5 2,278.1
R3 2,337.5 2,317.7 2,266.0
R2 2,293.7 2,293.7 2,262.0
R1 2,273.9 2,273.9 2,258.0 2,261.9
PP 2,249.9 2,249.9 2,249.9 2,244.0
S1 2,230.1 2,230.1 2,250.0 2,218.1
S2 2,206.1 2,206.1 2,246.0
S3 2,162.3 2,186.3 2,242.0
S4 2,118.5 2,142.5 2,229.9
Weekly Pivots for week ending 03-Jan-2025
Classic Woodie Camarilla DeMark
R4 2,469.2 2,445.2 2,321.3
R3 2,400.3 2,376.3 2,302.3
R2 2,331.4 2,331.4 2,296.0
R1 2,307.4 2,307.4 2,289.7 2,319.4
PP 2,262.5 2,262.5 2,262.5 2,268.5
S1 2,238.5 2,238.5 2,277.1 2,250.5
S2 2,193.6 2,193.6 2,270.8
S3 2,124.7 2,169.6 2,264.5
S4 2,055.8 2,100.7 2,245.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,313.6 2,226.0 87.6 3.9% 44.2 2.0% 32% False True 160,245
10 2,313.6 2,217.6 96.0 4.3% 44.4 2.0% 38% False False 142,284
20 2,440.1 2,211.7 228.4 10.1% 48.9 2.2% 19% False False 168,863
40 2,502.6 2,211.7 290.9 12.9% 44.9 2.0% 15% False False 85,044
60 2,502.6 2,211.7 290.9 12.9% 43.8 1.9% 15% False False 56,794
80 2,502.6 2,201.6 301.0 13.4% 41.6 1.8% 17% False False 42,631
100 2,502.6 2,100.0 402.6 17.9% 34.9 1.6% 38% False False 34,105
120 2,502.6 2,082.9 419.7 18.6% 29.1 1.3% 41% False False 28,421
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,456.0
2.618 2,384.5
1.618 2,340.7
1.000 2,313.6
0.618 2,296.9
HIGH 2,269.8
0.618 2,253.1
0.500 2,247.9
0.382 2,242.7
LOW 2,226.0
0.618 2,198.9
1.000 2,182.2
1.618 2,155.1
2.618 2,111.3
4.250 2,039.9
Fisher Pivots for day following 08-Jan-2025
Pivot 1 day 3 day
R1 2,252.0 2,269.8
PP 2,249.9 2,264.5
S1 2,247.9 2,259.3

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

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