CME E-mini Russell 2000 Index Futures March 2025


Trading Metrics calculated at close of trading on 21-Feb-2025
Day Change Summary
Previous Current
20-Feb-2025 21-Feb-2025 Change Change % Previous Week
Open 2,284.7 2,264.3 -20.4 -0.9% 2,289.7
High 2,288.0 2,286.1 -1.9 -0.1% 2,302.4
Low 2,254.4 2,196.9 -57.5 -2.6% 2,196.9
Close 2,266.6 2,199.3 -67.3 -3.0% 2,199.3
Range 33.6 89.2 55.6 165.5% 105.5
ATR 39.3 42.9 3.6 9.1% 0.0
Volume 135,192 232,912 97,720 72.3% 630,455
Daily Pivots for day following 21-Feb-2025
Classic Woodie Camarilla DeMark
R4 2,495.0 2,436.4 2,248.4
R3 2,405.8 2,347.2 2,223.8
R2 2,316.6 2,316.6 2,215.7
R1 2,258.0 2,258.0 2,207.5 2,242.7
PP 2,227.4 2,227.4 2,227.4 2,219.8
S1 2,168.8 2,168.8 2,191.1 2,153.5
S2 2,138.2 2,138.2 2,182.9
S3 2,049.0 2,079.6 2,174.8
S4 1,959.8 1,990.4 2,150.2
Weekly Pivots for week ending 21-Feb-2025
Classic Woodie Camarilla DeMark
R4 2,549.4 2,479.8 2,257.3
R3 2,443.9 2,374.3 2,228.3
R2 2,338.4 2,338.4 2,218.6
R1 2,268.8 2,268.8 2,209.0 2,250.9
PP 2,232.9 2,232.9 2,232.9 2,223.9
S1 2,163.3 2,163.3 2,189.6 2,145.4
S2 2,127.4 2,127.4 2,180.0
S3 2,021.9 2,057.8 2,170.3
S4 1,916.4 1,952.3 2,141.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,306.0 2,196.9 109.1 5.0% 39.0 1.8% 2% False True 148,847
10 2,327.9 2,196.9 131.0 6.0% 40.6 1.8% 2% False True 147,632
20 2,336.2 2,196.9 139.3 6.3% 41.6 1.9% 2% False True 157,217
40 2,337.0 2,172.2 164.8 7.5% 42.2 1.9% 16% False False 154,037
60 2,502.6 2,172.2 330.4 15.0% 42.7 1.9% 8% False False 135,543
80 2,502.6 2,172.2 330.4 15.0% 44.4 2.0% 8% False False 101,812
100 2,502.6 2,172.2 330.4 15.0% 42.4 1.9% 8% False False 81,483
120 2,502.6 2,100.0 402.6 18.3% 39.5 1.8% 25% False False 67,910
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 8.8
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 2,665.2
2.618 2,519.6
1.618 2,430.4
1.000 2,375.3
0.618 2,341.2
HIGH 2,286.1
0.618 2,252.0
0.500 2,241.5
0.382 2,231.0
LOW 2,196.9
0.618 2,141.8
1.000 2,107.7
1.618 2,052.6
2.618 1,963.4
4.250 1,817.8
Fisher Pivots for day following 21-Feb-2025
Pivot 1 day 3 day
R1 2,241.5 2,249.2
PP 2,227.4 2,232.6
S1 2,213.4 2,215.9

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

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