CME E-mini Russell 2000 Index Futures June 2025


Trading Metrics calculated at close of trading on 07-Jan-2025
Day Change Summary
Previous Current
06-Jan-2025 07-Jan-2025 Change Change % Previous Week
Open 2,298.8 2,303.2 4.4 0.2% 2,280.6
High 2,333.4 2,322.5 -10.9 -0.5% 2,306.3
Low 2,298.5 2,270.8 -27.7 -1.2% 2,238.8
Close 2,303.0 2,284.1 -18.9 -0.8% 2,303.7
Range 34.9 51.7 16.8 48.1% 67.5
ATR 40.9 41.7 0.8 1.9% 0.0
Volume 419 195 -224 -53.5% 784
Daily Pivots for day following 07-Jan-2025
Classic Woodie Camarilla DeMark
R4 2,447.6 2,417.5 2,312.5
R3 2,395.9 2,365.8 2,298.3
R2 2,344.2 2,344.2 2,293.6
R1 2,314.1 2,314.1 2,288.8 2,303.3
PP 2,292.5 2,292.5 2,292.5 2,287.1
S1 2,262.4 2,262.4 2,279.4 2,251.6
S2 2,240.8 2,240.8 2,274.6
S3 2,189.1 2,210.7 2,269.9
S4 2,137.4 2,159.0 2,255.7
Weekly Pivots for week ending 03-Jan-2025
Classic Woodie Camarilla DeMark
R4 2,485.4 2,462.1 2,340.8
R3 2,417.9 2,394.6 2,322.3
R2 2,350.4 2,350.4 2,316.1
R1 2,327.1 2,327.1 2,309.9 2,338.8
PP 2,282.9 2,282.9 2,282.9 2,288.8
S1 2,259.6 2,259.6 2,297.5 2,271.3
S2 2,215.4 2,215.4 2,291.3
S3 2,147.9 2,192.1 2,285.1
S4 2,080.4 2,124.6 2,266.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,333.4 2,254.0 79.4 3.5% 41.2 1.8% 38% False False 233
10 2,333.4 2,238.8 94.6 4.1% 42.8 1.9% 48% False False 281
20 2,482.2 2,232.0 250.2 11.0% 44.4 1.9% 21% False False 186
40 2,501.7 2,232.0 269.7 11.8% 24.3 1.1% 19% False False 93
60 2,501.7 2,232.0 269.7 11.8% 16.4 0.7% 19% False False 62
80 2,501.7 2,231.6 270.1 11.8% 12.3 0.5% 19% False False 46
100 2,501.7 2,151.1 350.6 15.3% 9.9 0.4% 38% False False 37
120 2,501.7 2,102.2 399.5 17.5% 8.2 0.4% 46% False False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.2
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,542.2
2.618 2,457.9
1.618 2,406.2
1.000 2,374.2
0.618 2,354.5
HIGH 2,322.5
0.618 2,302.8
0.500 2,296.7
0.382 2,290.5
LOW 2,270.8
0.618 2,238.8
1.000 2,219.1
1.618 2,187.1
2.618 2,135.4
4.250 2,051.1
Fisher Pivots for day following 07-Jan-2025
Pivot 1 day 3 day
R1 2,296.7 2,300.6
PP 2,292.5 2,295.1
S1 2,288.3 2,289.6

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

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