CME E-mini Russell 2000 Index Futures June 2025


Trading Metrics calculated at close of trading on 09-Jan-2025
Day Change Summary
Previous Current
08-Jan-2025 09-Jan-2025 Change Change % Previous Week
Open 2,281.5 2,272.1 -9.4 -0.4% 2,280.6
High 2,290.1 2,275.6 -14.5 -0.6% 2,306.3
Low 2,246.5 2,261.5 15.0 0.7% 2,238.8
Close 2,274.2 2,274.2 0.0 0.0% 2,303.7
Range 43.6 14.1 -29.5 -67.7% 67.5
ATR 41.8 39.8 -2.0 -4.7% 0.0
Volume 351 19 -332 -94.6% 784
Daily Pivots for day following 09-Jan-2025
Classic Woodie Camarilla DeMark
R4 2,312.7 2,307.6 2,282.0
R3 2,298.6 2,293.5 2,278.1
R2 2,284.5 2,284.5 2,276.8
R1 2,279.4 2,279.4 2,275.5 2,282.0
PP 2,270.4 2,270.4 2,270.4 2,271.7
S1 2,265.3 2,265.3 2,272.9 2,267.9
S2 2,256.3 2,256.3 2,271.6
S3 2,242.2 2,251.2 2,270.3
S4 2,228.1 2,237.1 2,266.4
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 2,246.5 86.9 3.8% 36.6 1.6% 32% False False 227
10 2,333.4 2,238.8 94.6 4.2% 41.0 1.8% 37% False False 268
20 2,460.5 2,232.0 228.5 10.0% 44.4 2.0% 18% False False 204
40 2,501.7 2,232.0 269.7 11.9% 25.7 1.1% 16% False False 102
60 2,501.7 2,232.0 269.7 11.9% 17.4 0.8% 16% False False 68
80 2,501.7 2,231.6 270.1 11.9% 13.0 0.6% 16% False False 51
100 2,501.7 2,151.1 350.6 15.4% 10.5 0.5% 35% False False 41
120 2,501.7 2,102.2 399.5 17.6% 8.7 0.4% 43% False False 34
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.5
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 2,335.5
2.618 2,312.5
1.618 2,298.4
1.000 2,289.7
0.618 2,284.3
HIGH 2,275.6
0.618 2,270.2
0.500 2,268.6
0.382 2,266.9
LOW 2,261.5
0.618 2,252.8
1.000 2,247.4
1.618 2,238.7
2.618 2,224.6
4.250 2,201.6
Fisher Pivots for day following 09-Jan-2025
Pivot 1 day 3 day
R1 2,272.3 2,284.5
PP 2,270.4 2,281.1
S1 2,268.6 2,277.6

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

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