CME E-mini Russell 2000 Index Futures June 2025


Trading Metrics calculated at close of trading on 10-Jan-2025
Day Change Summary
Previous Current
09-Jan-2025 10-Jan-2025 Change Change % Previous Week
Open 2,272.1 2,260.0 -12.1 -0.5% 2,298.8
High 2,275.6 2,272.3 -3.3 -0.1% 2,333.4
Low 2,261.5 2,206.7 -54.8 -2.4% 2,206.7
Close 2,274.2 2,221.3 -52.9 -2.3% 2,221.3
Range 14.1 65.6 51.5 365.2% 126.7
ATR 39.8 41.8 2.0 5.0% 0.0
Volume 19 610 591 3,110.5% 1,594
Daily Pivots for day following 10-Jan-2025
Classic Woodie Camarilla DeMark
R4 2,430.2 2,391.4 2,257.4
R3 2,364.6 2,325.8 2,239.3
R2 2,299.0 2,299.0 2,233.3
R1 2,260.2 2,260.2 2,227.3 2,246.8
PP 2,233.4 2,233.4 2,233.4 2,226.8
S1 2,194.6 2,194.6 2,215.3 2,181.2
S2 2,167.8 2,167.8 2,209.3
S3 2,102.2 2,129.0 2,203.3
S4 2,036.6 2,063.4 2,185.2
Weekly Pivots for week ending 10-Jan-2025
Classic Woodie Camarilla DeMark
R4 2,633.9 2,554.3 2,291.0
R3 2,507.2 2,427.6 2,256.1
R2 2,380.5 2,380.5 2,244.5
R1 2,300.9 2,300.9 2,232.9 2,277.4
PP 2,253.8 2,253.8 2,253.8 2,242.0
S1 2,174.2 2,174.2 2,209.7 2,150.7
S2 2,127.1 2,127.1 2,198.1
S3 2,000.4 2,047.5 2,186.5
S4 1,873.7 1,920.8 2,151.6
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 2,206.7 126.7 5.7% 42.0 1.9% 12% False True 318
10 2,333.4 2,206.7 126.7 5.7% 43.0 1.9% 12% False True 250
20 2,432.4 2,206.7 225.7 10.2% 47.1 2.1% 6% False True 235
40 2,501.7 2,206.7 295.0 13.3% 27.4 1.2% 5% False True 117
60 2,501.7 2,206.7 295.0 13.3% 18.5 0.8% 5% False True 78
80 2,501.7 2,206.7 295.0 13.3% 13.9 0.6% 5% False True 58
100 2,501.7 2,151.1 350.6 15.8% 11.1 0.5% 20% False False 47
120 2,501.7 2,102.2 399.5 18.0% 9.3 0.4% 30% False False 39
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 7.1
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 2,551.1
2.618 2,444.0
1.618 2,378.4
1.000 2,337.9
0.618 2,312.8
HIGH 2,272.3
0.618 2,247.2
0.500 2,239.5
0.382 2,231.8
LOW 2,206.7
0.618 2,166.2
1.000 2,141.1
1.618 2,100.6
2.618 2,035.0
4.250 1,927.9
Fisher Pivots for day following 10-Jan-2025
Pivot 1 day 3 day
R1 2,239.5 2,248.4
PP 2,233.4 2,239.4
S1 2,227.4 2,230.3

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

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