CME E-mini Russell 2000 Index Futures June 2025


Trading Metrics calculated at close of trading on 16-Jan-2025
Day Change Summary
Previous Current
15-Jan-2025 16-Jan-2025 Change Change % Previous Week
Open 2,255.9 2,295.0 39.1 1.7% 2,298.8
High 2,322.5 2,305.7 -16.8 -0.7% 2,333.4
Low 2,255.9 2,281.4 25.5 1.1% 2,206.7
Close 2,295.9 2,298.9 3.0 0.1% 2,221.3
Range 66.6 24.3 -42.3 -63.5% 126.7
ATR 43.3 41.9 -1.4 -3.1% 0.0
Volume 258 87 -171 -66.3% 1,594
Daily Pivots for day following 16-Jan-2025
Classic Woodie Camarilla DeMark
R4 2,368.2 2,357.9 2,312.3
R3 2,343.9 2,333.6 2,305.6
R2 2,319.6 2,319.6 2,303.4
R1 2,309.3 2,309.3 2,301.1 2,314.5
PP 2,295.3 2,295.3 2,295.3 2,297.9
S1 2,285.0 2,285.0 2,296.7 2,290.2
S2 2,271.0 2,271.0 2,294.4
S3 2,246.7 2,260.7 2,292.2
S4 2,222.4 2,236.4 2,285.5
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 2,322.5 2,193.0 129.5 5.6% 46.0 2.0% 82% False False 400
10 2,333.4 2,193.0 140.4 6.1% 41.3 1.8% 75% False False 313
20 2,406.4 2,193.0 213.4 9.3% 49.8 2.2% 50% False False 303
40 2,501.7 2,193.0 308.7 13.4% 31.5 1.4% 34% False False 152
60 2,501.7 2,193.0 308.7 13.4% 21.2 0.9% 34% False False 101
80 2,501.7 2,193.0 308.7 13.4% 15.9 0.7% 34% False False 76
100 2,501.7 2,151.1 350.6 15.3% 12.8 0.6% 42% False False 61
120 2,501.7 2,102.2 399.5 17.4% 10.6 0.5% 49% False False 50
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 8.7
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,409.0
2.618 2,369.3
1.618 2,345.0
1.000 2,330.0
0.618 2,320.7
HIGH 2,305.7
0.618 2,296.4
0.500 2,293.6
0.382 2,290.7
LOW 2,281.4
0.618 2,266.4
1.000 2,257.1
1.618 2,242.1
2.618 2,217.8
4.250 2,178.1
Fisher Pivots for day following 16-Jan-2025
Pivot 1 day 3 day
R1 2,297.1 2,290.5
PP 2,295.3 2,282.2
S1 2,293.6 2,273.8

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

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