CME E-mini Russell 2000 Index Futures June 2025


Trading Metrics calculated at close of trading on 31-Jan-2025
Day Change Summary
Previous Current
30-Jan-2025 31-Jan-2025 Change Change % Previous Week
Open 2,317.6 2,336.8 19.2 0.8% 2,323.3
High 2,352.5 2,354.5 2.0 0.1% 2,354.5
Low 2,317.5 2,306.3 -11.2 -0.5% 2,297.6
Close 2,337.3 2,316.5 -20.8 -0.9% 2,316.5
Range 35.0 48.2 13.2 37.7% 56.9
ATR 38.7 39.4 0.7 1.7% 0.0
Volume 631 315 -316 -50.1% 1,714
Daily Pivots for day following 31-Jan-2025
Classic Woodie Camarilla DeMark
R4 2,470.4 2,441.6 2,343.0
R3 2,422.2 2,393.4 2,329.8
R2 2,374.0 2,374.0 2,325.3
R1 2,345.2 2,345.2 2,320.9 2,335.5
PP 2,325.8 2,325.8 2,325.8 2,320.9
S1 2,297.0 2,297.0 2,312.1 2,287.3
S2 2,277.6 2,277.6 2,307.7
S3 2,229.4 2,248.8 2,303.2
S4 2,181.2 2,200.6 2,290.0
Weekly Pivots for week ending 31-Jan-2025
Classic Woodie Camarilla DeMark
R4 2,493.6 2,461.9 2,347.8
R3 2,436.7 2,405.0 2,332.1
R2 2,379.8 2,379.8 2,326.9
R1 2,348.1 2,348.1 2,321.7 2,335.5
PP 2,322.9 2,322.9 2,322.9 2,316.6
S1 2,291.2 2,291.2 2,311.3 2,278.6
S2 2,266.0 2,266.0 2,306.1
S3 2,209.1 2,234.3 2,300.9
S4 2,152.2 2,177.4 2,285.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,354.5 2,297.6 56.9 2.5% 37.8 1.6% 33% True False 342
10 2,356.7 2,279.5 77.2 3.3% 36.9 1.6% 48% False False 395
20 2,356.7 2,193.0 163.7 7.1% 39.1 1.7% 75% False False 354
40 2,484.7 2,193.0 291.7 12.6% 39.8 1.7% 42% False False 251
60 2,501.7 2,193.0 308.7 13.3% 27.4 1.2% 40% False False 167
80 2,501.7 2,193.0 308.7 13.3% 20.5 0.9% 40% False False 125
100 2,501.7 2,156.3 345.4 14.9% 16.4 0.7% 46% False False 100
120 2,501.7 2,124.9 376.8 16.3% 13.7 0.6% 51% False False 83
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.4
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2,559.4
2.618 2,480.7
1.618 2,432.5
1.000 2,402.7
0.618 2,384.3
HIGH 2,354.5
0.618 2,336.1
0.500 2,330.4
0.382 2,324.7
LOW 2,306.3
0.618 2,276.5
1.000 2,258.1
1.618 2,228.3
2.618 2,180.1
4.250 2,101.5
Fisher Pivots for day following 31-Jan-2025
Pivot 1 day 3 day
R1 2,330.4 2,326.1
PP 2,325.8 2,322.9
S1 2,321.1 2,319.7

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

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