CME E-mini Russell 2000 Index Futures June 2025


Trading Metrics calculated at close of trading on 03-Feb-2025
Day Change Summary
Previous Current
31-Jan-2025 03-Feb-2025 Change Change % Previous Week
Open 2,336.8 2,285.8 -51.0 -2.2% 2,323.3
High 2,354.5 2,311.0 -43.5 -1.8% 2,354.5
Low 2,306.3 2,222.6 -83.7 -3.6% 2,297.6
Close 2,316.5 2,288.1 -28.4 -1.2% 2,316.5
Range 48.2 88.4 40.2 83.4% 56.9
ATR 39.4 43.3 3.9 9.9% 0.0
Volume 315 1,025 710 225.4% 1,714
Daily Pivots for day following 03-Feb-2025
Classic Woodie Camarilla DeMark
R4 2,539.1 2,502.0 2,336.7
R3 2,450.7 2,413.6 2,312.4
R2 2,362.3 2,362.3 2,304.3
R1 2,325.2 2,325.2 2,296.2 2,343.8
PP 2,273.9 2,273.9 2,273.9 2,283.2
S1 2,236.8 2,236.8 2,280.0 2,255.4
S2 2,185.5 2,185.5 2,271.9
S3 2,097.1 2,148.4 2,263.8
S4 2,008.7 2,060.0 2,239.5
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 2,222.6 131.9 5.8% 46.4 2.0% 50% False True 465
10 2,356.7 2,222.6 134.1 5.9% 42.5 1.9% 49% False True 449
20 2,356.7 2,193.0 163.7 7.2% 41.6 1.8% 58% False False 398
40 2,482.2 2,193.0 289.2 12.6% 41.4 1.8% 33% False False 276
60 2,501.7 2,193.0 308.7 13.5% 28.9 1.3% 31% False False 184
80 2,501.7 2,193.0 308.7 13.5% 21.6 0.9% 31% False False 138
100 2,501.7 2,163.5 338.2 14.8% 17.3 0.8% 37% False False 110
120 2,501.7 2,148.1 353.6 15.5% 14.5 0.6% 40% False False 92
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 13.5
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 2,686.7
2.618 2,542.4
1.618 2,454.0
1.000 2,399.4
0.618 2,365.6
HIGH 2,311.0
0.618 2,277.2
0.500 2,266.8
0.382 2,256.4
LOW 2,222.6
0.618 2,168.0
1.000 2,134.2
1.618 2,079.6
2.618 1,991.2
4.250 1,846.9
Fisher Pivots for day following 03-Feb-2025
Pivot 1 day 3 day
R1 2,281.0 2,288.6
PP 2,273.9 2,288.4
S1 2,266.8 2,288.3

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

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