CME E-mini Russell 2000 Index Futures June 2025


Trading Metrics calculated at close of trading on 27-Feb-2025
Day Change Summary
Previous Current
26-Feb-2025 27-Feb-2025 Change Change % Previous Week
Open 2,199.3 2,205.1 5.8 0.3% 2,307.8
High 2,226.0 2,218.8 -7.2 -0.3% 2,322.9
Low 2,189.6 2,162.3 -27.3 -1.2% 2,216.8
Close 2,197.5 2,163.6 -33.9 -1.5% 2,218.9
Range 36.4 56.5 20.1 55.2% 106.1
ATR 41.0 42.1 1.1 2.7% 0.0
Volume 693 1,284 591 85.3% 1,382
Daily Pivots for day following 27-Feb-2025
Classic Woodie Camarilla DeMark
R4 2,351.1 2,313.8 2,194.7
R3 2,294.6 2,257.3 2,179.1
R2 2,238.1 2,238.1 2,174.0
R1 2,200.8 2,200.8 2,168.8 2,191.2
PP 2,181.6 2,181.6 2,181.6 2,176.8
S1 2,144.3 2,144.3 2,158.4 2,134.7
S2 2,125.1 2,125.1 2,153.2
S3 2,068.6 2,087.8 2,148.1
S4 2,012.1 2,031.3 2,132.5
Weekly Pivots for week ending 21-Feb-2025
Classic Woodie Camarilla DeMark
R4 2,571.2 2,501.1 2,277.3
R3 2,465.1 2,395.0 2,248.1
R2 2,359.0 2,359.0 2,238.4
R1 2,288.9 2,288.9 2,228.6 2,270.9
PP 2,252.9 2,252.9 2,252.9 2,243.9
S1 2,182.8 2,182.8 2,209.2 2,164.8
S2 2,146.8 2,146.8 2,199.4
S3 2,040.7 2,076.7 2,189.7
S4 1,934.6 1,970.6 2,160.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,306.5 2,162.3 144.2 6.7% 53.0 2.5% 1% False True 828
10 2,326.2 2,162.3 163.9 7.6% 39.9 1.8% 1% False True 543
20 2,356.6 2,162.3 194.3 9.0% 42.4 2.0% 1% False True 508
40 2,356.7 2,162.3 194.4 9.0% 40.7 1.9% 1% False True 417
60 2,495.6 2,162.3 333.3 15.4% 39.6 1.8% 0% False True 321
80 2,501.7 2,162.3 339.4 15.7% 30.1 1.4% 0% False True 241
100 2,501.7 2,162.3 339.4 15.7% 24.1 1.1% 0% False True 192
120 2,501.7 2,151.1 350.6 16.2% 20.1 0.9% 4% False False 160
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,458.9
2.618 2,366.7
1.618 2,310.2
1.000 2,275.3
0.618 2,253.7
HIGH 2,218.8
0.618 2,197.2
0.500 2,190.6
0.382 2,183.9
LOW 2,162.3
0.618 2,127.4
1.000 2,105.8
1.618 2,070.9
2.618 2,014.4
4.250 1,922.2
Fisher Pivots for day following 27-Feb-2025
Pivot 1 day 3 day
R1 2,190.6 2,194.2
PP 2,181.6 2,184.0
S1 2,172.6 2,173.8

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

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