CME E-mini Russell 2000 Index Futures June 2025


Trading Metrics calculated at close of trading on 10-Mar-2025
Day Change Summary
Previous Current
07-Mar-2025 10-Mar-2025 Change Change % Previous Week
Open 2,091.8 2,092.8 1.0 0.0% 2,188.0
High 2,117.4 2,092.8 -24.6 -1.2% 2,213.9
Low 2,052.0 2,020.4 -31.6 -1.5% 2,052.0
Close 2,095.0 2,040.0 -55.0 -2.6% 2,095.0
Range 65.4 72.4 7.0 10.7% 161.9
ATR 48.9 50.8 1.8 3.7% 0.0
Volume 2,950 4,146 1,196 40.5% 11,883
Daily Pivots for day following 10-Mar-2025
Classic Woodie Camarilla DeMark
R4 2,268.3 2,226.5 2,079.8
R3 2,195.9 2,154.1 2,059.9
R2 2,123.5 2,123.5 2,053.3
R1 2,081.7 2,081.7 2,046.6 2,066.4
PP 2,051.1 2,051.1 2,051.1 2,043.4
S1 2,009.3 2,009.3 2,033.4 1,994.0
S2 1,978.7 1,978.7 2,026.7
S3 1,906.3 1,936.9 2,020.1
S4 1,833.9 1,864.5 2,000.2
Weekly Pivots for week ending 07-Mar-2025
Classic Woodie Camarilla DeMark
R4 2,606.0 2,512.4 2,184.0
R3 2,444.1 2,350.5 2,139.5
R2 2,282.2 2,282.2 2,124.7
R1 2,188.6 2,188.6 2,109.8 2,154.5
PP 2,120.3 2,120.3 2,120.3 2,103.2
S1 2,026.7 2,026.7 2,080.2 1,992.6
S2 1,958.4 1,958.4 2,065.3
S3 1,796.5 1,864.8 2,050.5
S4 1,634.6 1,702.9 2,006.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,135.0 2,020.4 114.6 5.6% 60.2 2.9% 17% False True 2,739
10 2,226.0 2,020.4 205.6 10.1% 57.1 2.8% 10% False True 1,964
20 2,326.2 2,020.4 305.8 15.0% 47.9 2.3% 6% False True 1,207
40 2,356.7 2,020.4 336.3 16.5% 45.1 2.2% 6% False True 806
60 2,460.5 2,020.4 440.1 21.6% 44.9 2.2% 4% False True 605
80 2,501.7 2,020.4 481.3 23.6% 35.4 1.7% 4% False True 454
100 2,501.7 2,020.4 481.3 23.6% 28.5 1.4% 4% False True 363
120 2,501.7 2,020.4 481.3 23.6% 23.7 1.2% 4% False True 302
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.7
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,400.5
2.618 2,282.3
1.618 2,209.9
1.000 2,165.2
0.618 2,137.5
HIGH 2,092.8
0.618 2,065.1
0.500 2,056.6
0.382 2,048.1
LOW 2,020.4
0.618 1,975.7
1.000 1,948.0
1.618 1,903.3
2.618 1,830.9
4.250 1,712.7
Fisher Pivots for day following 10-Mar-2025
Pivot 1 day 3 day
R1 2,056.6 2,071.4
PP 2,051.1 2,060.9
S1 2,045.5 2,050.5

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

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