CME E-mini Russell 2000 Index Futures June 2025


Trading Metrics calculated at close of trading on 13-Mar-2025
Day Change Summary
Previous Current
12-Mar-2025 13-Mar-2025 Change Change % Previous Week
Open 2,045.1 2,043.3 -1.8 -0.1% 2,188.0
High 2,094.5 2,052.8 -41.7 -2.0% 2,213.9
Low 2,028.0 2,002.3 -25.7 -1.3% 2,052.0
Close 2,044.6 2,012.8 -31.8 -1.6% 2,095.0
Range 66.5 50.5 -16.0 -24.1% 161.9
ATR 51.7 51.6 -0.1 -0.2% 0.0
Volume 8,956 26,864 17,908 200.0% 11,883
Daily Pivots for day following 13-Mar-2025
Classic Woodie Camarilla DeMark
R4 2,174.1 2,144.0 2,040.6
R3 2,123.6 2,093.5 2,026.7
R2 2,073.1 2,073.1 2,022.1
R1 2,043.0 2,043.0 2,017.4 2,032.8
PP 2,022.6 2,022.6 2,022.6 2,017.6
S1 1,992.5 1,992.5 2,008.2 1,982.3
S2 1,972.1 1,972.1 2,003.5
S3 1,921.6 1,942.0 1,998.9
S4 1,871.1 1,891.5 1,985.0
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 2,117.4 2,002.3 115.1 5.7% 60.5 3.0% 9% False True 9,641
10 2,213.9 2,002.3 211.6 10.5% 60.5 3.0% 5% False True 5,817
20 2,326.2 2,002.3 323.9 16.1% 50.2 2.5% 3% False True 3,180
40 2,356.7 2,002.3 354.4 17.6% 45.7 2.3% 3% False True 1,792
60 2,425.0 2,002.3 422.7 21.0% 46.6 2.3% 2% False True 1,290
80 2,501.7 2,002.3 499.4 24.8% 37.5 1.9% 2% False True 968
100 2,501.7 2,002.3 499.4 24.8% 30.1 1.5% 2% False True 774
120 2,501.7 2,002.3 499.4 24.8% 25.1 1.2% 2% False True 645
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 13.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,267.4
2.618 2,185.0
1.618 2,134.5
1.000 2,103.3
0.618 2,084.0
HIGH 2,052.8
0.618 2,033.5
0.500 2,027.6
0.382 2,021.6
LOW 2,002.3
0.618 1,971.1
1.000 1,951.8
1.618 1,920.6
2.618 1,870.1
4.250 1,787.7
Fisher Pivots for day following 13-Mar-2025
Pivot 1 day 3 day
R1 2,027.6 2,048.4
PP 2,022.6 2,036.5
S1 2,017.7 2,024.7

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

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