CME E-mini Russell 2000 Index Futures June 2025


Trading Metrics calculated at close of trading on 14-Mar-2025
Day Change Summary
Previous Current
13-Mar-2025 14-Mar-2025 Change Change % Previous Week
Open 2,043.3 2,018.3 -25.0 -1.2% 2,092.8
High 2,052.8 2,062.6 9.8 0.5% 2,094.5
Low 2,002.3 2,018.3 16.0 0.8% 2,002.3
Close 2,012.8 2,061.1 48.3 2.4% 2,061.1
Range 50.5 44.3 -6.2 -12.3% 92.2
ATR 51.6 51.5 -0.1 -0.3% 0.0
Volume 26,864 131,055 104,191 387.8% 176,314
Daily Pivots for day following 14-Mar-2025
Classic Woodie Camarilla DeMark
R4 2,180.2 2,165.0 2,085.5
R3 2,135.9 2,120.7 2,073.3
R2 2,091.6 2,091.6 2,069.2
R1 2,076.4 2,076.4 2,065.2 2,084.0
PP 2,047.3 2,047.3 2,047.3 2,051.2
S1 2,032.1 2,032.1 2,057.0 2,039.7
S2 2,003.0 2,003.0 2,053.0
S3 1,958.7 1,987.8 2,048.9
S4 1,914.4 1,943.5 2,036.7
Weekly Pivots for week ending 14-Mar-2025
Classic Woodie Camarilla DeMark
R4 2,329.2 2,287.4 2,111.8
R3 2,237.0 2,195.2 2,086.5
R2 2,144.8 2,144.8 2,078.0
R1 2,103.0 2,103.0 2,069.6 2,077.8
PP 2,052.6 2,052.6 2,052.6 2,040.1
S1 2,010.8 2,010.8 2,052.6 1,985.6
S2 1,960.4 1,960.4 2,044.2
S3 1,868.2 1,918.6 2,035.7
S4 1,776.0 1,826.4 2,010.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,094.5 2,002.3 92.2 4.5% 56.3 2.7% 64% False False 35,262
10 2,213.9 2,002.3 211.6 10.3% 61.2 3.0% 28% False False 18,819
20 2,326.2 2,002.3 323.9 15.7% 50.9 2.5% 18% False False 9,715
40 2,356.7 2,002.3 354.4 17.2% 45.2 2.2% 17% False False 5,062
60 2,415.7 2,002.3 413.4 20.1% 46.8 2.3% 14% False False 3,474
80 2,501.7 2,002.3 499.4 24.2% 38.0 1.8% 12% False False 2,606
100 2,501.7 2,002.3 499.4 24.2% 30.6 1.5% 12% False False 2,085
120 2,501.7 2,002.3 499.4 24.2% 25.5 1.2% 12% False False 1,737
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 11.7
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 2,250.9
2.618 2,178.6
1.618 2,134.3
1.000 2,106.9
0.618 2,090.0
HIGH 2,062.6
0.618 2,045.7
0.500 2,040.5
0.382 2,035.2
LOW 2,018.3
0.618 1,990.9
1.000 1,974.0
1.618 1,946.6
2.618 1,902.3
4.250 1,830.0
Fisher Pivots for day following 14-Mar-2025
Pivot 1 day 3 day
R1 2,054.2 2,056.9
PP 2,047.3 2,052.6
S1 2,040.5 2,048.4

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

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