CME E-mini Russell 2000 Index Futures June 2025


Trading Metrics calculated at close of trading on 18-Mar-2025
Day Change Summary
Previous Current
17-Mar-2025 18-Mar-2025 Change Change % Previous Week
Open 2,053.7 2,082.2 28.5 1.4% 2,092.8
High 2,092.5 2,086.1 -6.4 -0.3% 2,094.5
Low 2,041.5 2,059.3 17.8 0.9% 2,002.3
Close 2,085.9 2,067.6 -18.3 -0.9% 2,061.1
Range 51.0 26.8 -24.2 -47.5% 92.2
ATR 51.4 49.7 -1.8 -3.4% 0.0
Volume 367,379 280,220 -87,159 -23.7% 176,314
Daily Pivots for day following 18-Mar-2025
Classic Woodie Camarilla DeMark
R4 2,151.4 2,136.3 2,082.3
R3 2,124.6 2,109.5 2,075.0
R2 2,097.8 2,097.8 2,072.5
R1 2,082.7 2,082.7 2,070.1 2,076.9
PP 2,071.0 2,071.0 2,071.0 2,068.1
S1 2,055.9 2,055.9 2,065.1 2,050.1
S2 2,044.2 2,044.2 2,062.7
S3 2,017.4 2,029.1 2,060.2
S4 1,990.6 2,002.3 2,052.9
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% 47.8 2.3% 71% False False 162,894
10 2,133.2 2,002.3 130.9 6.3% 52.1 2.5% 50% False False 83,123
20 2,322.0 2,002.3 319.7 15.5% 52.5 2.5% 20% False False 42,072
40 2,356.7 2,002.3 354.4 17.1% 45.7 2.2% 18% False False 21,238
60 2,356.7 2,002.3 354.4 17.1% 45.2 2.2% 18% False False 14,268
80 2,501.7 2,002.3 499.4 24.2% 39.0 1.9% 13% False False 10,701
100 2,501.7 2,002.3 499.4 24.2% 31.3 1.5% 13% False False 8,561
120 2,501.7 2,002.3 499.4 24.2% 26.1 1.3% 13% False False 7,134
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.3
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 2,200.0
2.618 2,156.3
1.618 2,129.5
1.000 2,112.9
0.618 2,102.7
HIGH 2,086.1
0.618 2,075.9
0.500 2,072.7
0.382 2,069.5
LOW 2,059.3
0.618 2,042.7
1.000 2,032.5
1.618 2,015.9
2.618 1,989.1
4.250 1,945.4
Fisher Pivots for day following 18-Mar-2025
Pivot 1 day 3 day
R1 2,072.7 2,063.5
PP 2,071.0 2,059.5
S1 2,069.3 2,055.4

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

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