CME E-mini Russell 2000 Index Futures June 2025


Trading Metrics calculated at close of trading on 26-Mar-2025
Day Change Summary
Previous Current
25-Mar-2025 26-Mar-2025 Change Change % Previous Week
Open 2,121.9 2,114.7 -7.2 -0.3% 2,053.7
High 2,128.0 2,123.4 -4.6 -0.2% 2,114.0
Low 2,105.5 2,081.1 -24.4 -1.2% 2,041.5
Close 2,112.3 2,090.3 -22.0 -1.0% 2,074.4
Range 22.5 42.3 19.8 88.0% 72.5
ATR 46.5 46.2 -0.3 -0.6% 0.0
Volume 136,502 154,224 17,722 13.0% 1,324,850
Daily Pivots for day following 26-Mar-2025
Classic Woodie Camarilla DeMark
R4 2,225.2 2,200.0 2,113.6
R3 2,182.9 2,157.7 2,101.9
R2 2,140.6 2,140.6 2,098.1
R1 2,115.4 2,115.4 2,094.2 2,106.9
PP 2,098.3 2,098.3 2,098.3 2,094.0
S1 2,073.1 2,073.1 2,086.4 2,064.6
S2 2,056.0 2,056.0 2,082.5
S3 2,013.7 2,030.8 2,078.7
S4 1,971.4 1,988.5 2,067.0
Weekly Pivots for week ending 21-Mar-2025
Classic Woodie Camarilla DeMark
R4 2,294.1 2,256.8 2,114.3
R3 2,221.6 2,184.3 2,094.3
R2 2,149.1 2,149.1 2,087.7
R1 2,111.8 2,111.8 2,081.0 2,130.5
PP 2,076.6 2,076.6 2,076.6 2,086.0
S1 2,039.3 2,039.3 2,067.8 2,058.0
S2 2,004.1 2,004.1 2,061.1
S3 1,931.6 1,966.8 2,054.5
S4 1,859.1 1,894.3 2,034.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,128.0 2,051.5 76.5 3.7% 36.8 1.8% 51% False False 177,317
10 2,128.0 2,002.3 125.7 6.0% 40.6 1.9% 70% False False 195,800
20 2,218.8 2,002.3 216.5 10.4% 50.8 2.4% 41% False False 99,530
40 2,356.6 2,002.3 354.3 16.9% 46.1 2.2% 25% False False 49,992
60 2,356.7 2,002.3 354.4 17.0% 43.9 2.1% 25% False False 33,437
80 2,501.7 2,002.3 499.4 23.9% 41.9 2.0% 18% False False 25,107
100 2,501.7 2,002.3 499.4 23.9% 33.7 1.6% 18% False False 20,086
120 2,501.7 2,002.3 499.4 23.9% 28.1 1.3% 18% False False 16,738
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,303.2
2.618 2,234.1
1.618 2,191.8
1.000 2,165.7
0.618 2,149.5
HIGH 2,123.4
0.618 2,107.2
0.500 2,102.3
0.382 2,097.3
LOW 2,081.1
0.618 2,055.0
1.000 2,038.8
1.618 2,012.7
2.618 1,970.4
4.250 1,901.3
Fisher Pivots for day following 26-Mar-2025
Pivot 1 day 3 day
R1 2,102.3 2,104.6
PP 2,098.3 2,099.8
S1 2,094.3 2,095.1

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

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