CME E-mini Russell 2000 Index Futures June 2025


Trading Metrics calculated at close of trading on 24-Apr-2025
Day Change Summary
Previous Current
23-Apr-2025 24-Apr-2025 Change Change % Previous Week
Open 1,925.0 1,930.0 5.0 0.3% 1,885.3
High 1,980.1 1,974.1 -6.0 -0.3% 1,916.6
Low 1,922.1 1,909.6 -12.5 -0.7% 1,849.7
Close 1,926.1 1,964.5 38.4 2.0% 1,889.6
Range 58.0 64.5 6.5 11.2% 66.9
ATR 77.6 76.7 -0.9 -1.2% 0.0
Volume 277,863 183,924 -93,939 -33.8% 898,801
Daily Pivots for day following 24-Apr-2025
Classic Woodie Camarilla DeMark
R4 2,142.9 2,118.2 2,000.0
R3 2,078.4 2,053.7 1,982.2
R2 2,013.9 2,013.9 1,976.3
R1 1,989.2 1,989.2 1,970.4 2,001.6
PP 1,949.4 1,949.4 1,949.4 1,955.6
S1 1,924.7 1,924.7 1,958.6 1,937.1
S2 1,884.9 1,884.9 1,952.7
S3 1,820.4 1,860.2 1,946.8
S4 1,755.9 1,795.7 1,929.0
Weekly Pivots for week ending 18-Apr-2025
Classic Woodie Camarilla DeMark
R4 2,086.0 2,054.7 1,926.4
R3 2,019.1 1,987.8 1,908.0
R2 1,952.2 1,952.2 1,901.9
R1 1,920.9 1,920.9 1,895.7 1,936.6
PP 1,885.3 1,885.3 1,885.3 1,893.1
S1 1,854.0 1,854.0 1,883.5 1,869.7
S2 1,818.4 1,818.4 1,877.3
S3 1,751.5 1,787.1 1,871.2
S4 1,684.6 1,720.2 1,852.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,980.1 1,830.6 149.5 7.6% 54.3 2.8% 90% False False 216,326
10 1,980.1 1,794.3 185.8 9.5% 62.7 3.2% 92% False False 252,414
20 2,098.6 1,709.1 389.5 19.8% 86.9 4.4% 66% False False 303,682
40 2,218.8 1,709.1 509.7 25.9% 68.9 3.5% 50% False False 201,606
60 2,356.6 1,709.1 647.5 33.0% 59.7 3.0% 39% False False 134,555
80 2,356.7 1,709.1 647.6 33.0% 54.7 2.8% 39% False False 100,998
100 2,501.7 1,709.1 792.6 40.3% 50.9 2.6% 32% False False 80,822
120 2,501.7 1,709.1 792.6 40.3% 42.5 2.2% 32% False False 67,352
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.5
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 2,248.2
2.618 2,143.0
1.618 2,078.5
1.000 2,038.6
0.618 2,014.0
HIGH 1,974.1
0.618 1,949.5
0.500 1,941.9
0.382 1,934.2
LOW 1,909.6
0.618 1,869.7
1.000 1,845.1
1.618 1,805.2
2.618 1,740.7
4.250 1,635.5
Fisher Pivots for day following 24-Apr-2025
Pivot 1 day 3 day
R1 1,957.0 1,947.1
PP 1,949.4 1,929.6
S1 1,941.9 1,912.2

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

View Archives - Comment on this page... - Back to Index of Symbols