CME E-mini Russell 2000 Index Futures June 2025


Trading Metrics calculated at close of trading on 28-Mar-2025
Day Change Summary
Previous Current
27-Mar-2025 28-Mar-2025 Change Change % Previous Week
Open 2,080.1 2,081.8 1.7 0.1% 2,083.0
High 2,098.6 2,088.3 -10.3 -0.5% 2,128.0
Low 2,071.7 2,026.1 -45.6 -2.2% 2,026.1
Close 2,080.7 2,037.1 -43.6 -2.1% 2,037.1
Range 26.9 62.2 35.3 131.2% 101.9
ATR 44.8 46.0 1.2 2.8% 0.0
Volume 159,612 170,536 10,924 6.8% 805,380
Daily Pivots for day following 28-Mar-2025
Classic Woodie Camarilla DeMark
R4 2,237.1 2,199.3 2,071.3
R3 2,174.9 2,137.1 2,054.2
R2 2,112.7 2,112.7 2,048.5
R1 2,074.9 2,074.9 2,042.8 2,062.7
PP 2,050.5 2,050.5 2,050.5 2,044.4
S1 2,012.7 2,012.7 2,031.4 2,000.5
S2 1,988.3 1,988.3 2,025.7
S3 1,926.1 1,950.5 2,020.0
S4 1,863.9 1,888.3 2,002.9
Weekly Pivots for week ending 28-Mar-2025
Classic Woodie Camarilla DeMark
R4 2,369.4 2,305.2 2,093.1
R3 2,267.5 2,203.3 2,065.1
R2 2,165.6 2,165.6 2,055.8
R1 2,101.4 2,101.4 2,046.4 2,082.6
PP 2,063.7 2,063.7 2,063.7 2,054.3
S1 1,999.5 1,999.5 2,027.8 1,980.7
S2 1,961.8 1,961.8 2,018.4
S3 1,859.9 1,897.6 2,009.1
S4 1,758.0 1,795.7 1,981.1
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 2,026.1 101.9 5.0% 39.8 2.0% 11% False True 161,076
10 2,128.0 2,026.1 101.9 5.0% 40.0 2.0% 11% False True 213,023
20 2,213.9 2,002.3 211.6 10.4% 50.6 2.5% 16% False False 115,921
40 2,356.6 2,002.3 354.3 17.4% 46.5 2.3% 10% False False 58,225
60 2,356.7 2,002.3 354.4 17.4% 44.1 2.2% 10% False False 38,933
80 2,484.7 2,002.3 482.4 23.7% 42.6 2.1% 7% False False 29,234
100 2,501.7 2,002.3 499.4 24.5% 34.6 1.7% 7% False False 23,387
120 2,501.7 2,002.3 499.4 24.5% 28.8 1.4% 7% False False 19,489
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 6.7
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 2,352.7
2.618 2,251.1
1.618 2,188.9
1.000 2,150.5
0.618 2,126.7
HIGH 2,088.3
0.618 2,064.5
0.500 2,057.2
0.382 2,049.9
LOW 2,026.1
0.618 1,987.7
1.000 1,963.9
1.618 1,925.5
2.618 1,863.3
4.250 1,761.8
Fisher Pivots for day following 28-Mar-2025
Pivot 1 day 3 day
R1 2,057.2 2,074.8
PP 2,050.5 2,062.2
S1 2,043.8 2,049.7

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

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