CME E-mini Russell 2000 Index Futures June 2025


Trading Metrics calculated at close of trading on 05-May-2025
Day Change Summary
Previous Current
02-May-2025 05-May-2025 Change Change % Previous Week
Open 1,980.3 2,026.8 46.5 2.3% 1,960.8
High 2,034.3 2,026.9 -7.4 -0.4% 2,034.3
Low 1,979.6 2,002.3 22.7 1.1% 1,929.1
Close 2,026.8 2,010.9 -15.9 -0.8% 2,026.8
Range 54.7 24.6 -30.1 -55.0% 105.2
ATR 65.2 62.3 -2.9 -4.4% 0.0
Volume 184,587 133,042 -51,545 -27.9% 972,842
Daily Pivots for day following 05-May-2025
Classic Woodie Camarilla DeMark
R4 2,087.2 2,073.6 2,024.4
R3 2,062.6 2,049.0 2,017.7
R2 2,038.0 2,038.0 2,015.4
R1 2,024.4 2,024.4 2,013.2 2,018.9
PP 2,013.4 2,013.4 2,013.4 2,010.6
S1 1,999.8 1,999.8 2,008.6 1,994.3
S2 1,988.8 1,988.8 2,006.4
S3 1,964.2 1,975.2 2,004.1
S4 1,939.6 1,950.6 1,997.4
Weekly Pivots for week ending 02-May-2025
Classic Woodie Camarilla DeMark
R4 2,312.3 2,274.8 2,084.7
R3 2,207.1 2,169.6 2,055.7
R2 2,101.9 2,101.9 2,046.1
R1 2,064.4 2,064.4 2,036.4 2,083.2
PP 1,996.7 1,996.7 1,996.7 2,006.1
S1 1,959.2 1,959.2 2,017.2 1,978.0
S2 1,891.5 1,891.5 2,007.5
S3 1,786.3 1,854.0 1,997.9
S4 1,681.1 1,748.8 1,968.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,034.3 1,929.1 105.2 5.2% 43.3 2.2% 78% False False 188,508
10 2,034.3 1,844.2 190.1 9.5% 47.2 2.3% 88% False False 200,036
20 2,034.3 1,709.1 325.2 16.2% 75.9 3.8% 93% False False 270,758
40 2,128.0 1,709.1 418.9 20.8% 65.5 3.3% 72% False False 233,735
60 2,346.1 1,709.1 637.0 31.7% 59.1 2.9% 47% False False 156,167
80 2,356.7 1,709.1 647.6 32.2% 54.6 2.7% 47% False False 117,219
100 2,460.5 1,709.1 751.4 37.4% 52.6 2.6% 40% False False 93,816
120 2,501.7 1,709.1 792.6 39.4% 44.8 2.2% 38% False False 78,180
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 7.3
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 2,131.5
2.618 2,091.3
1.618 2,066.7
1.000 2,051.5
0.618 2,042.1
HIGH 2,026.9
0.618 2,017.5
0.500 2,014.6
0.382 2,011.7
LOW 2,002.3
0.618 1,987.1
1.000 1,977.7
1.618 1,962.5
2.618 1,937.9
4.250 1,897.8
Fisher Pivots for day following 05-May-2025
Pivot 1 day 3 day
R1 2,014.6 2,006.2
PP 2,013.4 2,001.5
S1 2,012.1 1,996.8

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

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