CME E-mini Russell 2000 Index Futures June 2025


Trading Metrics calculated at close of trading on 06-May-2025
Day Change Summary
Previous Current
05-May-2025 06-May-2025 Change Change % Previous Week
Open 2,026.8 2,010.9 -15.9 -0.8% 1,960.8
High 2,026.9 2,012.0 -14.9 -0.7% 2,034.3
Low 2,002.3 1,977.4 -24.9 -1.2% 1,929.1
Close 2,010.9 1,988.9 -22.0 -1.1% 2,026.8
Range 24.6 34.6 10.0 40.7% 105.2
ATR 62.3 60.4 -2.0 -3.2% 0.0
Volume 133,042 154,421 21,379 16.1% 972,842
Daily Pivots for day following 06-May-2025
Classic Woodie Camarilla DeMark
R4 2,096.6 2,077.3 2,007.9
R3 2,062.0 2,042.7 1,998.4
R2 2,027.4 2,027.4 1,995.2
R1 2,008.1 2,008.1 1,992.1 2,000.5
PP 1,992.8 1,992.8 1,992.8 1,988.9
S1 1,973.5 1,973.5 1,985.7 1,965.9
S2 1,958.2 1,958.2 1,982.6
S3 1,923.6 1,938.9 1,979.4
S4 1,889.0 1,904.3 1,969.9
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 5.3% 42.4 2.1% 57% False False 185,072
10 2,034.3 1,909.6 124.7 6.3% 44.6 2.2% 64% False False 191,560
20 2,034.3 1,709.1 325.2 16.4% 66.6 3.3% 86% False False 249,564
40 2,128.0 1,709.1 418.9 21.1% 64.5 3.2% 67% False False 237,492
60 2,326.2 1,709.1 617.1 31.0% 59.0 3.0% 45% False False 158,730
80 2,356.7 1,709.1 647.6 32.6% 54.8 2.8% 43% False False 119,149
100 2,460.5 1,709.1 751.4 37.8% 52.7 2.7% 37% False False 95,360
120 2,501.7 1,709.1 792.6 39.9% 45.1 2.3% 35% False False 79,467
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,159.1
2.618 2,102.6
1.618 2,068.0
1.000 2,046.6
0.618 2,033.4
HIGH 2,012.0
0.618 1,998.8
0.500 1,994.7
0.382 1,990.6
LOW 1,977.4
0.618 1,956.0
1.000 1,942.8
1.618 1,921.4
2.618 1,886.8
4.250 1,830.4
Fisher Pivots for day following 06-May-2025
Pivot 1 day 3 day
R1 1,994.7 2,005.9
PP 1,992.8 2,000.2
S1 1,990.8 1,994.6

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

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