CME E-mini Russell 2000 Index Futures June 2025


Trading Metrics calculated at close of trading on 12-May-2025
Day Change Summary
Previous Current
09-May-2025 12-May-2025 Change Change % Previous Week
Open 2,031.0 2,074.4 43.4 2.1% 2,026.8
High 2,043.5 2,139.8 96.3 4.7% 2,048.5
Low 2,019.9 2,053.8 33.9 1.7% 1,977.4
Close 2,028.8 2,100.3 71.5 3.5% 2,028.8
Range 23.6 86.0 62.4 264.4% 71.1
ATR 55.6 59.6 4.0 7.1% 0.0
Volume 153,833 267,790 113,957 74.1% 802,389
Daily Pivots for day following 12-May-2025
Classic Woodie Camarilla DeMark
R4 2,356.0 2,314.1 2,147.6
R3 2,270.0 2,228.1 2,124.0
R2 2,184.0 2,184.0 2,116.1
R1 2,142.1 2,142.1 2,108.2 2,163.1
PP 2,098.0 2,098.0 2,098.0 2,108.4
S1 2,056.1 2,056.1 2,092.4 2,077.1
S2 2,012.0 2,012.0 2,084.5
S3 1,926.0 1,970.1 2,076.7
S4 1,840.0 1,884.1 2,053.0
Weekly Pivots for week ending 09-May-2025
Classic Woodie Camarilla DeMark
R4 2,231.5 2,201.3 2,067.9
R3 2,160.4 2,130.2 2,048.4
R2 2,089.3 2,089.3 2,041.8
R1 2,059.1 2,059.1 2,035.3 2,074.2
PP 2,018.2 2,018.2 2,018.2 2,025.8
S1 1,988.0 1,988.0 2,022.3 2,003.1
S2 1,947.1 1,947.1 2,015.8
S3 1,876.0 1,916.9 2,009.2
S4 1,804.9 1,845.8 1,989.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,139.8 1,977.4 162.4 7.7% 46.2 2.2% 76% True False 187,427
10 2,139.8 1,929.1 210.7 10.0% 44.8 2.1% 81% True False 187,967
20 2,139.8 1,830.6 309.2 14.7% 46.6 2.2% 87% True False 199,337
40 2,139.8 1,709.1 430.7 20.5% 64.2 3.1% 91% True False 252,756
60 2,326.2 1,709.1 617.1 29.4% 59.8 2.8% 63% False False 171,742
80 2,356.7 1,709.1 647.6 30.8% 54.7 2.6% 60% False False 128,909
100 2,415.7 1,709.1 706.6 33.6% 53.8 2.6% 55% False False 103,187
120 2,501.7 1,709.1 792.6 37.7% 46.8 2.2% 49% False False 85,989
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 6.4
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 2,505.3
2.618 2,364.9
1.618 2,278.9
1.000 2,225.8
0.618 2,192.9
HIGH 2,139.8
0.618 2,106.9
0.500 2,096.8
0.382 2,086.7
LOW 2,053.8
0.618 2,000.7
1.000 1,967.8
1.618 1,914.7
2.618 1,828.7
4.250 1,688.3
Fisher Pivots for day following 12-May-2025
Pivot 1 day 3 day
R1 2,099.1 2,089.1
PP 2,098.0 2,077.9
S1 2,096.8 2,066.7

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

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