CME E-mini Russell 2000 Index Futures June 2025


Trading Metrics calculated at close of trading on 20-May-2025
Day Change Summary
Previous Current
19-May-2025 20-May-2025 Change Change % Previous Week
Open 2,100.9 2,106.1 5.2 0.2% 2,074.4
High 2,110.6 2,117.0 6.4 0.3% 2,139.8
Low 2,081.6 2,097.1 15.5 0.7% 2,053.8
Close 2,109.5 2,110.8 1.3 0.1% 2,119.4
Range 29.0 19.9 -9.1 -31.4% 86.0
ATR 50.5 48.3 -2.2 -4.3% 0.0
Volume 135,990 107,079 -28,911 -21.3% 848,634
Daily Pivots for day following 20-May-2025
Classic Woodie Camarilla DeMark
R4 2,168.0 2,159.3 2,121.7
R3 2,148.1 2,139.4 2,116.3
R2 2,128.2 2,128.2 2,114.4
R1 2,119.5 2,119.5 2,112.6 2,123.9
PP 2,108.3 2,108.3 2,108.3 2,110.5
S1 2,099.6 2,099.6 2,109.0 2,104.0
S2 2,088.4 2,088.4 2,107.2
S3 2,068.5 2,079.7 2,105.3
S4 2,048.6 2,059.8 2,099.9
Weekly Pivots for week ending 16-May-2025
Classic Woodie Camarilla DeMark
R4 2,362.3 2,326.9 2,166.7
R3 2,276.3 2,240.9 2,143.1
R2 2,190.3 2,190.3 2,135.2
R1 2,154.9 2,154.9 2,127.3 2,172.6
PP 2,104.3 2,104.3 2,104.3 2,113.2
S1 2,068.9 2,068.9 2,111.5 2,086.6
S2 2,018.3 2,018.3 2,103.6
S3 1,932.3 1,982.9 2,095.8
S4 1,846.3 1,896.9 2,072.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,121.6 2,074.3 47.3 2.2% 25.7 1.2% 77% False False 135,608
10 2,139.8 1,981.1 158.7 7.5% 35.8 1.7% 82% False False 160,662
20 2,139.8 1,909.6 230.2 10.9% 40.2 1.9% 87% False False 176,111
40 2,139.8 1,709.1 430.7 20.4% 62.1 2.9% 93% False False 235,620
60 2,226.0 1,709.1 516.9 24.5% 58.5 2.8% 78% False False 185,433
80 2,356.6 1,709.1 647.5 30.7% 54.2 2.6% 62% False False 139,179
100 2,356.7 1,709.1 647.6 30.7% 51.5 2.4% 62% False False 111,412
120 2,501.7 1,709.1 792.6 37.5% 48.1 2.3% 51% False False 92,855
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.6
Narrowest range in 68 trading days
Fibonacci Retracements and Extensions
4.250 2,201.6
2.618 2,169.1
1.618 2,149.2
1.000 2,136.9
0.618 2,129.3
HIGH 2,117.0
0.618 2,109.4
0.500 2,107.1
0.382 2,104.7
LOW 2,097.1
0.618 2,084.8
1.000 2,077.2
1.618 2,064.9
2.618 2,045.0
4.250 2,012.5
Fisher Pivots for day following 20-May-2025
Pivot 1 day 3 day
R1 2,109.6 2,107.7
PP 2,108.3 2,104.7
S1 2,107.1 2,101.6

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

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