CME E-mini Russell 2000 Index Futures June 2025


Trading Metrics calculated at close of trading on 22-May-2025
Day Change Summary
Previous Current
21-May-2025 22-May-2025 Change Change % Previous Week
Open 2,109.4 2,050.2 -59.2 -2.8% 2,074.4
High 2,110.8 2,062.1 -48.7 -2.3% 2,139.8
Low 2,046.8 2,027.1 -19.7 -1.0% 2,053.8
Close 2,051.5 2,050.2 -1.3 -0.1% 2,119.4
Range 64.0 35.0 -29.0 -45.3% 86.0
ATR 49.4 48.4 -1.0 -2.1% 0.0
Volume 205,413 196,352 -9,061 -4.4% 848,634
Daily Pivots for day following 22-May-2025
Classic Woodie Camarilla DeMark
R4 2,151.5 2,135.8 2,069.5
R3 2,116.5 2,100.8 2,059.8
R2 2,081.5 2,081.5 2,056.6
R1 2,065.8 2,065.8 2,053.4 2,067.7
PP 2,046.5 2,046.5 2,046.5 2,047.4
S1 2,030.8 2,030.8 2,047.0 2,032.7
S2 2,011.5 2,011.5 2,043.8
S3 1,976.5 1,995.8 2,040.6
S4 1,941.5 1,960.8 2,031.0
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 2,027.1 94.5 4.6% 34.4 1.7% 24% False True 158,464
10 2,139.8 2,019.9 119.9 5.8% 37.1 1.8% 25% False False 164,730
20 2,139.8 1,929.1 210.7 10.3% 39.0 1.9% 57% False False 173,110
40 2,139.8 1,709.1 430.7 21.0% 63.0 3.1% 79% False False 238,396
60 2,218.8 1,709.1 509.7 24.9% 58.9 2.9% 67% False False 192,107
80 2,356.6 1,709.1 647.5 31.6% 54.5 2.7% 53% False False 144,194
100 2,356.7 1,709.1 647.6 31.6% 51.5 2.5% 53% False False 115,421
120 2,501.7 1,709.1 792.6 38.7% 48.9 2.4% 43% False False 96,203
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 10.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,210.9
2.618 2,153.7
1.618 2,118.7
1.000 2,097.1
0.618 2,083.7
HIGH 2,062.1
0.618 2,048.7
0.500 2,044.6
0.382 2,040.5
LOW 2,027.1
0.618 2,005.5
1.000 1,992.1
1.618 1,970.5
2.618 1,935.5
4.250 1,878.4
Fisher Pivots for day following 22-May-2025
Pivot 1 day 3 day
R1 2,048.3 2,072.1
PP 2,046.5 2,064.8
S1 2,044.6 2,057.5

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

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