CME E-mini Russell 2000 Index Futures June 2025


Trading Metrics calculated at close of trading on 23-May-2025
Day Change Summary
Previous Current
22-May-2025 23-May-2025 Change Change % Previous Week
Open 2,050.2 2,054.0 3.8 0.2% 2,100.9
High 2,062.1 2,060.0 -2.1 -0.1% 2,117.0
Low 2,027.1 1,981.5 -45.6 -2.2% 1,981.5
Close 2,050.2 2,042.9 -7.3 -0.4% 2,042.9
Range 35.0 78.5 43.5 124.3% 135.5
ATR 48.4 50.6 2.1 4.4% 0.0
Volume 196,352 194,398 -1,954 -1.0% 839,232
Daily Pivots for day following 23-May-2025
Classic Woodie Camarilla DeMark
R4 2,263.6 2,231.8 2,086.1
R3 2,185.1 2,153.3 2,064.5
R2 2,106.6 2,106.6 2,057.3
R1 2,074.8 2,074.8 2,050.1 2,051.5
PP 2,028.1 2,028.1 2,028.1 2,016.5
S1 1,996.3 1,996.3 2,035.7 1,973.0
S2 1,949.6 1,949.6 2,028.5
S3 1,871.1 1,917.8 2,021.3
S4 1,792.6 1,839.3 1,999.7
Weekly Pivots for week ending 23-May-2025
Classic Woodie Camarilla DeMark
R4 2,453.6 2,383.8 2,117.4
R3 2,318.1 2,248.3 2,080.2
R2 2,182.6 2,182.6 2,067.7
R1 2,112.8 2,112.8 2,055.3 2,080.0
PP 2,047.1 2,047.1 2,047.1 2,030.7
S1 1,977.3 1,977.3 2,030.5 1,944.5
S2 1,911.6 1,911.6 2,018.1
S3 1,776.1 1,841.8 2,005.6
S4 1,640.6 1,706.3 1,968.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,117.0 1,981.5 135.5 6.6% 45.3 2.2% 45% False True 167,846
10 2,139.8 1,981.5 158.3 7.7% 42.6 2.1% 39% False True 168,786
20 2,139.8 1,929.1 210.7 10.3% 41.4 2.0% 54% False False 173,154
40 2,139.8 1,709.1 430.7 21.1% 64.3 3.1% 78% False False 239,266
60 2,213.9 1,709.1 504.8 24.7% 59.3 2.9% 66% False False 195,326
80 2,356.6 1,709.1 647.5 31.7% 55.1 2.7% 52% False False 146,621
100 2,356.7 1,709.1 647.6 31.7% 51.8 2.5% 52% False False 117,362
120 2,495.6 1,709.1 786.5 38.5% 49.5 2.4% 42% False False 97,823
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 10.0
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 2,393.6
2.618 2,265.5
1.618 2,187.0
1.000 2,138.5
0.618 2,108.5
HIGH 2,060.0
0.618 2,030.0
0.500 2,020.8
0.382 2,011.5
LOW 1,981.5
0.618 1,933.0
1.000 1,903.0
1.618 1,854.5
2.618 1,776.0
4.250 1,647.9
Fisher Pivots for day following 23-May-2025
Pivot 1 day 3 day
R1 2,035.5 2,046.2
PP 2,028.1 2,045.1
S1 2,020.8 2,044.0

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

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