CME E-mini Russell 2000 Index Futures September 2025


Trading Metrics calculated at close of trading on 31-Mar-2025
Day Change Summary
Previous Current
28-Mar-2025 31-Mar-2025 Change Change % Previous Week
Open 2,095.0 2,030.0 -65.0 -3.1% 2,101.4
High 2,104.7 2,053.2 -51.5 -2.4% 2,144.3
Low 2,042.4 2,002.1 -40.3 -2.0% 2,042.4
Close 2,052.5 2,042.2 -10.3 -0.5% 2,052.5
Range 62.3 51.1 -11.2 -18.0% 101.9
ATR 37.6 38.5 1.0 2.6% 0.0
Volume 259 324 65 25.1% 486
Daily Pivots for day following 31-Mar-2025
Classic Woodie Camarilla DeMark
R4 2,185.8 2,165.1 2,070.3
R3 2,134.7 2,114.0 2,056.3
R2 2,083.6 2,083.6 2,051.6
R1 2,062.9 2,062.9 2,046.9 2,073.3
PP 2,032.5 2,032.5 2,032.5 2,037.7
S1 2,011.8 2,011.8 2,037.5 2,022.2
S2 1,981.4 1,981.4 2,032.8
S3 1,930.3 1,960.7 2,028.1
S4 1,879.2 1,909.6 2,014.1
Weekly Pivots for week ending 28-Mar-2025
Classic Woodie Camarilla DeMark
R4 2,385.4 2,320.9 2,108.5
R3 2,283.5 2,219.0 2,080.5
R2 2,181.6 2,181.6 2,071.2
R1 2,117.1 2,117.1 2,061.8 2,098.4
PP 2,079.7 2,079.7 2,079.7 2,070.4
S1 2,015.2 2,015.2 2,043.2 1,996.5
S2 1,977.8 1,977.8 2,033.8
S3 1,875.9 1,913.3 2,024.5
S4 1,774.0 1,811.4 1,996.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,144.3 2,002.1 142.2 7.0% 40.4 2.0% 28% False True 157
10 2,144.3 2,002.1 142.2 7.0% 36.2 1.8% 28% False True 103
20 2,144.3 2,002.1 142.2 7.0% 35.7 1.8% 28% False True 56
40 2,374.5 2,002.1 372.4 18.2% 26.8 1.3% 11% False True 28
60 2,374.5 2,002.1 372.4 18.2% 19.9 1.0% 11% False True 19
80 2,497.3 2,002.1 495.2 24.2% 15.0 0.7% 8% False True 14
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 7.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,270.4
2.618 2,187.0
1.618 2,135.9
1.000 2,104.3
0.618 2,084.8
HIGH 2,053.2
0.618 2,033.7
0.500 2,027.7
0.382 2,021.6
LOW 2,002.1
0.618 1,970.5
1.000 1,951.0
1.618 1,919.4
2.618 1,868.3
4.250 1,784.9
Fisher Pivots for day following 31-Mar-2025
Pivot 1 day 3 day
R1 2,037.4 2,058.3
PP 2,032.5 2,052.9
S1 2,027.7 2,047.6

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

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