CME E-mini Russell 2000 Index Futures September 2025


Trading Metrics calculated at close of trading on 11-Apr-2025
Day Change Summary
Previous Current
10-Apr-2025 11-Apr-2025 Change Change % Previous Week
Open 1,951.8 1,856.5 -95.3 -4.9% 1,797.8
High 1,958.9 1,887.2 -71.7 -3.7% 1,961.9
Low 1,808.2 1,824.0 15.8 0.9% 1,721.9
Close 1,858.3 1,882.8 24.5 1.3% 1,882.8
Range 150.7 63.2 -87.5 -58.1% 240.0
ATR 90.7 88.7 -2.0 -2.2% 0.0
Volume 641 157 -484 -75.5% 3,013
Daily Pivots for day following 11-Apr-2025
Classic Woodie Camarilla DeMark
R4 2,054.3 2,031.7 1,917.6
R3 1,991.1 1,968.5 1,900.2
R2 1,927.9 1,927.9 1,894.4
R1 1,905.3 1,905.3 1,888.6 1,916.6
PP 1,864.7 1,864.7 1,864.7 1,870.3
S1 1,842.1 1,842.1 1,877.0 1,853.4
S2 1,801.5 1,801.5 1,871.2
S3 1,738.3 1,778.9 1,865.4
S4 1,675.1 1,715.7 1,848.0
Weekly Pivots for week ending 11-Apr-2025
Classic Woodie Camarilla DeMark
R4 2,575.5 2,469.2 2,014.8
R3 2,335.5 2,229.2 1,948.8
R2 2,095.5 2,095.5 1,926.8
R1 1,989.2 1,989.2 1,904.8 2,042.4
PP 1,855.5 1,855.5 1,855.5 1,882.1
S1 1,749.2 1,749.2 1,860.8 1,802.4
S2 1,615.5 1,615.5 1,838.8
S3 1,375.5 1,509.2 1,816.8
S4 1,135.5 1,269.2 1,750.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,961.9 1,721.9 240.0 12.7% 162.6 8.6% 67% False False 602
10 2,109.2 1,721.9 387.3 20.6% 122.9 6.5% 42% False False 502
20 2,144.3 1,721.9 422.4 22.4% 79.4 4.2% 38% False False 287
40 2,343.4 1,721.9 621.5 33.0% 53.8 2.9% 26% False False 146
60 2,374.5 1,721.9 652.6 34.7% 39.5 2.1% 25% False False 97
80 2,404.1 1,721.9 682.2 36.2% 29.7 1.6% 24% False False 73
100 2,525.5 1,721.9 803.6 42.7% 23.8 1.3% 20% False False 58
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 32.7
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2,155.8
2.618 2,052.7
1.618 1,989.5
1.000 1,950.4
0.618 1,926.3
HIGH 1,887.2
0.618 1,863.1
0.500 1,855.6
0.382 1,848.1
LOW 1,824.0
0.618 1,784.9
1.000 1,760.8
1.618 1,721.7
2.618 1,658.5
4.250 1,555.4
Fisher Pivots for day following 11-Apr-2025
Pivot 1 day 3 day
R1 1,873.7 1,869.2
PP 1,864.7 1,855.5
S1 1,855.6 1,841.9

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

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