CME E-mini Russell 2000 Index Futures September 2025


Trading Metrics calculated at close of trading on 22-Apr-2025
Day Change Summary
Previous Current
21-Apr-2025 22-Apr-2025 Change Change % Previous Week
Open 1,899.5 1,876.0 -23.5 -1.2% 1,891.4
High 1,900.5 1,918.7 18.2 1.0% 1,930.1
Low 1,844.4 1,859.7 15.3 0.8% 1,864.0
Close 1,864.6 1,913.4 48.8 2.6% 1,904.3
Range 56.1 59.0 2.9 5.2% 66.1
ATR 75.3 74.1 -1.2 -1.5% 0.0
Volume 94 815 721 767.0% 829
Daily Pivots for day following 22-Apr-2025
Classic Woodie Camarilla DeMark
R4 2,074.3 2,052.8 1,945.9
R3 2,015.3 1,993.8 1,929.6
R2 1,956.3 1,956.3 1,924.2
R1 1,934.8 1,934.8 1,918.8 1,945.6
PP 1,897.3 1,897.3 1,897.3 1,902.6
S1 1,875.8 1,875.8 1,908.0 1,886.6
S2 1,838.3 1,838.3 1,902.6
S3 1,779.3 1,816.8 1,897.2
S4 1,720.3 1,757.8 1,881.0
Weekly Pivots for week ending 18-Apr-2025
Classic Woodie Camarilla DeMark
R4 2,097.8 2,067.1 1,940.7
R3 2,031.7 2,001.0 1,922.5
R2 1,965.6 1,965.6 1,916.4
R1 1,934.9 1,934.9 1,910.4 1,950.3
PP 1,899.5 1,899.5 1,899.5 1,907.1
S1 1,868.8 1,868.8 1,898.2 1,884.2
S2 1,833.4 1,833.4 1,892.2
S3 1,767.3 1,802.7 1,886.1
S4 1,701.2 1,736.6 1,867.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,930.1 1,844.4 85.7 4.5% 46.5 2.4% 81% False False 334
10 1,961.9 1,721.9 240.0 12.5% 87.7 4.6% 80% False False 411
20 2,144.3 1,721.9 422.4 22.1% 83.1 4.3% 45% False False 361
40 2,228.4 1,721.9 506.5 26.5% 57.6 3.0% 38% False False 189
60 2,374.5 1,721.9 652.6 34.1% 43.8 2.3% 29% False False 126
80 2,374.5 1,721.9 652.6 34.1% 33.2 1.7% 29% False False 94
100 2,516.0 1,721.9 794.1 41.5% 26.6 1.4% 24% False False 75
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.1
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,169.5
2.618 2,073.2
1.618 2,014.2
1.000 1,977.7
0.618 1,955.2
HIGH 1,918.7
0.618 1,896.2
0.500 1,889.2
0.382 1,882.2
LOW 1,859.7
0.618 1,823.2
1.000 1,800.7
1.618 1,764.2
2.618 1,705.2
4.250 1,609.0
Fisher Pivots for day following 22-Apr-2025
Pivot 1 day 3 day
R1 1,905.3 1,902.8
PP 1,897.3 1,892.2
S1 1,889.2 1,881.6

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

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