CME E-mini Russell 2000 Index Futures September 2025


Trading Metrics calculated at close of trading on 25-Apr-2025
Day Change Summary
Previous Current
24-Apr-2025 25-Apr-2025 Change Change % Previous Week
Open 1,943.0 1,974.5 31.5 1.6% 1,899.5
High 1,987.7 1,982.8 -4.9 -0.2% 1,994.3
Low 1,925.5 1,953.7 28.2 1.5% 1,844.4
Close 1,979.8 1,979.1 -0.7 0.0% 1,979.1
Range 62.2 29.1 -33.1 -53.2% 149.9
ATR 73.7 70.6 -3.2 -4.3% 0.0
Volume 524 132 -392 -74.8% 2,368
Daily Pivots for day following 25-Apr-2025
Classic Woodie Camarilla DeMark
R4 2,059.2 2,048.2 1,995.1
R3 2,030.1 2,019.1 1,987.1
R2 2,001.0 2,001.0 1,984.4
R1 1,990.0 1,990.0 1,981.8 1,995.5
PP 1,971.9 1,971.9 1,971.9 1,974.6
S1 1,960.9 1,960.9 1,976.4 1,966.4
S2 1,942.8 1,942.8 1,973.8
S3 1,913.7 1,931.8 1,971.1
S4 1,884.6 1,902.7 1,963.1
Weekly Pivots for week ending 25-Apr-2025
Classic Woodie Camarilla DeMark
R4 2,389.0 2,333.9 2,061.5
R3 2,239.1 2,184.0 2,020.3
R2 2,089.2 2,089.2 2,006.6
R1 2,034.1 2,034.1 1,992.8 2,061.7
PP 1,939.3 1,939.3 1,939.3 1,953.0
S1 1,884.2 1,884.2 1,965.4 1,911.8
S2 1,789.4 1,789.4 1,951.6
S3 1,639.5 1,734.3 1,937.9
S4 1,489.6 1,584.4 1,896.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,994.3 1,844.4 149.9 7.6% 54.1 2.7% 90% False False 473
10 1,994.3 1,824.0 170.3 8.6% 50.0 2.5% 91% False False 335
20 2,109.2 1,721.9 387.3 19.6% 86.4 4.4% 66% False False 424
40 2,221.3 1,721.9 499.4 25.2% 60.2 3.0% 52% False False 225
60 2,374.5 1,721.9 652.6 33.0% 45.5 2.3% 39% False False 150
80 2,374.5 1,721.9 652.6 33.0% 35.1 1.8% 39% False False 113
100 2,514.9 1,721.9 793.0 40.1% 28.1 1.4% 32% False False 90
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 13.2
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 2,106.5
2.618 2,059.0
1.618 2,029.9
1.000 2,011.9
0.618 2,000.8
HIGH 1,982.8
0.618 1,971.7
0.500 1,968.3
0.382 1,964.8
LOW 1,953.7
0.618 1,935.7
1.000 1,924.6
1.618 1,906.6
2.618 1,877.5
4.250 1,830.0
Fisher Pivots for day following 25-Apr-2025
Pivot 1 day 3 day
R1 1,975.5 1,972.7
PP 1,971.9 1,966.3
S1 1,968.3 1,959.9

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

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