CME E-mini Russell 2000 Index Futures September 2025


Trading Metrics calculated at close of trading on 28-Apr-2025
Day Change Summary
Previous Current
25-Apr-2025 28-Apr-2025 Change Change % Previous Week
Open 1,974.5 1,974.3 -0.2 0.0% 1,899.5
High 1,982.8 1,999.0 16.2 0.8% 1,994.3
Low 1,953.7 1,958.7 5.0 0.3% 1,844.4
Close 1,979.1 1,986.9 7.8 0.4% 1,979.1
Range 29.1 40.3 11.2 38.5% 149.9
ATR 70.6 68.4 -2.2 -3.1% 0.0
Volume 132 131 -1 -0.8% 2,368
Daily Pivots for day following 28-Apr-2025
Classic Woodie Camarilla DeMark
R4 2,102.4 2,085.0 2,009.1
R3 2,062.1 2,044.7 1,998.0
R2 2,021.8 2,021.8 1,994.3
R1 2,004.4 2,004.4 1,990.6 2,013.1
PP 1,981.5 1,981.5 1,981.5 1,985.9
S1 1,964.1 1,964.1 1,983.2 1,972.8
S2 1,941.2 1,941.2 1,979.5
S3 1,900.9 1,923.8 1,975.8
S4 1,860.6 1,883.5 1,964.7
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 1,999.0 1,859.7 139.3 7.0% 51.0 2.6% 91% True False 481
10 1,999.0 1,844.4 154.6 7.8% 47.7 2.4% 92% True False 332
20 2,109.2 1,721.9 387.3 19.5% 85.3 4.3% 68% False False 417
40 2,221.3 1,721.9 499.4 25.1% 61.2 3.1% 53% False False 229
60 2,374.5 1,721.9 652.6 32.8% 46.0 2.3% 41% False False 153
80 2,374.5 1,721.9 652.6 32.8% 35.6 1.8% 41% False False 114
100 2,497.3 1,721.9 775.4 39.0% 28.5 1.4% 34% False False 91
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,170.3
2.618 2,104.5
1.618 2,064.2
1.000 2,039.3
0.618 2,023.9
HIGH 1,999.0
0.618 1,983.6
0.500 1,978.9
0.382 1,974.1
LOW 1,958.7
0.618 1,933.8
1.000 1,918.4
1.618 1,893.5
2.618 1,853.2
4.250 1,787.4
Fisher Pivots for day following 28-Apr-2025
Pivot 1 day 3 day
R1 1,984.2 1,978.7
PP 1,981.5 1,970.5
S1 1,978.9 1,962.3

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

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