CME E-mini Russell 2000 Index Futures September 2025


Trading Metrics calculated at close of trading on 30-Apr-2025
Day Change Summary
Previous Current
29-Apr-2025 30-Apr-2025 Change Change % Previous Week
Open 1,979.9 1,996.8 16.9 0.9% 1,899.5
High 2,006.3 2,001.9 -4.4 -0.2% 1,994.3
Low 1,968.1 1,944.1 -24.0 -1.2% 1,844.4
Close 1,998.9 1,985.1 -13.8 -0.7% 1,979.1
Range 38.2 57.8 19.6 51.3% 149.9
ATR 66.2 65.6 -0.6 -0.9% 0.0
Volume 163 662 499 306.1% 2,368
Daily Pivots for day following 30-Apr-2025
Classic Woodie Camarilla DeMark
R4 2,150.4 2,125.6 2,016.9
R3 2,092.6 2,067.8 2,001.0
R2 2,034.8 2,034.8 1,995.7
R1 2,010.0 2,010.0 1,990.4 1,993.5
PP 1,977.0 1,977.0 1,977.0 1,968.8
S1 1,952.2 1,952.2 1,979.8 1,935.7
S2 1,919.2 1,919.2 1,974.5
S3 1,861.4 1,894.4 1,969.2
S4 1,803.6 1,836.6 1,953.3
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 2,006.3 1,925.5 80.8 4.1% 45.5 2.3% 74% False False 322
10 2,006.3 1,844.4 161.9 8.2% 48.5 2.4% 87% False False 373
20 2,109.2 1,721.9 387.3 19.5% 85.3 4.3% 68% False False 433
40 2,144.3 1,721.9 422.4 21.3% 61.7 3.1% 62% False False 249
60 2,374.5 1,721.9 652.6 32.9% 46.7 2.4% 40% False False 166
80 2,374.5 1,721.9 652.6 32.9% 36.8 1.9% 40% False False 125
100 2,480.0 1,721.9 758.1 38.2% 29.5 1.5% 35% False False 100
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 9.7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,247.6
2.618 2,153.2
1.618 2,095.4
1.000 2,059.7
0.618 2,037.6
HIGH 2,001.9
0.618 1,979.8
0.500 1,973.0
0.382 1,966.2
LOW 1,944.1
0.618 1,908.4
1.000 1,886.3
1.618 1,850.6
2.618 1,792.8
4.250 1,698.5
Fisher Pivots for day following 30-Apr-2025
Pivot 1 day 3 day
R1 1,981.1 1,981.8
PP 1,977.0 1,978.5
S1 1,973.0 1,975.2

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

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