CME E-mini Russell 2000 Index Futures September 2025


Trading Metrics calculated at close of trading on 02-May-2025
Day Change Summary
Previous Current
01-May-2025 02-May-2025 Change Change % Previous Week
Open 1,995.0 2,014.0 19.0 1.0% 1,974.3
High 2,013.6 2,049.6 36.0 1.8% 2,049.6
Low 1,974.7 1,995.4 20.7 1.0% 1,944.1
Close 1,997.1 2,042.7 45.6 2.3% 2,042.7
Range 38.9 54.2 15.3 39.3% 105.5
ATR 63.7 63.0 -0.7 -1.1% 0.0
Volume 336 277 -59 -17.6% 1,569
Daily Pivots for day following 02-May-2025
Classic Woodie Camarilla DeMark
R4 2,191.8 2,171.5 2,072.5
R3 2,137.6 2,117.3 2,057.6
R2 2,083.4 2,083.4 2,052.6
R1 2,063.1 2,063.1 2,047.7 2,073.3
PP 2,029.2 2,029.2 2,029.2 2,034.3
S1 2,008.9 2,008.9 2,037.7 2,019.1
S2 1,975.0 1,975.0 2,032.8
S3 1,920.8 1,954.7 2,027.8
S4 1,866.6 1,900.5 2,012.9
Weekly Pivots for week ending 02-May-2025
Classic Woodie Camarilla DeMark
R4 2,328.6 2,291.2 2,100.7
R3 2,223.1 2,185.7 2,071.7
R2 2,117.6 2,117.6 2,062.0
R1 2,080.2 2,080.2 2,052.4 2,098.9
PP 2,012.1 2,012.1 2,012.1 2,021.5
S1 1,974.7 1,974.7 2,033.0 1,993.4
S2 1,906.6 1,906.6 2,023.4
S3 1,801.1 1,869.2 2,013.7
S4 1,695.6 1,763.7 1,984.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,049.6 1,944.1 105.5 5.2% 45.9 2.2% 93% True False 313
10 2,049.6 1,844.4 205.2 10.0% 50.0 2.4% 97% True False 393
20 2,049.6 1,721.9 327.7 16.0% 80.8 4.0% 98% True False 420
40 2,144.3 1,721.9 422.4 20.7% 63.0 3.1% 76% False False 264
60 2,374.5 1,721.9 652.6 31.9% 48.3 2.4% 49% False False 176
80 2,374.5 1,721.9 652.6 31.9% 38.0 1.9% 49% False False 132
100 2,468.9 1,721.9 747.0 36.6% 30.4 1.5% 43% False False 106
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,280.0
2.618 2,191.5
1.618 2,137.3
1.000 2,103.8
0.618 2,083.1
HIGH 2,049.6
0.618 2,028.9
0.500 2,022.5
0.382 2,016.1
LOW 1,995.4
0.618 1,961.9
1.000 1,941.2
1.618 1,907.7
2.618 1,853.5
4.250 1,765.1
Fisher Pivots for day following 02-May-2025
Pivot 1 day 3 day
R1 2,036.0 2,027.4
PP 2,029.2 2,012.1
S1 2,022.5 1,996.9

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

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