CME E-mini Russell 2000 Index Futures September 2025


Trading Metrics calculated at close of trading on 07-May-2025
Day Change Summary
Previous Current
06-May-2025 07-May-2025 Change Change % Previous Week
Open 2,024.0 2,006.0 -18.0 -0.9% 1,974.3
High 2,027.0 2,027.5 0.5 0.0% 2,049.6
Low 1,993.0 1,997.0 4.0 0.2% 1,944.1
Close 2,004.2 2,010.9 6.7 0.3% 2,042.7
Range 34.0 30.5 -3.5 -10.3% 105.5
ATR 58.4 56.4 -2.0 -3.4% 0.0
Volume 121 261 140 115.7% 1,569
Daily Pivots for day following 07-May-2025
Classic Woodie Camarilla DeMark
R4 2,103.3 2,087.6 2,027.7
R3 2,072.8 2,057.1 2,019.3
R2 2,042.3 2,042.3 2,016.5
R1 2,026.6 2,026.6 2,013.7 2,034.5
PP 2,011.8 2,011.8 2,011.8 2,015.7
S1 1,996.1 1,996.1 2,008.1 2,004.0
S2 1,981.3 1,981.3 2,005.3
S3 1,950.8 1,965.6 2,002.5
S4 1,920.3 1,935.1 1,994.1
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 1,974.7 74.9 3.7% 36.3 1.8% 48% False False 204
10 2,049.6 1,925.5 124.1 6.2% 40.9 2.0% 69% False False 263
20 2,049.6 1,721.9 327.7 16.3% 60.4 3.0% 88% False False 361
40 2,144.3 1,721.9 422.4 21.0% 61.7 3.1% 68% False False 274
60 2,343.4 1,721.9 621.5 30.9% 48.9 2.4% 47% False False 183
80 2,374.5 1,721.9 652.6 32.5% 39.1 1.9% 44% False False 137
100 2,434.1 1,721.9 712.2 35.4% 31.3 1.6% 41% False False 110
120 2,525.5 1,721.9 803.6 40.0% 26.1 1.3% 36% False False 91
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,157.1
2.618 2,107.3
1.618 2,076.8
1.000 2,058.0
0.618 2,046.3
HIGH 2,027.5
0.618 2,015.8
0.500 2,012.3
0.382 2,008.7
LOW 1,997.0
0.618 1,978.2
1.000 1,966.5
1.618 1,947.7
2.618 1,917.2
4.250 1,867.4
Fisher Pivots for day following 07-May-2025
Pivot 1 day 3 day
R1 2,012.3 2,017.6
PP 2,011.8 2,015.4
S1 2,011.4 2,013.1

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

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