CME E-mini Russell 2000 Index Futures September 2025


Trading Metrics calculated at close of trading on 12-May-2025
Day Change Summary
Previous Current
09-May-2025 12-May-2025 Change Change % Previous Week
Open 2,039.0 2,090.0 51.0 2.5% 2,035.3
High 2,058.7 2,158.8 100.1 4.9% 2,063.9
Low 2,036.1 2,070.6 34.5 1.7% 1,993.0
Close 2,044.4 2,117.0 72.6 3.6% 2,044.4
Range 22.6 88.2 65.6 290.3% 70.9
ATR 53.8 58.2 4.3 8.0% 0.0
Volume 42 377 335 797.6% 610
Daily Pivots for day following 12-May-2025
Classic Woodie Camarilla DeMark
R4 2,380.1 2,336.7 2,165.5
R3 2,291.9 2,248.5 2,141.3
R2 2,203.7 2,203.7 2,133.2
R1 2,160.3 2,160.3 2,125.1 2,182.0
PP 2,115.5 2,115.5 2,115.5 2,126.3
S1 2,072.1 2,072.1 2,108.9 2,093.8
S2 2,027.3 2,027.3 2,100.8
S3 1,939.1 1,983.9 2,092.7
S4 1,850.9 1,895.7 2,068.5
Weekly Pivots for week ending 09-May-2025
Classic Woodie Camarilla DeMark
R4 2,246.5 2,216.3 2,083.4
R3 2,175.6 2,145.4 2,063.9
R2 2,104.7 2,104.7 2,057.4
R1 2,074.5 2,074.5 2,050.9 2,089.6
PP 2,033.8 2,033.8 2,033.8 2,041.3
S1 2,003.6 2,003.6 2,037.9 2,018.7
S2 1,962.9 1,962.9 2,031.4
S3 1,892.0 1,932.7 2,024.9
S4 1,821.1 1,861.8 2,005.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,158.8 1,993.0 165.8 7.8% 45.9 2.2% 75% True False 192
10 2,158.8 1,944.1 214.7 10.1% 44.2 2.1% 81% True False 242
20 2,158.8 1,844.4 314.4 14.9% 46.0 2.2% 87% True False 287
40 2,158.8 1,721.9 436.9 20.6% 62.7 3.0% 90% True False 287
60 2,343.4 1,721.9 621.5 29.4% 51.2 2.4% 64% False False 193
80 2,374.5 1,721.9 652.6 30.8% 41.1 1.9% 61% False False 145
100 2,404.1 1,721.9 682.2 32.2% 33.0 1.6% 58% False False 116
120 2,525.5 1,721.9 803.6 38.0% 27.5 1.3% 49% False False 96
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.9
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 2,533.7
2.618 2,389.7
1.618 2,301.5
1.000 2,247.0
0.618 2,213.3
HIGH 2,158.8
0.618 2,125.1
0.500 2,114.7
0.382 2,104.3
LOW 2,070.6
0.618 2,016.1
1.000 1,982.4
1.618 1,927.9
2.618 1,839.7
4.250 1,695.8
Fisher Pivots for day following 12-May-2025
Pivot 1 day 3 day
R1 2,116.2 2,106.1
PP 2,115.5 2,095.2
S1 2,114.7 2,084.3

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

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