CME E-mini Russell 2000 Index Futures September 2025


Trading Metrics calculated at close of trading on 20-May-2025
Day Change Summary
Previous Current
19-May-2025 20-May-2025 Change Change % Previous Week
Open 2,117.4 2,117.4 0.0 0.0% 2,090.0
High 2,127.6 2,133.9 6.3 0.3% 2,158.8
Low 2,099.4 2,115.2 15.8 0.8% 2,070.6
Close 2,126.9 2,128.1 1.2 0.1% 2,137.1
Range 28.2 18.7 -9.5 -33.7% 88.2
ATR 49.2 47.0 -2.2 -4.4% 0.0
Volume 187 572 385 205.9% 836
Daily Pivots for day following 20-May-2025
Classic Woodie Camarilla DeMark
R4 2,181.8 2,173.7 2,138.4
R3 2,163.1 2,155.0 2,133.2
R2 2,144.4 2,144.4 2,131.5
R1 2,136.3 2,136.3 2,129.8 2,140.4
PP 2,125.7 2,125.7 2,125.7 2,127.8
S1 2,117.6 2,117.6 2,126.4 2,121.7
S2 2,107.0 2,107.0 2,124.7
S3 2,088.3 2,098.9 2,123.0
S4 2,069.6 2,080.2 2,117.8
Weekly Pivots for week ending 16-May-2025
Classic Woodie Camarilla DeMark
R4 2,386.8 2,350.1 2,185.6
R3 2,298.6 2,261.9 2,161.4
R2 2,210.4 2,210.4 2,153.3
R1 2,173.7 2,173.7 2,145.2 2,192.1
PP 2,122.2 2,122.2 2,122.2 2,131.3
S1 2,085.5 2,085.5 2,129.0 2,103.9
S2 2,034.0 2,034.0 2,120.9
S3 1,945.8 1,997.3 2,112.8
S4 1,857.6 1,909.1 2,088.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,138.7 2,092.1 46.6 2.2% 24.6 1.2% 77% False False 220
10 2,158.8 1,997.0 161.8 7.6% 34.9 1.6% 81% False False 205
20 2,158.8 1,925.5 233.3 11.0% 39.6 1.9% 87% False False 261
40 2,158.8 1,721.9 436.9 20.5% 61.3 2.9% 93% False False 311
60 2,228.4 1,721.9 506.5 23.8% 51.6 2.4% 80% False False 213
80 2,374.5 1,721.9 652.6 30.7% 42.7 2.0% 62% False False 160
100 2,374.5 1,721.9 652.6 30.7% 34.4 1.6% 62% False False 128
120 2,516.0 1,721.9 794.1 37.3% 28.7 1.4% 51% False False 106
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.3
Narrowest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 2,213.4
2.618 2,182.9
1.618 2,164.2
1.000 2,152.6
0.618 2,145.5
HIGH 2,133.9
0.618 2,126.8
0.500 2,124.6
0.382 2,122.3
LOW 2,115.2
0.618 2,103.6
1.000 2,096.5
1.618 2,084.9
2.618 2,066.2
4.250 2,035.7
Fisher Pivots for day following 20-May-2025
Pivot 1 day 3 day
R1 2,126.9 2,125.1
PP 2,125.7 2,122.1
S1 2,124.6 2,119.1

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

View Archives - Comment on this page... - Back to Index of Symbols