CME E-mini Russell 2000 Index Futures September 2025


Trading Metrics calculated at close of trading on 05-Jun-2025
Day Change Summary
Previous Current
04-Jun-2025 05-Jun-2025 Change Change % Previous Week
Open 2,124.5 2,115.7 -8.8 -0.4% 2,066.1
High 2,135.2 2,132.8 -2.4 -0.1% 2,147.2
Low 2,113.8 2,101.8 -12.0 -0.6% 2,066.1
Close 2,117.2 2,116.0 -1.2 -0.1% 2,085.5
Range 21.4 31.0 9.6 44.9% 81.1
ATR 45.8 44.8 -1.1 -2.3% 0.0
Volume 1,062 1,667 605 57.0% 2,507
Daily Pivots for day following 05-Jun-2025
Classic Woodie Camarilla DeMark
R4 2,209.9 2,193.9 2,133.1
R3 2,178.9 2,162.9 2,124.5
R2 2,147.9 2,147.9 2,121.7
R1 2,131.9 2,131.9 2,118.8 2,139.9
PP 2,116.9 2,116.9 2,116.9 2,120.9
S1 2,100.9 2,100.9 2,113.2 2,108.9
S2 2,085.9 2,085.9 2,110.3
S3 2,054.9 2,069.9 2,107.5
S4 2,023.9 2,038.9 2,099.0
Weekly Pivots for week ending 30-May-2025
Classic Woodie Camarilla DeMark
R4 2,342.9 2,295.3 2,130.1
R3 2,261.8 2,214.2 2,107.8
R2 2,180.7 2,180.7 2,100.4
R1 2,133.1 2,133.1 2,092.9 2,156.9
PP 2,099.6 2,099.6 2,099.6 2,111.5
S1 2,052.0 2,052.0 2,078.1 2,075.8
S2 2,018.5 2,018.5 2,070.6
S3 1,937.4 1,970.9 2,063.2
S4 1,856.3 1,889.8 2,040.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,135.2 2,059.2 76.0 3.6% 34.1 1.6% 75% False False 896
10 2,147.2 1,999.4 147.8 7.0% 42.6 2.0% 79% False False 675
20 2,158.8 1,999.4 159.4 7.5% 40.1 1.9% 73% False False 457
40 2,158.8 1,721.9 436.9 20.6% 50.2 2.4% 90% False False 409
60 2,158.8 1,721.9 436.9 20.6% 54.5 2.6% 90% False False 335
80 2,343.4 1,721.9 621.5 29.4% 46.7 2.2% 63% False False 252
100 2,374.5 1,721.9 652.6 30.8% 39.3 1.9% 60% False False 201
120 2,434.1 1,721.9 712.2 33.7% 32.8 1.5% 55% False False 168
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 True
Bear Hook False
Bull Hook False
Stretch 8.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,264.6
2.618 2,214.0
1.618 2,183.0
1.000 2,163.8
0.618 2,152.0
HIGH 2,132.8
0.618 2,121.0
0.500 2,117.3
0.382 2,113.6
LOW 2,101.8
0.618 2,082.6
1.000 2,070.8
1.618 2,051.6
2.618 2,020.6
4.250 1,970.1
Fisher Pivots for day following 05-Jun-2025
Pivot 1 day 3 day
R1 2,117.3 2,111.7
PP 2,116.9 2,107.4
S1 2,116.4 2,103.1

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

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