CME E-mini Russell 2000 Index Futures September 2025


Trading Metrics calculated at close of trading on 11-Jun-2025
Day Change Summary
Previous Current
10-Jun-2025 11-Jun-2025 Change Change % Previous Week
Open 2,165.8 2,176.7 10.9 0.5% 2,078.1
High 2,186.1 2,211.3 25.2 1.2% 2,152.8
Low 2,159.4 2,163.2 3.8 0.2% 2,059.2
Close 2,176.8 2,167.7 -9.1 -0.4% 2,150.6
Range 26.7 48.1 21.4 80.1% 93.6
ATR 41.8 42.3 0.4 1.1% 0.0
Volume 5,786 10,455 4,669 80.7% 5,761
Daily Pivots for day following 11-Jun-2025
Classic Woodie Camarilla DeMark
R4 2,325.0 2,294.5 2,194.2
R3 2,276.9 2,246.4 2,180.9
R2 2,228.8 2,228.8 2,176.5
R1 2,198.3 2,198.3 2,172.1 2,189.5
PP 2,180.7 2,180.7 2,180.7 2,176.4
S1 2,150.2 2,150.2 2,163.3 2,141.4
S2 2,132.6 2,132.6 2,158.9
S3 2,084.5 2,102.1 2,154.5
S4 2,036.4 2,054.0 2,141.2
Weekly Pivots for week ending 06-Jun-2025
Classic Woodie Camarilla DeMark
R4 2,401.7 2,369.7 2,202.1
R3 2,308.1 2,276.1 2,176.3
R2 2,214.5 2,214.5 2,167.8
R1 2,182.5 2,182.5 2,159.2 2,198.5
PP 2,120.9 2,120.9 2,120.9 2,128.9
S1 2,088.9 2,088.9 2,142.0 2,104.9
S2 2,027.3 2,027.3 2,133.4
S3 1,933.7 1,995.3 2,124.9
S4 1,840.1 1,901.7 2,099.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,211.3 2,101.8 109.5 5.1% 33.9 1.6% 60% True False 4,291
10 2,211.3 2,059.2 152.1 7.0% 37.8 1.7% 71% True False 2,474
20 2,211.3 1,999.4 211.9 9.8% 37.2 1.7% 79% True False 1,412
40 2,211.3 1,844.4 366.9 16.9% 41.1 1.9% 88% True False 851
60 2,211.3 1,721.9 489.4 22.6% 53.9 2.5% 91% True False 664
80 2,340.7 1,721.9 618.8 28.5% 47.9 2.2% 72% False False 499
100 2,374.5 1,721.9 652.6 30.1% 40.7 1.9% 68% False False 399
120 2,374.5 1,721.9 652.6 30.1% 33.9 1.6% 68% False False 333
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.1
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,415.7
2.618 2,337.2
1.618 2,289.1
1.000 2,259.4
0.618 2,241.0
HIGH 2,211.3
0.618 2,192.9
0.500 2,187.3
0.382 2,181.6
LOW 2,163.2
0.618 2,133.5
1.000 2,115.1
1.618 2,085.4
2.618 2,037.3
4.250 1,958.8
Fisher Pivots for day following 11-Jun-2025
Pivot 1 day 3 day
R1 2,187.3 2,180.3
PP 2,180.7 2,176.1
S1 2,174.2 2,171.9

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

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