CME E-mini Russell 2000 Index Futures September 2025


Trading Metrics calculated at close of trading on 13-Jun-2025
Day Change Summary
Previous Current
12-Jun-2025 13-Jun-2025 Change Change % Previous Week
Open 2,162.9 2,154.0 -8.9 -0.4% 2,151.4
High 2,168.2 2,154.5 -13.7 -0.6% 2,211.3
Low 2,142.1 2,088.7 -53.4 -2.5% 2,088.7
Close 2,158.4 2,118.3 -40.1 -1.9% 2,118.3
Range 26.1 65.8 39.7 152.1% 122.6
ATR 41.1 43.1 2.0 5.0% 0.0
Volume 27,638 132,070 104,432 377.9% 177,652
Daily Pivots for day following 13-Jun-2025
Classic Woodie Camarilla DeMark
R4 2,317.9 2,283.9 2,154.5
R3 2,252.1 2,218.1 2,136.4
R2 2,186.3 2,186.3 2,130.4
R1 2,152.3 2,152.3 2,124.3 2,136.4
PP 2,120.5 2,120.5 2,120.5 2,112.6
S1 2,086.5 2,086.5 2,112.3 2,070.6
S2 2,054.7 2,054.7 2,106.2
S3 1,988.9 2,020.7 2,100.2
S4 1,923.1 1,954.9 2,082.1
Weekly Pivots for week ending 13-Jun-2025
Classic Woodie Camarilla DeMark
R4 2,507.2 2,435.4 2,185.7
R3 2,384.6 2,312.8 2,152.0
R2 2,262.0 2,262.0 2,140.8
R1 2,190.2 2,190.2 2,129.5 2,164.8
PP 2,139.4 2,139.4 2,139.4 2,126.8
S1 2,067.6 2,067.6 2,107.1 2,042.2
S2 2,016.8 2,016.8 2,095.8
S3 1,894.2 1,945.0 2,084.6
S4 1,771.6 1,822.4 2,050.9
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 2,088.7 122.6 5.8% 38.3 1.8% 24% False True 35,530
10 2,211.3 2,059.2 152.1 7.2% 37.4 1.8% 39% False False 18,341
20 2,211.3 1,999.4 211.9 10.0% 39.2 1.8% 56% False False 9,388
40 2,211.3 1,844.4 366.9 17.3% 41.3 1.9% 75% False False 4,831
60 2,211.3 1,721.9 489.4 23.1% 54.7 2.6% 81% False False 3,325
80 2,314.4 1,721.9 592.5 28.0% 48.8 2.3% 67% False False 2,495
100 2,374.5 1,721.9 652.6 30.8% 41.6 2.0% 61% False False 1,996
120 2,374.5 1,721.9 652.6 30.8% 34.7 1.6% 61% False False 1,664
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 8.5
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 2,434.2
2.618 2,326.8
1.618 2,261.0
1.000 2,220.3
0.618 2,195.2
HIGH 2,154.5
0.618 2,129.4
0.500 2,121.6
0.382 2,113.8
LOW 2,088.7
0.618 2,048.0
1.000 2,022.9
1.618 1,982.2
2.618 1,916.4
4.250 1,809.1
Fisher Pivots for day following 13-Jun-2025
Pivot 1 day 3 day
R1 2,121.6 2,150.0
PP 2,120.5 2,139.4
S1 2,119.4 2,128.9

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

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