CME E-mini Russell 2000 Index Futures September 2025


Trading Metrics calculated at close of trading on 16-Jun-2025
Day Change Summary
Previous Current
13-Jun-2025 16-Jun-2025 Change Change % Previous Week
Open 2,154.0 2,110.7 -43.3 -2.0% 2,151.4
High 2,154.5 2,154.8 0.3 0.0% 2,211.3
Low 2,088.7 2,104.1 15.4 0.7% 2,088.7
Close 2,118.3 2,142.0 23.7 1.1% 2,118.3
Range 65.8 50.7 -15.1 -22.9% 122.6
ATR 43.1 43.7 0.5 1.3% 0.0
Volume 132,070 337,669 205,599 155.7% 177,652
Daily Pivots for day following 16-Jun-2025
Classic Woodie Camarilla DeMark
R4 2,285.7 2,264.6 2,169.9
R3 2,235.0 2,213.9 2,155.9
R2 2,184.3 2,184.3 2,151.3
R1 2,163.2 2,163.2 2,146.6 2,173.8
PP 2,133.6 2,133.6 2,133.6 2,138.9
S1 2,112.5 2,112.5 2,137.4 2,123.1
S2 2,082.9 2,082.9 2,132.7
S3 2,032.2 2,061.8 2,128.1
S4 1,981.5 2,011.1 2,114.1
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 5.7% 43.5 2.0% 43% False False 102,723
10 2,211.3 2,070.9 140.4 6.6% 39.1 1.8% 51% False False 52,075
20 2,211.3 1,999.4 211.9 9.9% 40.5 1.9% 67% False False 26,264
40 2,211.3 1,844.4 366.9 17.1% 41.8 2.0% 81% False False 13,266
60 2,211.3 1,721.9 489.4 22.8% 55.0 2.6% 86% False False 8,951
80 2,314.4 1,721.9 592.5 27.7% 49.5 2.3% 71% False False 6,716
100 2,374.5 1,721.9 652.6 30.5% 41.9 2.0% 64% False False 5,373
120 2,374.5 1,721.9 652.6 30.5% 35.1 1.6% 64% False False 4,477
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,370.3
2.618 2,287.5
1.618 2,236.8
1.000 2,205.5
0.618 2,186.1
HIGH 2,154.8
0.618 2,135.4
0.500 2,129.5
0.382 2,123.5
LOW 2,104.1
0.618 2,072.8
1.000 2,053.4
1.618 2,022.1
2.618 1,971.4
4.250 1,888.6
Fisher Pivots for day following 16-Jun-2025
Pivot 1 day 3 day
R1 2,137.8 2,137.5
PP 2,133.6 2,133.0
S1 2,129.5 2,128.5

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

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