CME E-mini Russell 2000 Index Futures September 2025


Trading Metrics calculated at close of trading on 07-Jul-2025
Day Change Summary
Previous Current
03-Jul-2025 07-Jul-2025 Change Change % Previous Week
Open 2,245.8 2,256.1 10.3 0.5% 2,189.5
High 2,280.0 2,260.6 -19.4 -0.9% 2,280.0
Low 2,244.3 2,214.9 -29.4 -1.3% 2,174.0
Close 2,262.7 2,229.1 -33.6 -1.5% 2,262.7
Range 35.7 45.7 10.0 28.0% 106.0
ATR 41.8 42.2 0.4 1.0% 0.0
Volume 138,688 212,884 74,196 53.5% 706,382
Daily Pivots for day following 07-Jul-2025
Classic Woodie Camarilla DeMark
R4 2,372.0 2,346.2 2,254.2
R3 2,326.3 2,300.5 2,241.7
R2 2,280.6 2,280.6 2,237.5
R1 2,254.8 2,254.8 2,233.3 2,244.9
PP 2,234.9 2,234.9 2,234.9 2,229.9
S1 2,209.1 2,209.1 2,224.9 2,199.2
S2 2,189.2 2,189.2 2,220.7
S3 2,143.5 2,163.4 2,216.5
S4 2,097.8 2,117.7 2,204.0
Weekly Pivots for week ending 04-Jul-2025
Classic Woodie Camarilla DeMark
R4 2,556.9 2,515.8 2,321.0
R3 2,450.9 2,409.8 2,291.9
R2 2,344.9 2,344.9 2,282.1
R1 2,303.8 2,303.8 2,272.4 2,324.4
PP 2,238.9 2,238.9 2,238.9 2,249.2
S1 2,197.8 2,197.8 2,253.0 2,218.4
S2 2,132.9 2,132.9 2,243.3
S3 2,026.9 2,091.8 2,233.6
S4 1,920.9 1,985.8 2,204.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,280.0 2,174.0 106.0 4.8% 40.6 1.8% 52% False False 183,853
10 2,280.0 2,098.8 181.2 8.1% 39.5 1.8% 72% False False 156,562
20 2,280.0 2,088.7 191.3 8.6% 40.9 1.8% 73% False False 142,331
40 2,280.0 1,999.4 280.6 12.6% 40.5 1.8% 82% False False 71,394
60 2,280.0 1,721.9 558.1 25.0% 47.1 2.1% 91% False False 47,717
80 2,280.0 1,721.9 558.1 25.0% 51.1 2.3% 91% False False 35,834
100 2,343.4 1,721.9 621.5 27.9% 45.5 2.0% 82% False False 28,668
120 2,374.5 1,721.9 652.6 29.3% 39.5 1.8% 78% False False 23,890
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 False
Bear Hook False
Bull Hook False
Stretch 6.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,454.8
2.618 2,380.2
1.618 2,334.5
1.000 2,306.3
0.618 2,288.8
HIGH 2,260.6
0.618 2,243.1
0.500 2,237.8
0.382 2,232.4
LOW 2,214.9
0.618 2,186.7
1.000 2,169.2
1.618 2,141.0
2.618 2,095.3
4.250 2,020.7
Fisher Pivots for day following 07-Jul-2025
Pivot 1 day 3 day
R1 2,237.8 2,243.9
PP 2,234.9 2,239.0
S1 2,232.0 2,234.0

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

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