CME E-mini Russell 2000 Index Futures September 2025


Trading Metrics calculated at close of trading on 08-Jul-2025
Day Change Summary
Previous Current
07-Jul-2025 08-Jul-2025 Change Change % Previous Week
Open 2,256.1 2,223.6 -32.5 -1.4% 2,189.5
High 2,260.6 2,254.9 -5.7 -0.3% 2,280.0
Low 2,214.9 2,219.1 4.2 0.2% 2,174.0
Close 2,229.1 2,245.1 16.0 0.7% 2,262.7
Range 45.7 35.8 -9.9 -21.7% 106.0
ATR 42.2 41.7 -0.5 -1.1% 0.0
Volume 212,884 143,551 -69,333 -32.6% 706,382
Daily Pivots for day following 08-Jul-2025
Classic Woodie Camarilla DeMark
R4 2,347.1 2,331.9 2,264.8
R3 2,311.3 2,296.1 2,254.9
R2 2,275.5 2,275.5 2,251.7
R1 2,260.3 2,260.3 2,248.4 2,267.9
PP 2,239.7 2,239.7 2,239.7 2,243.5
S1 2,224.5 2,224.5 2,241.8 2,232.1
S2 2,203.9 2,203.9 2,238.5
S3 2,168.1 2,188.7 2,235.3
S4 2,132.3 2,152.9 2,225.4
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 4.7% 44.4 2.0% 67% False False 181,176
10 2,280.0 2,148.7 131.3 5.8% 37.8 1.7% 73% False False 151,146
20 2,280.0 2,088.7 191.3 8.5% 40.7 1.8% 82% False False 149,416
40 2,280.0 1,999.4 280.6 12.5% 40.0 1.8% 88% False False 74,979
60 2,280.0 1,808.2 471.8 21.0% 43.7 1.9% 93% False False 50,088
80 2,280.0 1,721.9 558.1 24.9% 51.0 2.3% 94% False False 37,628
100 2,343.4 1,721.9 621.5 27.7% 45.9 2.0% 84% False False 30,103
120 2,374.5 1,721.9 652.6 29.1% 39.8 1.8% 80% False False 25,086
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,407.1
2.618 2,348.6
1.618 2,312.8
1.000 2,290.7
0.618 2,277.0
HIGH 2,254.9
0.618 2,241.2
0.500 2,237.0
0.382 2,232.8
LOW 2,219.1
0.618 2,197.0
1.000 2,183.3
1.618 2,161.2
2.618 2,125.4
4.250 2,067.0
Fisher Pivots for day following 08-Jul-2025
Pivot 1 day 3 day
R1 2,242.4 2,247.5
PP 2,239.7 2,246.7
S1 2,237.0 2,245.9

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

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