CME E-mini Russell 2000 Index Futures September 2025


Trading Metrics calculated at close of trading on 14-Jul-2025
Day Change Summary
Previous Current
11-Jul-2025 14-Jul-2025 Change Change % Previous Week
Open 2,281.0 2,237.8 -43.2 -1.9% 2,256.1
High 2,284.4 2,263.6 -20.8 -0.9% 2,292.6
Low 2,244.1 2,225.5 -18.6 -0.8% 2,214.9
Close 2,247.6 2,262.5 14.9 0.7% 2,247.6
Range 40.3 38.1 -2.2 -5.5% 77.7
ATR 40.7 40.5 -0.2 -0.5% 0.0
Volume 147,965 123,762 -24,203 -16.4% 796,403
Daily Pivots for day following 14-Jul-2025
Classic Woodie Camarilla DeMark
R4 2,364.8 2,351.8 2,283.5
R3 2,326.7 2,313.7 2,273.0
R2 2,288.6 2,288.6 2,269.5
R1 2,275.6 2,275.6 2,266.0 2,282.1
PP 2,250.5 2,250.5 2,250.5 2,253.8
S1 2,237.5 2,237.5 2,259.0 2,244.0
S2 2,212.4 2,212.4 2,255.5
S3 2,174.3 2,199.4 2,252.0
S4 2,136.2 2,161.3 2,241.5
Weekly Pivots for week ending 11-Jul-2025
Classic Woodie Camarilla DeMark
R4 2,484.8 2,443.9 2,290.3
R3 2,407.1 2,366.2 2,269.0
R2 2,329.4 2,329.4 2,261.8
R1 2,288.5 2,288.5 2,254.7 2,270.1
PP 2,251.7 2,251.7 2,251.7 2,242.5
S1 2,210.8 2,210.8 2,240.5 2,192.4
S2 2,174.0 2,174.0 2,233.4
S3 2,096.3 2,133.1 2,226.2
S4 2,018.6 2,055.4 2,204.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,292.6 2,219.1 73.5 3.2% 36.7 1.6% 59% False False 141,456
10 2,292.6 2,174.0 118.6 5.2% 38.7 1.7% 75% False False 162,654
20 2,292.6 2,088.7 203.9 9.0% 41.8 1.8% 85% False False 175,324
40 2,292.6 1,999.4 293.2 13.0% 39.6 1.8% 90% False False 89,057
60 2,292.6 1,844.4 448.2 19.8% 41.2 1.8% 93% False False 59,463
80 2,292.6 1,721.9 570.7 25.2% 51.1 2.3% 95% False False 44,674
100 2,340.7 1,721.9 618.8 27.4% 46.9 2.1% 87% False False 35,740
120 2,374.5 1,721.9 652.6 28.8% 41.1 1.8% 83% False False 29,784
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 True
Bear Hook True
Bull Hook False
Stretch 7.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,425.5
2.618 2,363.3
1.618 2,325.2
1.000 2,301.7
0.618 2,287.1
HIGH 2,263.6
0.618 2,249.0
0.500 2,244.6
0.382 2,240.1
LOW 2,225.5
0.618 2,202.0
1.000 2,187.4
1.618 2,163.9
2.618 2,125.8
4.250 2,063.6
Fisher Pivots for day following 14-Jul-2025
Pivot 1 day 3 day
R1 2,256.5 2,261.4
PP 2,250.5 2,260.2
S1 2,244.6 2,259.1

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

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