CME E-mini Russell 2000 Index Futures September 2025


Trading Metrics calculated at close of trading on 15-Jul-2025
Day Change Summary
Previous Current
14-Jul-2025 15-Jul-2025 Change Change % Previous Week
Open 2,237.8 2,261.4 23.6 1.1% 2,256.1
High 2,263.6 2,273.4 9.8 0.4% 2,292.6
Low 2,225.5 2,212.1 -13.4 -0.6% 2,214.9
Close 2,262.5 2,218.3 -44.2 -2.0% 2,247.6
Range 38.1 61.3 23.2 60.9% 77.7
ATR 40.5 42.0 1.5 3.7% 0.0
Volume 123,762 202,261 78,499 63.4% 796,403
Daily Pivots for day following 15-Jul-2025
Classic Woodie Camarilla DeMark
R4 2,418.5 2,379.7 2,252.0
R3 2,357.2 2,318.4 2,235.2
R2 2,295.9 2,295.9 2,229.5
R1 2,257.1 2,257.1 2,223.9 2,245.9
PP 2,234.6 2,234.6 2,234.6 2,229.0
S1 2,195.8 2,195.8 2,212.7 2,184.6
S2 2,173.3 2,173.3 2,207.1
S3 2,112.0 2,134.5 2,201.4
S4 2,050.7 2,073.2 2,184.6
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 2,212.1 80.5 3.6% 41.8 1.9% 8% False True 153,198
10 2,292.6 2,174.0 118.6 5.3% 43.1 1.9% 37% False False 167,187
20 2,292.6 2,089.8 202.8 9.1% 41.6 1.9% 63% False False 178,833
40 2,292.6 1,999.4 293.2 13.2% 40.4 1.8% 75% False False 94,110
60 2,292.6 1,844.4 448.2 20.2% 41.4 1.9% 83% False False 62,831
80 2,292.6 1,721.9 570.7 25.7% 51.4 2.3% 87% False False 47,202
100 2,314.4 1,721.9 592.5 26.7% 47.4 2.1% 84% False False 37,763
120 2,374.5 1,721.9 652.6 29.4% 41.6 1.9% 76% False False 31,469
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 7.9
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 2,533.9
2.618 2,433.9
1.618 2,372.6
1.000 2,334.7
0.618 2,311.3
HIGH 2,273.4
0.618 2,250.0
0.500 2,242.8
0.382 2,235.5
LOW 2,212.1
0.618 2,174.2
1.000 2,150.8
1.618 2,112.9
2.618 2,051.6
4.250 1,951.6
Fisher Pivots for day following 15-Jul-2025
Pivot 1 day 3 day
R1 2,242.8 2,248.3
PP 2,234.6 2,238.3
S1 2,226.5 2,228.3

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

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