CME E-mini Russell 2000 Index Futures September 2025


Trading Metrics calculated at close of trading on 17-Jul-2025
Day Change Summary
Previous Current
16-Jul-2025 17-Jul-2025 Change Change % Previous Week
Open 2,213.5 2,237.6 24.1 1.1% 2,256.1
High 2,243.5 2,271.8 28.3 1.3% 2,292.6
Low 2,198.0 2,228.2 30.2 1.4% 2,214.9
Close 2,239.6 2,267.5 27.9 1.2% 2,247.6
Range 45.5 43.6 -1.9 -4.2% 77.7
ATR 42.3 42.4 0.1 0.2% 0.0
Volume 234,516 164,731 -69,785 -29.8% 796,403
Daily Pivots for day following 17-Jul-2025
Classic Woodie Camarilla DeMark
R4 2,386.6 2,370.7 2,291.5
R3 2,343.0 2,327.1 2,279.5
R2 2,299.4 2,299.4 2,275.5
R1 2,283.5 2,283.5 2,271.5 2,291.5
PP 2,255.8 2,255.8 2,255.8 2,259.8
S1 2,239.9 2,239.9 2,263.5 2,247.9
S2 2,212.2 2,212.2 2,259.5
S3 2,168.6 2,196.3 2,255.5
S4 2,125.0 2,152.7 2,243.5
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 2,284.4 2,198.0 86.4 3.8% 45.8 2.0% 80% False False 174,647
10 2,292.6 2,198.0 94.6 4.2% 41.6 1.8% 73% False False 166,036
20 2,292.6 2,089.8 202.8 8.9% 42.0 1.9% 88% False False 166,984
40 2,292.6 1,999.4 293.2 12.9% 41.3 1.8% 91% False False 104,083
60 2,292.6 1,859.7 432.9 19.1% 41.4 1.8% 94% False False 69,480
80 2,292.6 1,721.9 570.7 25.2% 51.6 2.3% 96% False False 52,190
100 2,292.6 1,721.9 570.7 25.2% 47.6 2.1% 96% False False 41,755
120 2,374.5 1,721.9 652.6 28.8% 42.2 1.9% 84% False False 34,796
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 8.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,457.1
2.618 2,385.9
1.618 2,342.3
1.000 2,315.4
0.618 2,298.7
HIGH 2,271.8
0.618 2,255.1
0.500 2,250.0
0.382 2,244.9
LOW 2,228.2
0.618 2,201.3
1.000 2,184.6
1.618 2,157.7
2.618 2,114.1
4.250 2,042.9
Fisher Pivots for day following 17-Jul-2025
Pivot 1 day 3 day
R1 2,261.7 2,256.9
PP 2,255.8 2,246.3
S1 2,250.0 2,235.7

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

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