CME E-mini Russell 2000 Index Futures September 2025


Trading Metrics calculated at close of trading on 18-Jul-2025
Day Change Summary
Previous Current
17-Jul-2025 18-Jul-2025 Change Change % Previous Week
Open 2,237.6 2,268.5 30.9 1.4% 2,237.8
High 2,271.8 2,283.8 12.0 0.5% 2,283.8
Low 2,228.2 2,248.1 19.9 0.9% 2,198.0
Close 2,267.5 2,251.0 -16.5 -0.7% 2,251.0
Range 43.6 35.7 -7.9 -18.1% 85.8
ATR 42.4 41.9 -0.5 -1.1% 0.0
Volume 164,731 168,940 4,209 2.6% 894,210
Daily Pivots for day following 18-Jul-2025
Classic Woodie Camarilla DeMark
R4 2,368.1 2,345.2 2,270.6
R3 2,332.4 2,309.5 2,260.8
R2 2,296.7 2,296.7 2,257.5
R1 2,273.8 2,273.8 2,254.3 2,267.4
PP 2,261.0 2,261.0 2,261.0 2,257.8
S1 2,238.1 2,238.1 2,247.7 2,231.7
S2 2,225.3 2,225.3 2,244.5
S3 2,189.6 2,202.4 2,241.2
S4 2,153.9 2,166.7 2,231.4
Weekly Pivots for week ending 18-Jul-2025
Classic Woodie Camarilla DeMark
R4 2,501.7 2,462.1 2,298.2
R3 2,415.9 2,376.3 2,274.6
R2 2,330.1 2,330.1 2,266.7
R1 2,290.5 2,290.5 2,258.9 2,310.3
PP 2,244.3 2,244.3 2,244.3 2,254.2
S1 2,204.7 2,204.7 2,243.1 2,224.5
S2 2,158.5 2,158.5 2,235.3
S3 2,072.7 2,118.9 2,227.4
S4 1,986.9 2,033.1 2,203.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,283.8 2,198.0 85.8 3.8% 44.8 2.0% 62% True False 178,842
10 2,292.6 2,198.0 94.6 4.2% 41.6 1.8% 56% False False 169,061
20 2,292.6 2,089.8 202.8 9.0% 41.7 1.9% 79% False False 163,672
40 2,292.6 1,999.4 293.2 13.0% 41.8 1.9% 86% False False 108,292
60 2,292.6 1,925.5 367.1 16.3% 41.0 1.8% 89% False False 72,282
80 2,292.6 1,721.9 570.7 25.4% 51.5 2.3% 93% False False 54,302
100 2,292.6 1,721.9 570.7 25.4% 47.7 2.1% 93% False False 43,445
120 2,374.5 1,721.9 652.6 29.0% 42.4 1.9% 81% False False 36,204
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 9.7
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,435.5
2.618 2,377.3
1.618 2,341.6
1.000 2,319.5
0.618 2,305.9
HIGH 2,283.8
0.618 2,270.2
0.500 2,266.0
0.382 2,261.7
LOW 2,248.1
0.618 2,226.0
1.000 2,212.4
1.618 2,190.3
2.618 2,154.6
4.250 2,096.4
Fisher Pivots for day following 18-Jul-2025
Pivot 1 day 3 day
R1 2,266.0 2,247.6
PP 2,261.0 2,244.3
S1 2,256.0 2,240.9

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

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