CME E-mini Russell 2000 Index Futures September 2025


Trading Metrics calculated at close of trading on 21-Jul-2025
Day Change Summary
Previous Current
18-Jul-2025 21-Jul-2025 Change Change % Previous Week
Open 2,268.5 2,251.3 -17.2 -0.8% 2,237.8
High 2,283.8 2,272.4 -11.4 -0.5% 2,283.8
Low 2,248.1 2,240.5 -7.6 -0.3% 2,198.0
Close 2,251.0 2,242.3 -8.7 -0.4% 2,251.0
Range 35.7 31.9 -3.8 -10.6% 85.8
ATR 41.9 41.2 -0.7 -1.7% 0.0
Volume 168,940 135,766 -33,174 -19.6% 894,210
Daily Pivots for day following 21-Jul-2025
Classic Woodie Camarilla DeMark
R4 2,347.4 2,326.8 2,259.8
R3 2,315.5 2,294.9 2,251.1
R2 2,283.6 2,283.6 2,248.1
R1 2,263.0 2,263.0 2,245.2 2,257.4
PP 2,251.7 2,251.7 2,251.7 2,248.9
S1 2,231.1 2,231.1 2,239.4 2,225.5
S2 2,219.8 2,219.8 2,236.5
S3 2,187.9 2,199.2 2,233.5
S4 2,156.0 2,167.3 2,224.8
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% 43.6 1.9% 52% False False 181,242
10 2,292.6 2,198.0 94.6 4.2% 40.2 1.8% 47% False False 161,349
20 2,292.6 2,098.8 193.8 8.6% 39.8 1.8% 74% False False 158,955
40 2,292.6 1,999.4 293.2 13.1% 41.1 1.8% 83% False False 111,671
60 2,292.6 1,925.5 367.1 16.4% 40.5 1.8% 86% False False 74,531
80 2,292.6 1,721.9 570.7 25.5% 51.7 2.3% 91% False False 55,998
100 2,292.6 1,721.9 570.7 25.5% 48.0 2.1% 91% False False 44,802
120 2,374.5 1,721.9 652.6 29.1% 42.4 1.9% 80% False False 37,335
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10.3
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 2,408.0
2.618 2,355.9
1.618 2,324.0
1.000 2,304.3
0.618 2,292.1
HIGH 2,272.4
0.618 2,260.2
0.500 2,256.5
0.382 2,252.7
LOW 2,240.5
0.618 2,220.8
1.000 2,208.6
1.618 2,188.9
2.618 2,157.0
4.250 2,104.9
Fisher Pivots for day following 21-Jul-2025
Pivot 1 day 3 day
R1 2,256.5 2,256.0
PP 2,251.7 2,251.4
S1 2,247.0 2,246.9

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

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