CME E-mini Russell 2000 Index Futures September 2025


Trading Metrics calculated at close of trading on 22-Jul-2025
Day Change Summary
Previous Current
21-Jul-2025 22-Jul-2025 Change Change % Previous Week
Open 2,251.3 2,246.8 -4.5 -0.2% 2,237.8
High 2,272.4 2,266.1 -6.3 -0.3% 2,283.8
Low 2,240.5 2,234.1 -6.4 -0.3% 2,198.0
Close 2,242.3 2,260.7 18.4 0.8% 2,251.0
Range 31.9 32.0 0.1 0.3% 85.8
ATR 41.2 40.5 -0.7 -1.6% 0.0
Volume 135,766 163,764 27,998 20.6% 894,210
Daily Pivots for day following 22-Jul-2025
Classic Woodie Camarilla DeMark
R4 2,349.6 2,337.2 2,278.3
R3 2,317.6 2,305.2 2,269.5
R2 2,285.6 2,285.6 2,266.6
R1 2,273.2 2,273.2 2,263.6 2,279.4
PP 2,253.6 2,253.6 2,253.6 2,256.8
S1 2,241.2 2,241.2 2,257.8 2,247.4
S2 2,221.6 2,221.6 2,254.8
S3 2,189.6 2,209.2 2,251.9
S4 2,157.6 2,177.2 2,243.1
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% 37.7 1.7% 73% False False 173,543
10 2,292.6 2,198.0 94.6 4.2% 39.8 1.8% 66% False False 163,370
20 2,292.6 2,148.7 143.9 6.4% 38.8 1.7% 78% False False 157,258
40 2,292.6 1,999.4 293.2 13.0% 41.1 1.8% 89% False False 115,762
60 2,292.6 1,944.1 348.5 15.4% 40.0 1.8% 91% False False 77,252
80 2,292.6 1,721.9 570.7 25.2% 51.6 2.3% 94% False False 58,045
100 2,292.6 1,721.9 570.7 25.2% 48.2 2.1% 94% False False 46,440
120 2,374.5 1,721.9 652.6 28.9% 42.7 1.9% 83% False False 38,700
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,402.1
2.618 2,349.9
1.618 2,317.9
1.000 2,298.1
0.618 2,285.9
HIGH 2,266.1
0.618 2,253.9
0.500 2,250.1
0.382 2,246.3
LOW 2,234.1
0.618 2,214.3
1.000 2,202.1
1.618 2,182.3
2.618 2,150.3
4.250 2,098.1
Fisher Pivots for day following 22-Jul-2025
Pivot 1 day 3 day
R1 2,257.2 2,260.1
PP 2,253.6 2,259.5
S1 2,250.1 2,259.0

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

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