CME E-mini Russell 2000 Index Futures September 2025


Trading Metrics calculated at close of trading on 25-Jul-2025
Day Change Summary
Previous Current
24-Jul-2025 25-Jul-2025 Change Change % Previous Week
Open 2,292.7 2,267.1 -25.6 -1.1% 2,251.3
High 2,293.0 2,276.1 -16.9 -0.7% 2,296.5
Low 2,262.7 2,252.2 -10.5 -0.5% 2,234.1
Close 2,263.6 2,271.3 7.7 0.3% 2,271.3
Range 30.3 23.9 -6.4 -21.1% 62.4
ATR 39.6 38.5 -1.1 -2.8% 0.0
Volume 141,313 141,003 -310 -0.2% 762,548
Daily Pivots for day following 25-Jul-2025
Classic Woodie Camarilla DeMark
R4 2,338.2 2,328.7 2,284.4
R3 2,314.3 2,304.8 2,277.9
R2 2,290.4 2,290.4 2,275.7
R1 2,280.9 2,280.9 2,273.5 2,285.7
PP 2,266.5 2,266.5 2,266.5 2,268.9
S1 2,257.0 2,257.0 2,269.1 2,261.8
S2 2,242.6 2,242.6 2,266.9
S3 2,218.7 2,233.1 2,264.7
S4 2,194.8 2,209.2 2,258.2
Weekly Pivots for week ending 25-Jul-2025
Classic Woodie Camarilla DeMark
R4 2,454.5 2,425.3 2,305.6
R3 2,392.1 2,362.9 2,288.5
R2 2,329.7 2,329.7 2,282.7
R1 2,300.5 2,300.5 2,277.0 2,315.1
PP 2,267.3 2,267.3 2,267.3 2,274.6
S1 2,238.1 2,238.1 2,265.6 2,252.7
S2 2,204.9 2,204.9 2,259.9
S3 2,142.5 2,175.7 2,254.1
S4 2,080.1 2,113.3 2,237.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,296.5 2,234.1 62.4 2.7% 30.5 1.3% 60% False False 152,509
10 2,296.5 2,198.0 98.5 4.3% 37.7 1.7% 74% False False 165,675
20 2,296.5 2,173.6 122.9 5.4% 37.9 1.7% 79% False False 158,789
40 2,296.5 2,059.2 237.3 10.4% 39.5 1.7% 89% False False 127,296
60 2,296.5 1,944.1 352.4 15.5% 39.7 1.7% 93% False False 84,962
80 2,296.5 1,721.9 574.6 25.3% 50.9 2.2% 96% False False 63,824
100 2,296.5 1,721.9 574.6 25.3% 47.9 2.1% 96% False False 51,070
120 2,374.5 1,721.9 652.6 28.7% 42.9 1.9% 84% False False 42,559
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.9
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 2,377.7
2.618 2,338.7
1.618 2,314.8
1.000 2,300.0
0.618 2,290.9
HIGH 2,276.1
0.618 2,267.0
0.500 2,264.2
0.382 2,261.3
LOW 2,252.2
0.618 2,237.4
1.000 2,228.3
1.618 2,213.5
2.618 2,189.6
4.250 2,150.6
Fisher Pivots for day following 25-Jul-2025
Pivot 1 day 3 day
R1 2,268.9 2,274.4
PP 2,266.5 2,273.3
S1 2,264.2 2,272.3

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

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