CME E-mini Russell 2000 Index Futures September 2025


Trading Metrics calculated at close of trading on 31-Jul-2025
Day Change Summary
Previous Current
30-Jul-2025 31-Jul-2025 Change Change % Previous Week
Open 2,255.2 2,228.5 -26.7 -1.2% 2,251.3
High 2,276.0 2,245.7 -30.3 -1.3% 2,296.5
Low 2,226.0 2,213.8 -12.2 -0.5% 2,234.1
Close 2,241.5 2,220.2 -21.3 -1.0% 2,271.3
Range 50.0 31.9 -18.1 -36.2% 62.4
ATR 38.9 38.4 -0.5 -1.3% 0.0
Volume 209,828 234,129 24,301 11.6% 762,548
Daily Pivots for day following 31-Jul-2025
Classic Woodie Camarilla DeMark
R4 2,322.3 2,303.1 2,237.7
R3 2,290.4 2,271.2 2,229.0
R2 2,258.5 2,258.5 2,226.0
R1 2,239.3 2,239.3 2,223.1 2,233.0
PP 2,226.6 2,226.6 2,226.6 2,223.4
S1 2,207.4 2,207.4 2,217.3 2,201.1
S2 2,194.7 2,194.7 2,214.4
S3 2,162.8 2,175.5 2,211.4
S4 2,130.9 2,143.6 2,202.7
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 2,293.2 2,213.8 79.4 3.6% 35.1 1.6% 8% False True 177,431
10 2,296.5 2,213.8 82.7 3.7% 34.0 1.5% 8% False True 167,764
20 2,296.5 2,198.0 98.5 4.4% 37.8 1.7% 23% False False 166,900
40 2,296.5 2,088.7 207.8 9.4% 38.6 1.7% 63% False False 145,894
60 2,296.5 1,993.0 303.5 13.7% 39.3 1.8% 75% False False 97,376
80 2,296.5 1,721.9 574.6 25.9% 48.3 2.2% 87% False False 73,130
100 2,296.5 1,721.9 574.6 25.9% 48.5 2.2% 87% False False 58,532
120 2,360.4 1,721.9 638.5 28.8% 43.8 2.0% 78% False False 48,776
Crabel Price Patterns
NR True
NR4 True
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 11.2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,381.3
2.618 2,329.2
1.618 2,297.3
1.000 2,277.6
0.618 2,265.4
HIGH 2,245.7
0.618 2,233.5
0.500 2,229.8
0.382 2,226.0
LOW 2,213.8
0.618 2,194.1
1.000 2,181.9
1.618 2,162.2
2.618 2,130.3
4.250 2,078.2
Fisher Pivots for day following 31-Jul-2025
Pivot 1 day 3 day
R1 2,229.8 2,249.3
PP 2,226.6 2,239.6
S1 2,223.4 2,229.9

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

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