CME E-mini Russell 2000 Index Futures September 2025


Trading Metrics calculated at close of trading on 11-Aug-2025
Day Change Summary
Previous Current
08-Aug-2025 11-Aug-2025 Change Change % Previous Week
Open 2,226.2 2,233.7 7.5 0.3% 2,173.4
High 2,238.9 2,239.5 0.6 0.0% 2,254.4
Low 2,219.8 2,220.3 0.5 0.0% 2,167.1
Close 2,226.1 2,224.8 -1.3 -0.1% 2,226.1
Range 19.1 19.2 0.1 0.5% 87.3
ATR 40.0 38.5 -1.5 -3.7% 0.0
Volume 142,103 132,518 -9,585 -6.7% 824,371
Daily Pivots for day following 11-Aug-2025
Classic Woodie Camarilla DeMark
R4 2,285.8 2,274.5 2,235.4
R3 2,266.6 2,255.3 2,230.1
R2 2,247.4 2,247.4 2,228.3
R1 2,236.1 2,236.1 2,226.6 2,232.2
PP 2,228.2 2,228.2 2,228.2 2,226.2
S1 2,216.9 2,216.9 2,223.0 2,213.0
S2 2,209.0 2,209.0 2,221.3
S3 2,189.8 2,197.7 2,219.5
S4 2,170.6 2,178.5 2,214.2
Weekly Pivots for week ending 08-Aug-2025
Classic Woodie Camarilla DeMark
R4 2,477.8 2,439.2 2,274.1
R3 2,390.5 2,351.9 2,250.1
R2 2,303.2 2,303.2 2,242.1
R1 2,264.6 2,264.6 2,234.1 2,283.9
PP 2,215.9 2,215.9 2,215.9 2,225.5
S1 2,177.3 2,177.3 2,218.1 2,196.6
S2 2,128.6 2,128.6 2,210.1
S3 2,041.3 2,090.0 2,202.1
S4 1,954.0 2,002.7 2,178.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,254.4 2,205.8 48.6 2.2% 30.0 1.3% 39% False False 157,670
10 2,284.8 2,146.8 138.0 6.2% 40.7 1.8% 57% False False 190,680
20 2,296.5 2,146.8 149.7 6.7% 38.9 1.7% 52% False False 179,522
40 2,296.5 2,088.7 207.8 9.3% 40.4 1.8% 65% False False 177,423
60 2,296.5 1,999.4 297.1 13.4% 39.4 1.8% 76% False False 119,212
80 2,296.5 1,844.4 452.1 20.3% 40.6 1.8% 84% False False 89,478
100 2,296.5 1,721.9 574.6 25.8% 48.6 2.2% 88% False False 71,644
120 2,340.7 1,721.9 618.8 27.8% 45.6 2.0% 81% False False 59,704
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,321.1
2.618 2,289.8
1.618 2,270.6
1.000 2,258.7
0.618 2,251.4
HIGH 2,239.5
0.618 2,232.2
0.500 2,229.9
0.382 2,227.6
LOW 2,220.3
0.618 2,208.4
1.000 2,201.1
1.618 2,189.2
2.618 2,170.0
4.250 2,138.7
Fisher Pivots for day following 11-Aug-2025
Pivot 1 day 3 day
R1 2,229.9 2,231.3
PP 2,228.2 2,229.1
S1 2,226.5 2,227.0

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

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