CME E-mini Russell 2000 Index Futures September 2025


Trading Metrics calculated at close of trading on 12-Aug-2025
Day Change Summary
Previous Current
11-Aug-2025 12-Aug-2025 Change Change % Previous Week
Open 2,233.7 2,224.8 -8.9 -0.4% 2,173.4
High 2,239.5 2,293.6 54.1 2.4% 2,254.4
Low 2,220.3 2,222.9 2.6 0.1% 2,167.1
Close 2,224.8 2,291.2 66.4 3.0% 2,226.1
Range 19.2 70.7 51.5 268.2% 87.3
ATR 38.5 40.8 2.3 6.0% 0.0
Volume 132,518 238,128 105,610 79.7% 824,371
Daily Pivots for day following 12-Aug-2025
Classic Woodie Camarilla DeMark
R4 2,481.3 2,457.0 2,330.1
R3 2,410.6 2,386.3 2,310.6
R2 2,339.9 2,339.9 2,304.2
R1 2,315.6 2,315.6 2,297.7 2,327.8
PP 2,269.2 2,269.2 2,269.2 2,275.3
S1 2,244.9 2,244.9 2,284.7 2,257.1
S2 2,198.5 2,198.5 2,278.2
S3 2,127.8 2,174.2 2,271.8
S4 2,057.1 2,103.5 2,252.3
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 2,293.6 2,208.1 85.5 3.7% 38.0 1.7% 97% True False 170,808
10 2,293.6 2,146.8 146.8 6.4% 44.1 1.9% 98% True False 199,339
20 2,296.5 2,146.8 149.7 6.5% 39.4 1.7% 96% False False 181,316
40 2,296.5 2,089.8 206.7 9.0% 40.5 1.8% 97% False False 180,074
60 2,296.5 1,999.4 297.1 13.0% 40.1 1.7% 98% False False 123,179
80 2,296.5 1,844.4 452.1 19.7% 40.9 1.8% 99% False False 92,452
100 2,296.5 1,721.9 574.6 25.1% 49.0 2.1% 99% False False 74,025
120 2,314.4 1,721.9 592.5 25.9% 46.1 2.0% 96% False False 61,688
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.9
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2,594.1
2.618 2,478.7
1.618 2,408.0
1.000 2,364.3
0.618 2,337.3
HIGH 2,293.6
0.618 2,266.6
0.500 2,258.3
0.382 2,249.9
LOW 2,222.9
0.618 2,179.2
1.000 2,152.2
1.618 2,108.5
2.618 2,037.8
4.250 1,922.4
Fisher Pivots for day following 12-Aug-2025
Pivot 1 day 3 day
R1 2,280.2 2,279.7
PP 2,269.2 2,268.2
S1 2,258.3 2,256.7

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

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