CME E-mini Russell 2000 Index Futures September 2025


Trading Metrics calculated at close of trading on 13-Aug-2025
Day Change Summary
Previous Current
12-Aug-2025 13-Aug-2025 Change Change % Previous Week
Open 2,224.8 2,292.0 67.2 3.0% 2,173.4
High 2,293.6 2,338.1 44.5 1.9% 2,254.4
Low 2,222.9 2,290.4 67.5 3.0% 2,167.1
Close 2,291.2 2,336.1 44.9 2.0% 2,226.1
Range 70.7 47.7 -23.0 -32.5% 87.3
ATR 40.8 41.3 0.5 1.2% 0.0
Volume 238,128 214,520 -23,608 -9.9% 824,371
Daily Pivots for day following 13-Aug-2025
Classic Woodie Camarilla DeMark
R4 2,464.6 2,448.1 2,362.3
R3 2,416.9 2,400.4 2,349.2
R2 2,369.2 2,369.2 2,344.8
R1 2,352.7 2,352.7 2,340.5 2,361.0
PP 2,321.5 2,321.5 2,321.5 2,325.7
S1 2,305.0 2,305.0 2,331.7 2,313.3
S2 2,273.8 2,273.8 2,327.4
S3 2,226.1 2,257.3 2,323.0
S4 2,178.4 2,209.6 2,309.9
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 2,338.1 2,208.1 130.0 5.6% 40.6 1.7% 98% True False 180,757
10 2,338.1 2,146.8 191.3 8.2% 43.8 1.9% 99% True False 199,808
20 2,338.1 2,146.8 191.3 8.2% 39.5 1.7% 99% True False 180,316
40 2,338.1 2,089.8 248.3 10.6% 40.4 1.7% 99% True False 176,996
60 2,338.1 1,999.4 338.7 14.5% 40.5 1.7% 99% True False 126,752
80 2,338.1 1,844.4 493.7 21.1% 41.1 1.8% 100% True False 95,131
100 2,338.1 1,721.9 616.2 26.4% 49.1 2.1% 100% True False 76,169
120 2,338.1 1,721.9 616.2 26.4% 46.5 2.0% 100% True False 63,476
Crabel Price Patterns
NR True
NR4 False
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 9.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,540.8
2.618 2,463.0
1.618 2,415.3
1.000 2,385.8
0.618 2,367.6
HIGH 2,338.1
0.618 2,319.9
0.500 2,314.3
0.382 2,308.6
LOW 2,290.4
0.618 2,260.9
1.000 2,242.7
1.618 2,213.2
2.618 2,165.5
4.250 2,087.7
Fisher Pivots for day following 13-Aug-2025
Pivot 1 day 3 day
R1 2,328.8 2,317.1
PP 2,321.5 2,298.2
S1 2,314.3 2,279.2

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

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