CME E-mini Russell 2000 Index Futures September 2025


Trading Metrics calculated at close of trading on 18-Aug-2025
Day Change Summary
Previous Current
15-Aug-2025 18-Aug-2025 Change Change % Previous Week
Open 2,306.5 2,289.5 -17.0 -0.7% 2,233.7
High 2,319.6 2,306.5 -13.1 -0.6% 2,338.1
Low 2,281.7 2,289.4 7.7 0.3% 2,220.3
Close 2,292.7 2,301.6 8.9 0.4% 2,292.7
Range 37.9 17.1 -20.8 -54.9% 117.8
ATR 41.8 40.0 -1.8 -4.2% 0.0
Volume 166,507 103,982 -62,525 -37.6% 995,573
Daily Pivots for day following 18-Aug-2025
Classic Woodie Camarilla DeMark
R4 2,350.5 2,343.1 2,311.0
R3 2,333.4 2,326.0 2,306.3
R2 2,316.3 2,316.3 2,304.7
R1 2,308.9 2,308.9 2,303.2 2,312.6
PP 2,299.2 2,299.2 2,299.2 2,301.0
S1 2,291.8 2,291.8 2,300.0 2,295.5
S2 2,282.1 2,282.1 2,298.5
S3 2,265.0 2,274.7 2,296.9
S4 2,247.9 2,257.6 2,292.2
Weekly Pivots for week ending 15-Aug-2025
Classic Woodie Camarilla DeMark
R4 2,637.1 2,582.7 2,357.5
R3 2,519.3 2,464.9 2,325.1
R2 2,401.5 2,401.5 2,314.3
R1 2,347.1 2,347.1 2,303.5 2,374.3
PP 2,283.7 2,283.7 2,283.7 2,297.3
S1 2,229.3 2,229.3 2,281.9 2,256.5
S2 2,165.9 2,165.9 2,271.1
S3 2,048.1 2,111.5 2,260.3
S4 1,930.3 1,993.7 2,227.9
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 2,222.9 115.2 5.0% 45.2 2.0% 68% False False 193,407
10 2,338.1 2,205.8 132.3 5.7% 37.6 1.6% 72% False False 175,538
20 2,338.1 2,146.8 191.3 8.3% 39.3 1.7% 81% False False 182,564
40 2,338.1 2,098.8 239.3 10.4% 39.6 1.7% 85% False False 170,759
60 2,338.1 1,999.4 338.7 14.7% 40.5 1.8% 89% False False 135,302
80 2,338.1 1,925.5 412.6 17.9% 40.2 1.7% 91% False False 101,539
100 2,338.1 1,721.9 616.2 26.8% 49.2 2.1% 94% False False 81,311
120 2,338.1 1,721.9 616.2 26.8% 46.5 2.0% 94% False False 67,763
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.1
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 2,379.2
2.618 2,351.3
1.618 2,334.2
1.000 2,323.6
0.618 2,317.1
HIGH 2,306.5
0.618 2,300.0
0.500 2,298.0
0.382 2,295.9
LOW 2,289.4
0.618 2,278.8
1.000 2,272.3
1.618 2,261.7
2.618 2,244.6
4.250 2,216.7
Fisher Pivots for day following 18-Aug-2025
Pivot 1 day 3 day
R1 2,300.4 2,309.4
PP 2,299.2 2,306.8
S1 2,298.0 2,304.2

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

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