CME E-mini Russell 2000 Index Futures September 2025


Trading Metrics calculated at close of trading on 19-Aug-2025
Day Change Summary
Previous Current
18-Aug-2025 19-Aug-2025 Change Change % Previous Week
Open 2,289.5 2,301.6 12.1 0.5% 2,233.7
High 2,306.5 2,311.4 4.9 0.2% 2,338.1
Low 2,289.4 2,278.1 -11.3 -0.5% 2,220.3
Close 2,301.6 2,283.6 -18.0 -0.8% 2,292.7
Range 17.1 33.3 16.2 94.7% 117.8
ATR 40.0 39.5 -0.5 -1.2% 0.0
Volume 103,982 135,375 31,393 30.2% 995,573
Daily Pivots for day following 19-Aug-2025
Classic Woodie Camarilla DeMark
R4 2,390.9 2,370.6 2,301.9
R3 2,357.6 2,337.3 2,292.8
R2 2,324.3 2,324.3 2,289.7
R1 2,304.0 2,304.0 2,286.7 2,297.5
PP 2,291.0 2,291.0 2,291.0 2,287.8
S1 2,270.7 2,270.7 2,280.5 2,264.2
S2 2,257.7 2,257.7 2,277.5
S3 2,224.4 2,237.4 2,274.4
S4 2,191.1 2,204.1 2,265.3
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 2,278.1 60.0 2.6% 37.8 1.7% 9% False True 172,856
10 2,338.1 2,208.1 130.0 5.7% 37.9 1.7% 58% False False 171,832
20 2,338.1 2,146.8 191.3 8.4% 39.4 1.7% 72% False False 181,144
40 2,338.1 2,146.8 191.3 8.4% 39.1 1.7% 72% False False 169,201
60 2,338.1 1,999.4 338.7 14.8% 40.5 1.8% 84% False False 137,556
80 2,338.1 1,944.1 394.0 17.3% 39.8 1.7% 86% False False 103,225
100 2,338.1 1,721.9 616.2 27.0% 49.1 2.2% 91% False False 82,664
120 2,338.1 1,721.9 616.2 27.0% 46.7 2.0% 91% False False 68,891
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,452.9
2.618 2,398.6
1.618 2,365.3
1.000 2,344.7
0.618 2,332.0
HIGH 2,311.4
0.618 2,298.7
0.500 2,294.8
0.382 2,290.8
LOW 2,278.1
0.618 2,257.5
1.000 2,244.8
1.618 2,224.2
2.618 2,190.9
4.250 2,136.6
Fisher Pivots for day following 19-Aug-2025
Pivot 1 day 3 day
R1 2,294.8 2,298.9
PP 2,291.0 2,293.8
S1 2,287.3 2,288.7

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

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