CME E-mini Russell 2000 Index Futures September 2025


Trading Metrics calculated at close of trading on 20-Aug-2025
Day Change Summary
Previous Current
19-Aug-2025 20-Aug-2025 Change Change % Previous Week
Open 2,301.6 2,283.9 -17.7 -0.8% 2,233.7
High 2,311.4 2,286.8 -24.6 -1.1% 2,338.1
Low 2,278.1 2,257.8 -20.3 -0.9% 2,220.3
Close 2,283.6 2,274.8 -8.8 -0.4% 2,292.7
Range 33.3 29.0 -4.3 -12.9% 117.8
ATR 39.5 38.8 -0.8 -1.9% 0.0
Volume 135,375 146,274 10,899 8.1% 995,573
Daily Pivots for day following 20-Aug-2025
Classic Woodie Camarilla DeMark
R4 2,360.1 2,346.5 2,290.8
R3 2,331.1 2,317.5 2,282.8
R2 2,302.1 2,302.1 2,280.1
R1 2,288.5 2,288.5 2,277.5 2,280.8
PP 2,273.1 2,273.1 2,273.1 2,269.3
S1 2,259.5 2,259.5 2,272.1 2,251.8
S2 2,244.1 2,244.1 2,269.5
S3 2,215.1 2,230.5 2,266.8
S4 2,186.1 2,201.5 2,258.9
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 2,337.0 2,257.8 79.2 3.5% 34.0 1.5% 21% False True 159,207
10 2,338.1 2,208.1 130.0 5.7% 37.3 1.6% 51% False False 169,982
20 2,338.1 2,146.8 191.3 8.4% 39.1 1.7% 67% False False 179,423
40 2,338.1 2,146.8 191.3 8.4% 39.0 1.7% 67% False False 168,945
60 2,338.1 2,059.2 278.9 12.3% 39.7 1.7% 77% False False 139,991
80 2,338.1 1,944.1 394.0 17.3% 39.8 1.8% 84% False False 105,052
100 2,338.1 1,721.9 616.2 27.1% 49.2 2.2% 90% False False 84,126
120 2,338.1 1,721.9 616.2 27.1% 46.6 2.0% 90% False False 70,110
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 6.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,410.1
2.618 2,362.7
1.618 2,333.7
1.000 2,315.8
0.618 2,304.7
HIGH 2,286.8
0.618 2,275.7
0.500 2,272.3
0.382 2,268.9
LOW 2,257.8
0.618 2,239.9
1.000 2,228.8
1.618 2,210.9
2.618 2,181.9
4.250 2,134.6
Fisher Pivots for day following 20-Aug-2025
Pivot 1 day 3 day
R1 2,274.0 2,284.6
PP 2,273.1 2,281.3
S1 2,272.3 2,278.1

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

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