CME E-mini Russell 2000 Index Futures September 2025


Trading Metrics calculated at close of trading on 28-Aug-2025
Day Change Summary
Previous Current
27-Aug-2025 28-Aug-2025 Change Change % Previous Week
Open 2,365.1 2,381.4 16.3 0.7% 2,289.5
High 2,383.0 2,398.6 15.6 0.7% 2,374.9
Low 2,355.0 2,373.3 18.3 0.8% 2,257.8
Close 2,379.7 2,382.2 2.5 0.1% 2,368.9
Range 28.0 25.3 -2.7 -9.6% 117.1
ATR 40.3 39.2 -1.1 -2.7% 0.0
Volume 140,526 145,046 4,520 3.2% 820,600
Daily Pivots for day following 28-Aug-2025
Classic Woodie Camarilla DeMark
R4 2,460.6 2,446.7 2,396.1
R3 2,435.3 2,421.4 2,389.2
R2 2,410.0 2,410.0 2,386.8
R1 2,396.1 2,396.1 2,384.5 2,403.1
PP 2,384.7 2,384.7 2,384.7 2,388.2
S1 2,370.8 2,370.8 2,379.9 2,377.8
S2 2,359.4 2,359.4 2,377.6
S3 2,334.1 2,345.5 2,375.2
S4 2,308.8 2,320.2 2,368.3
Weekly Pivots for week ending 22-Aug-2025
Classic Woodie Camarilla DeMark
R4 2,685.2 2,644.1 2,433.3
R3 2,568.1 2,527.0 2,401.1
R2 2,451.0 2,451.0 2,390.4
R1 2,409.9 2,409.9 2,379.6 2,430.5
PP 2,333.9 2,333.9 2,333.9 2,344.1
S1 2,292.8 2,292.8 2,358.2 2,313.4
S2 2,216.8 2,216.8 2,347.4
S3 2,099.7 2,175.7 2,336.7
S4 1,982.6 2,058.6 2,304.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,398.6 2,274.6 124.0 5.2% 44.5 1.9% 87% True False 175,932
10 2,398.6 2,257.8 140.8 5.9% 36.6 1.5% 88% True False 157,649
20 2,398.6 2,146.8 251.8 10.6% 41.2 1.7% 93% True False 179,217
40 2,398.6 2,146.8 251.8 10.6% 39.5 1.7% 93% True False 173,058
60 2,398.6 2,088.7 309.9 13.0% 39.5 1.7% 95% True False 157,002
80 2,398.6 1,993.0 405.6 17.0% 39.8 1.7% 96% True False 117,836
100 2,398.6 1,721.9 676.7 28.4% 46.9 2.0% 98% True False 94,347
120 2,398.6 1,721.9 676.7 28.4% 47.3 2.0% 98% True False 78,646
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8.0
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2,506.1
2.618 2,464.8
1.618 2,439.5
1.000 2,423.9
0.618 2,414.2
HIGH 2,398.6
0.618 2,388.9
0.500 2,386.0
0.382 2,383.0
LOW 2,373.3
0.618 2,357.7
1.000 2,348.0
1.618 2,332.4
2.618 2,307.1
4.250 2,265.8
Fisher Pivots for day following 28-Aug-2025
Pivot 1 day 3 day
R1 2,386.0 2,376.4
PP 2,384.7 2,370.5
S1 2,383.5 2,364.7

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

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