CME E-mini Russell 2000 Index Futures September 2025


Trading Metrics calculated at close of trading on 03-Sep-2025
Day Change Summary
Previous Current
02-Sep-2025 03-Sep-2025 Change Change % Previous Week
Open 2,373.0 2,353.0 -20.0 -0.8% 2,369.3
High 2,376.5 2,370.1 -6.4 -0.3% 2,398.6
Low 2,326.1 2,338.4 12.3 0.5% 2,330.8
Close 2,357.0 2,353.7 -3.3 -0.1% 2,369.8
Range 50.4 31.7 -18.7 -37.1% 67.8
ATR 39.3 38.8 -0.5 -1.4% 0.0
Volume 216,532 175,427 -41,105 -19.0% 755,680
Daily Pivots for day following 03-Sep-2025
Classic Woodie Camarilla DeMark
R4 2,449.2 2,433.1 2,371.1
R3 2,417.5 2,401.4 2,362.4
R2 2,385.8 2,385.8 2,359.5
R1 2,369.7 2,369.7 2,356.6 2,377.8
PP 2,354.1 2,354.1 2,354.1 2,358.1
S1 2,338.0 2,338.0 2,350.8 2,346.1
S2 2,322.4 2,322.4 2,347.9
S3 2,290.7 2,306.3 2,345.0
S4 2,259.0 2,274.6 2,336.3
Weekly Pivots for week ending 29-Aug-2025
Classic Woodie Camarilla DeMark
R4 2,569.8 2,537.6 2,407.1
R3 2,502.0 2,469.8 2,388.4
R2 2,434.2 2,434.2 2,382.2
R1 2,402.0 2,402.0 2,376.0 2,418.1
PP 2,366.4 2,366.4 2,366.4 2,374.5
S1 2,334.2 2,334.2 2,363.6 2,350.3
S2 2,298.6 2,298.6 2,357.4
S3 2,230.8 2,266.4 2,351.2
S4 2,163.0 2,198.6 2,332.5
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 2,326.1 72.5 3.1% 32.7 1.4% 38% False False 168,765
10 2,398.6 2,257.8 140.8 6.0% 38.8 1.6% 68% False False 172,888
20 2,398.6 2,208.1 190.5 8.1% 38.3 1.6% 76% False False 172,360
40 2,398.6 2,146.8 251.8 10.7% 39.3 1.7% 82% False False 174,637
60 2,398.6 2,088.7 309.9 13.2% 39.8 1.7% 86% False False 166,230
80 2,398.6 1,999.4 399.2 17.0% 39.7 1.7% 89% False False 124,808
100 2,398.6 1,808.2 590.4 25.1% 42.0 1.8% 92% False False 99,907
120 2,398.6 1,721.9 676.7 28.8% 47.1 2.0% 93% False False 83,298
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,504.8
2.618 2,453.1
1.618 2,421.4
1.000 2,401.8
0.618 2,389.7
HIGH 2,370.1
0.618 2,358.0
0.500 2,354.3
0.382 2,350.5
LOW 2,338.4
0.618 2,318.8
1.000 2,306.7
1.618 2,287.1
2.618 2,255.4
4.250 2,203.7
Fisher Pivots for day following 03-Sep-2025
Pivot 1 day 3 day
R1 2,354.3 2,358.3
PP 2,354.1 2,356.8
S1 2,353.9 2,355.2

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

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