CME E-mini Russell 2000 Index Futures September 2025


Trading Metrics calculated at close of trading on 05-Sep-2025
Day Change Summary
Previous Current
04-Sep-2025 05-Sep-2025 Change Change % Previous Week
Open 2,357.4 2,382.0 24.6 1.0% 2,373.0
High 2,385.3 2,413.5 28.2 1.2% 2,413.5
Low 2,352.9 2,365.6 12.7 0.5% 2,326.1
Close 2,383.3 2,393.5 10.2 0.4% 2,393.5
Range 32.4 47.9 15.5 47.8% 87.4
ATR 38.3 39.0 0.7 1.8% 0.0
Volume 146,052 245,143 99,091 67.8% 783,154
Daily Pivots for day following 05-Sep-2025
Classic Woodie Camarilla DeMark
R4 2,534.6 2,511.9 2,419.8
R3 2,486.7 2,464.0 2,406.7
R2 2,438.8 2,438.8 2,402.3
R1 2,416.1 2,416.1 2,397.9 2,427.5
PP 2,390.9 2,390.9 2,390.9 2,396.5
S1 2,368.2 2,368.2 2,389.1 2,379.6
S2 2,343.0 2,343.0 2,384.7
S3 2,295.1 2,320.3 2,380.3
S4 2,247.2 2,272.4 2,367.2
Weekly Pivots for week ending 05-Sep-2025
Classic Woodie Camarilla DeMark
R4 2,639.9 2,604.1 2,441.6
R3 2,552.5 2,516.7 2,417.5
R2 2,465.1 2,465.1 2,409.5
R1 2,429.3 2,429.3 2,401.5 2,447.2
PP 2,377.7 2,377.7 2,377.7 2,386.7
S1 2,341.9 2,341.9 2,385.5 2,359.8
S2 2,290.3 2,290.3 2,377.5
S3 2,202.9 2,254.5 2,369.5
S4 2,115.5 2,167.1 2,345.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,413.5 2,326.1 87.4 3.7% 38.1 1.6% 77% True False 189,889
10 2,413.5 2,274.6 138.9 5.8% 41.3 1.7% 86% True False 182,911
20 2,413.5 2,219.8 193.7 8.1% 38.3 1.6% 90% True False 174,855
40 2,413.5 2,146.8 266.7 11.1% 39.6 1.7% 93% True False 177,116
60 2,413.5 2,088.7 324.8 13.6% 40.3 1.7% 94% True False 172,625
80 2,413.5 1,999.4 414.1 17.3% 39.3 1.6% 95% True False 129,692
100 2,413.5 1,844.4 569.1 23.8% 40.6 1.7% 96% True False 103,811
120 2,413.5 1,721.9 691.6 28.9% 47.1 2.0% 97% True False 86,557
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 9.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,617.1
2.618 2,538.9
1.618 2,491.0
1.000 2,461.4
0.618 2,443.1
HIGH 2,413.5
0.618 2,395.2
0.500 2,389.6
0.382 2,383.9
LOW 2,365.6
0.618 2,336.0
1.000 2,317.7
1.618 2,288.1
2.618 2,240.2
4.250 2,162.0
Fisher Pivots for day following 05-Sep-2025
Pivot 1 day 3 day
R1 2,392.2 2,387.7
PP 2,390.9 2,381.8
S1 2,389.6 2,376.0

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

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