CME E-mini Russell 2000 Index Futures September 2025


Trading Metrics calculated at close of trading on 15-Sep-2025
Day Change Summary
Previous Current
12-Sep-2025 15-Sep-2025 Change Change % Previous Week
Open 2,420.0 2,398.0 -22.0 -0.9% 2,391.8
High 2,420.4 2,414.6 -5.8 -0.2% 2,424.7
Low 2,396.1 2,397.6 1.5 0.1% 2,369.9
Close 2,397.9 2,407.4 9.5 0.4% 2,397.9
Range 24.3 17.0 -7.3 -30.0% 54.8
ATR 37.7 36.2 -1.5 -3.9% 0.0
Volume 220,445 290,057 69,612 31.6% 923,224
Daily Pivots for day following 15-Sep-2025
Classic Woodie Camarilla DeMark
R4 2,457.5 2,449.5 2,416.8
R3 2,440.5 2,432.5 2,412.1
R2 2,423.5 2,423.5 2,410.5
R1 2,415.5 2,415.5 2,409.0 2,419.5
PP 2,406.5 2,406.5 2,406.5 2,408.6
S1 2,398.5 2,398.5 2,405.8 2,402.5
S2 2,389.5 2,389.5 2,404.3
S3 2,372.5 2,381.5 2,402.7
S4 2,355.5 2,364.5 2,398.1
Weekly Pivots for week ending 12-Sep-2025
Classic Woodie Camarilla DeMark
R4 2,561.9 2,534.7 2,428.0
R3 2,507.1 2,479.9 2,413.0
R2 2,452.3 2,452.3 2,407.9
R1 2,425.1 2,425.1 2,402.9 2,438.7
PP 2,397.5 2,397.5 2,397.5 2,404.3
S1 2,370.3 2,370.3 2,392.9 2,383.9
S2 2,342.7 2,342.7 2,387.9
S3 2,287.9 2,315.5 2,382.8
S4 2,233.1 2,260.7 2,367.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,424.7 2,369.9 54.8 2.3% 32.3 1.3% 68% False False 211,784
10 2,424.7 2,326.1 98.6 4.1% 34.9 1.4% 82% False False 199,643
20 2,424.7 2,257.8 166.9 6.9% 35.2 1.5% 90% False False 178,635
40 2,424.7 2,146.8 277.9 11.5% 37.6 1.6% 94% False False 181,394
60 2,424.7 2,089.8 334.9 13.9% 39.0 1.6% 95% False False 175,487
80 2,424.7 1,999.4 425.3 17.7% 39.7 1.6% 96% False False 144,843
100 2,424.7 1,925.5 499.2 20.7% 39.7 1.6% 97% False False 115,927
120 2,424.7 1,721.9 702.8 29.2% 46.9 1.9% 98% False False 96,666
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.3
Narrowest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 2,486.9
2.618 2,459.1
1.618 2,442.1
1.000 2,431.6
0.618 2,425.1
HIGH 2,414.6
0.618 2,408.1
0.500 2,406.1
0.382 2,404.1
LOW 2,397.6
0.618 2,387.1
1.000 2,380.6
1.618 2,370.1
2.618 2,353.1
4.250 2,325.4
Fisher Pivots for day following 15-Sep-2025
Pivot 1 day 3 day
R1 2,407.0 2,404.1
PP 2,406.5 2,400.7
S1 2,406.1 2,397.4

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

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