CME E-mini Russell 2000 Index Futures September 2025


Trading Metrics calculated at close of trading on 16-Sep-2025
Day Change Summary
Previous Current
15-Sep-2025 16-Sep-2025 Change Change % Previous Week
Open 2,398.0 2,404.9 6.9 0.3% 2,391.8
High 2,414.6 2,414.3 -0.3 0.0% 2,424.7
Low 2,397.6 2,388.3 -9.3 -0.4% 2,369.9
Close 2,407.4 2,403.2 -4.2 -0.2% 2,397.9
Range 17.0 26.0 9.0 52.9% 54.8
ATR 36.2 35.5 -0.7 -2.0% 0.0
Volume 290,057 181,896 -108,161 -37.3% 923,224
Daily Pivots for day following 16-Sep-2025
Classic Woodie Camarilla DeMark
R4 2,479.9 2,467.6 2,417.5
R3 2,453.9 2,441.6 2,410.4
R2 2,427.9 2,427.9 2,408.0
R1 2,415.6 2,415.6 2,405.6 2,408.8
PP 2,401.9 2,401.9 2,401.9 2,398.5
S1 2,389.6 2,389.6 2,400.8 2,382.8
S2 2,375.9 2,375.9 2,398.4
S3 2,349.9 2,363.6 2,396.1
S4 2,323.9 2,337.6 2,388.9
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 2,370.0 54.7 2.3% 30.6 1.3% 61% False False 214,016
10 2,424.7 2,338.4 86.3 3.6% 32.4 1.3% 75% False False 196,179
20 2,424.7 2,257.8 166.9 6.9% 35.7 1.5% 87% False False 182,531
40 2,424.7 2,146.8 277.9 11.6% 37.5 1.6% 92% False False 182,547
60 2,424.7 2,098.8 325.9 13.6% 38.3 1.6% 93% False False 174,683
80 2,424.7 1,999.4 425.3 17.7% 39.3 1.6% 95% False False 147,109
100 2,424.7 1,925.5 499.2 20.8% 39.3 1.6% 96% False False 117,738
120 2,424.7 1,721.9 702.8 29.2% 46.9 2.0% 97% False False 98,181
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 7.9
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,524.8
2.618 2,482.4
1.618 2,456.4
1.000 2,440.3
0.618 2,430.4
HIGH 2,414.3
0.618 2,404.4
0.500 2,401.3
0.382 2,398.2
LOW 2,388.3
0.618 2,372.2
1.000 2,362.3
1.618 2,346.2
2.618 2,320.2
4.250 2,277.8
Fisher Pivots for day following 16-Sep-2025
Pivot 1 day 3 day
R1 2,402.6 2,404.4
PP 2,401.9 2,404.0
S1 2,401.3 2,403.6

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

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