CME E-mini Russell 2000 Index Futures September 2025


Trading Metrics calculated at close of trading on 08-May-2025
Day Change Summary
Previous Current
07-May-2025 08-May-2025 Change Change % Previous Week
Open 2,006.0 2,023.6 17.6 0.9% 1,974.3
High 2,027.5 2,063.9 36.4 1.8% 2,049.6
Low 1,997.0 2,009.8 12.8 0.6% 1,944.1
Close 2,010.9 2,049.2 38.3 1.9% 2,042.7
Range 30.5 54.1 23.6 77.4% 105.5
ATR 56.4 56.2 -0.2 -0.3% 0.0
Volume 261 159 -102 -39.1% 1,569
Daily Pivots for day following 08-May-2025
Classic Woodie Camarilla DeMark
R4 2,203.3 2,180.3 2,079.0
R3 2,149.2 2,126.2 2,064.1
R2 2,095.1 2,095.1 2,059.1
R1 2,072.1 2,072.1 2,054.2 2,083.6
PP 2,041.0 2,041.0 2,041.0 2,046.7
S1 2,018.0 2,018.0 2,044.2 2,029.5
S2 1,986.9 1,986.9 2,039.3
S3 1,932.8 1,963.9 2,034.3
S4 1,878.7 1,909.8 2,019.4
Weekly Pivots for week ending 02-May-2025
Classic Woodie Camarilla DeMark
R4 2,328.6 2,291.2 2,100.7
R3 2,223.1 2,185.7 2,071.7
R2 2,117.6 2,117.6 2,062.0
R1 2,080.2 2,080.2 2,052.4 2,098.9
PP 2,012.1 2,012.1 2,012.1 2,021.5
S1 1,974.7 1,974.7 2,033.0 1,993.4
S2 1,906.6 1,906.6 2,023.4
S3 1,801.1 1,869.2 2,013.7
S4 1,695.6 1,763.7 1,984.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,063.9 1,993.0 70.9 3.5% 39.3 1.9% 79% True False 169
10 2,063.9 1,944.1 119.8 5.8% 40.1 2.0% 88% True False 226
20 2,063.9 1,808.2 255.7 12.5% 51.1 2.5% 94% True False 306
40 2,144.3 1,721.9 422.4 20.6% 62.0 3.0% 77% False False 277
60 2,343.4 1,721.9 621.5 30.3% 49.8 2.4% 53% False False 186
80 2,374.5 1,721.9 652.6 31.8% 39.8 1.9% 50% False False 139
100 2,433.7 1,721.9 711.8 34.7% 31.8 1.6% 46% False False 111
120 2,525.5 1,721.9 803.6 39.2% 26.5 1.3% 41% False False 93
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 11.1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,293.8
2.618 2,205.5
1.618 2,151.4
1.000 2,118.0
0.618 2,097.3
HIGH 2,063.9
0.618 2,043.2
0.500 2,036.9
0.382 2,030.5
LOW 2,009.8
0.618 1,976.4
1.000 1,955.7
1.618 1,922.3
2.618 1,868.2
4.250 1,779.9
Fisher Pivots for day following 08-May-2025
Pivot 1 day 3 day
R1 2,045.1 2,042.3
PP 2,041.0 2,035.4
S1 2,036.9 2,028.5

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

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