CME E-mini Russell 2000 Index Futures September 2025


Trading Metrics calculated at close of trading on 20-Jun-2025
Day Change Summary
Previous Current
18-Jun-2025 20-Jun-2025 Change Change % Previous Week
Open 2,118.8 2,130.2 11.4 0.5% 2,110.7
High 2,149.8 2,159.4 9.6 0.4% 2,159.4
Low 2,107.4 2,089.8 -17.6 -0.8% 2,089.8
Close 2,129.3 2,124.9 -4.4 -0.2% 2,124.9
Range 42.4 69.6 27.2 64.2% 69.6
ATR 42.7 44.6 1.9 4.5% 0.0
Volume 235,186 230,099 -5,087 -2.2% 1,101,509
Daily Pivots for day following 20-Jun-2025
Classic Woodie Camarilla DeMark
R4 2,333.5 2,298.8 2,163.2
R3 2,263.9 2,229.2 2,144.0
R2 2,194.3 2,194.3 2,137.7
R1 2,159.6 2,159.6 2,131.3 2,142.2
PP 2,124.7 2,124.7 2,124.7 2,116.0
S1 2,090.0 2,090.0 2,118.5 2,072.6
S2 2,055.1 2,055.1 2,112.1
S3 1,985.5 2,020.4 2,105.8
S4 1,915.9 1,950.8 2,086.6
Weekly Pivots for week ending 20-Jun-2025
Classic Woodie Camarilla DeMark
R4 2,333.5 2,298.8 2,163.2
R3 2,263.9 2,229.2 2,144.0
R2 2,194.3 2,194.3 2,137.7
R1 2,159.6 2,159.6 2,131.3 2,177.0
PP 2,124.7 2,124.7 2,124.7 2,133.4
S1 2,090.0 2,090.0 2,118.5 2,107.4
S2 2,055.1 2,055.1 2,112.1
S3 1,985.5 2,020.4 2,105.8
S4 1,915.9 1,950.8 2,086.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,159.4 2,088.7 70.7 3.3% 51.7 2.4% 51% True False 246,715
10 2,211.3 2,088.7 122.6 5.8% 42.3 2.0% 30% False False 128,100
20 2,211.3 1,999.4 211.9 10.0% 42.5 2.0% 59% False False 64,388
40 2,211.3 1,925.5 285.8 13.5% 40.8 1.9% 70% False False 32,319
60 2,211.3 1,721.9 489.4 23.0% 55.6 2.6% 82% False False 21,679
80 2,228.4 1,721.9 506.5 23.8% 50.0 2.4% 80% False False 16,264
100 2,374.5 1,721.9 652.6 30.7% 43.0 2.0% 62% False False 13,011
120 2,374.5 1,721.9 652.6 30.7% 36.3 1.7% 62% False False 10,843
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.6
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 2,455.2
2.618 2,341.6
1.618 2,272.0
1.000 2,229.0
0.618 2,202.4
HIGH 2,159.4
0.618 2,132.8
0.500 2,124.6
0.382 2,116.4
LOW 2,089.8
0.618 2,046.8
1.000 2,020.2
1.618 1,977.2
2.618 1,907.6
4.250 1,794.0
Fisher Pivots for day following 20-Jun-2025
Pivot 1 day 3 day
R1 2,124.8 2,124.8
PP 2,124.7 2,124.7
S1 2,124.6 2,124.6

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

View Archives - Comment on this page... - Back to Index of Symbols