CME E-mini Russell 2000 Index Futures September 2025


Trading Metrics calculated at close of trading on 24-Jun-2025
Day Change Summary
Previous Current
23-Jun-2025 24-Jun-2025 Change Change % Previous Week
Open 2,107.6 2,150.2 42.6 2.0% 2,110.7
High 2,151.0 2,182.8 31.8 1.5% 2,159.4
Low 2,098.8 2,148.7 49.9 2.4% 2,089.8
Close 2,149.5 2,177.9 28.4 1.3% 2,124.9
Range 52.2 34.1 -18.1 -34.7% 69.6
ATR 45.1 44.4 -0.8 -1.7% 0.0
Volume 197,710 156,527 -41,183 -20.8% 1,101,509
Daily Pivots for day following 24-Jun-2025
Classic Woodie Camarilla DeMark
R4 2,272.1 2,259.1 2,196.7
R3 2,238.0 2,225.0 2,187.3
R2 2,203.9 2,203.9 2,184.2
R1 2,190.9 2,190.9 2,181.0 2,197.4
PP 2,169.8 2,169.8 2,169.8 2,173.1
S1 2,156.8 2,156.8 2,174.8 2,163.3
S2 2,135.7 2,135.7 2,171.6
S3 2,101.6 2,122.7 2,168.5
S4 2,067.5 2,088.6 2,159.1
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 2,182.8 2,089.8 93.0 4.3% 45.6 2.1% 95% True False 223,615
10 2,211.3 2,088.7 122.6 5.6% 44.6 2.0% 73% False False 163,169
20 2,211.3 2,059.2 152.1 7.0% 41.2 1.9% 78% False False 82,083
40 2,211.3 1,944.1 267.2 12.3% 40.7 1.9% 88% False False 41,159
60 2,211.3 1,721.9 489.4 22.5% 55.9 2.6% 93% False False 27,580
80 2,221.3 1,721.9 499.4 22.9% 50.5 2.3% 91% False False 20,692
100 2,374.5 1,721.9 652.6 30.0% 43.6 2.0% 70% False False 16,554
120 2,374.5 1,721.9 652.6 30.0% 37.0 1.7% 70% False False 13,795
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 8.4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,327.7
2.618 2,272.1
1.618 2,238.0
1.000 2,216.9
0.618 2,203.9
HIGH 2,182.8
0.618 2,169.8
0.500 2,165.8
0.382 2,161.7
LOW 2,148.7
0.618 2,127.6
1.000 2,114.6
1.618 2,093.5
2.618 2,059.4
4.250 2,003.8
Fisher Pivots for day following 24-Jun-2025
Pivot 1 day 3 day
R1 2,173.9 2,164.0
PP 2,169.8 2,150.2
S1 2,165.8 2,136.3

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

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