CME E-mini Russell 2000 Index Futures September 2025


Trading Metrics calculated at close of trading on 25-Jun-2025
Day Change Summary
Previous Current
24-Jun-2025 25-Jun-2025 Change Change % Previous Week
Open 2,150.2 2,176.5 26.3 1.2% 2,110.7
High 2,182.8 2,181.5 -1.3 -0.1% 2,159.4
Low 2,148.7 2,149.2 0.5 0.0% 2,089.8
Close 2,177.9 2,153.3 -24.6 -1.1% 2,124.9
Range 34.1 32.3 -1.8 -5.3% 69.6
ATR 44.4 43.5 -0.9 -1.9% 0.0
Volume 156,527 135,988 -20,539 -13.1% 1,101,509
Daily Pivots for day following 25-Jun-2025
Classic Woodie Camarilla DeMark
R4 2,258.2 2,238.1 2,171.1
R3 2,225.9 2,205.8 2,162.2
R2 2,193.6 2,193.6 2,159.2
R1 2,173.5 2,173.5 2,156.3 2,167.4
PP 2,161.3 2,161.3 2,161.3 2,158.3
S1 2,141.2 2,141.2 2,150.3 2,135.1
S2 2,129.0 2,129.0 2,147.4
S3 2,096.7 2,108.9 2,144.4
S4 2,064.4 2,076.6 2,135.5
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% 46.1 2.1% 68% False False 191,102
10 2,211.3 2,088.7 122.6 5.7% 45.1 2.1% 53% False False 176,189
20 2,211.3 2,059.2 152.1 7.1% 40.4 1.9% 62% False False 88,837
40 2,211.3 1,944.1 267.2 12.4% 40.5 1.9% 78% False False 44,555
60 2,211.3 1,721.9 489.4 22.7% 55.4 2.6% 88% False False 29,843
80 2,221.3 1,721.9 499.4 23.2% 50.9 2.4% 86% False False 22,392
100 2,374.5 1,721.9 652.6 30.3% 43.8 2.0% 66% False False 17,914
120 2,374.5 1,721.9 652.6 30.3% 37.2 1.7% 66% False False 14,928
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.3
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,318.8
2.618 2,266.1
1.618 2,233.8
1.000 2,213.8
0.618 2,201.5
HIGH 2,181.5
0.618 2,169.2
0.500 2,165.4
0.382 2,161.5
LOW 2,149.2
0.618 2,129.2
1.000 2,116.9
1.618 2,096.9
2.618 2,064.6
4.250 2,011.9
Fisher Pivots for day following 25-Jun-2025
Pivot 1 day 3 day
R1 2,165.4 2,149.1
PP 2,161.3 2,145.0
S1 2,157.3 2,140.8

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

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