CME E-mini Russell 2000 Index Futures September 2025


Trading Metrics calculated at close of trading on 30-Jun-2025
Day Change Summary
Previous Current
27-Jun-2025 30-Jun-2025 Change Change % Previous Week
Open 2,189.2 2,189.5 0.3 0.0% 2,107.6
High 2,207.0 2,203.2 -3.8 -0.2% 2,207.0
Low 2,173.6 2,186.4 12.8 0.6% 2,098.8
Close 2,188.8 2,191.7 2.9 0.1% 2,188.8
Range 33.4 16.8 -16.6 -49.7% 108.2
ATR 42.5 40.7 -1.8 -4.3% 0.0
Volume 237,301 156,936 -80,365 -33.9% 867,407
Daily Pivots for day following 30-Jun-2025
Classic Woodie Camarilla DeMark
R4 2,244.2 2,234.7 2,200.9
R3 2,227.4 2,217.9 2,196.3
R2 2,210.6 2,210.6 2,194.8
R1 2,201.1 2,201.1 2,193.2 2,205.9
PP 2,193.8 2,193.8 2,193.8 2,196.1
S1 2,184.3 2,184.3 2,190.2 2,189.1
S2 2,177.0 2,177.0 2,188.6
S3 2,160.2 2,167.5 2,187.1
S4 2,143.4 2,150.7 2,182.5
Weekly Pivots for week ending 27-Jun-2025
Classic Woodie Camarilla DeMark
R4 2,489.5 2,447.3 2,248.3
R3 2,381.3 2,339.1 2,218.6
R2 2,273.1 2,273.1 2,208.6
R1 2,230.9 2,230.9 2,198.7 2,252.0
PP 2,164.9 2,164.9 2,164.9 2,175.4
S1 2,122.7 2,122.7 2,178.9 2,143.8
S2 2,056.7 2,056.7 2,169.0
S3 1,948.5 2,014.5 2,159.0
S4 1,840.3 1,906.3 2,129.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,207.0 2,148.7 58.3 2.7% 31.3 1.4% 74% False False 165,326
10 2,207.0 2,089.8 117.2 5.3% 40.1 1.8% 87% False False 212,585
20 2,211.3 2,059.2 152.1 6.9% 38.8 1.8% 87% False False 115,463
40 2,211.3 1,993.0 218.3 10.0% 39.4 1.8% 91% False False 57,879
60 2,211.3 1,721.9 489.4 22.3% 53.4 2.4% 96% False False 38,731
80 2,211.3 1,721.9 489.4 22.3% 50.6 2.3% 96% False False 29,068
100 2,374.5 1,721.9 652.6 29.8% 44.2 2.0% 72% False False 23,255
120 2,374.5 1,721.9 652.6 29.8% 38.0 1.7% 72% False False 19,379
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.4
Narrowest range in 71 trading days
Fibonacci Retracements and Extensions
4.250 2,274.6
2.618 2,247.2
1.618 2,230.4
1.000 2,220.0
0.618 2,213.6
HIGH 2,203.2
0.618 2,196.8
0.500 2,194.8
0.382 2,192.8
LOW 2,186.4
0.618 2,176.0
1.000 2,169.6
1.618 2,159.2
2.618 2,142.4
4.250 2,115.0
Fisher Pivots for day following 30-Jun-2025
Pivot 1 day 3 day
R1 2,194.8 2,187.3
PP 2,193.8 2,182.9
S1 2,192.7 2,178.5

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

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