CME E-mini Russell 2000 Index Futures September 2025


Trading Metrics calculated at close of trading on 01-Jul-2025
Day Change Summary
Previous Current
30-Jun-2025 01-Jul-2025 Change Change % Previous Week
Open 2,189.5 2,188.5 -1.0 0.0% 2,107.6
High 2,203.2 2,238.8 35.6 1.6% 2,207.0
Low 2,186.4 2,174.0 -12.4 -0.6% 2,098.8
Close 2,191.7 2,213.4 21.7 1.0% 2,188.8
Range 16.8 64.8 48.0 285.7% 108.2
ATR 40.7 42.4 1.7 4.2% 0.0
Volume 156,936 220,243 63,307 40.3% 867,407
Daily Pivots for day following 01-Jul-2025
Classic Woodie Camarilla DeMark
R4 2,403.1 2,373.1 2,249.0
R3 2,338.3 2,308.3 2,231.2
R2 2,273.5 2,273.5 2,225.3
R1 2,243.5 2,243.5 2,219.3 2,258.5
PP 2,208.7 2,208.7 2,208.7 2,216.3
S1 2,178.7 2,178.7 2,207.5 2,193.7
S2 2,143.9 2,143.9 2,201.5
S3 2,079.1 2,113.9 2,195.6
S4 2,014.3 2,049.1 2,177.8
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 2,238.8 2,149.2 89.6 4.0% 37.4 1.7% 72% True False 178,069
10 2,238.8 2,089.8 149.0 6.7% 41.5 1.9% 83% True False 200,842
20 2,238.8 2,070.9 167.9 7.6% 40.3 1.8% 85% True False 126,459
40 2,238.8 1,993.0 245.8 11.1% 39.6 1.8% 90% True False 63,378
60 2,238.8 1,721.9 516.9 23.4% 53.4 2.4% 95% True False 42,392
80 2,238.8 1,721.9 516.9 23.4% 51.3 2.3% 95% True False 31,821
100 2,374.5 1,721.9 652.6 29.5% 44.8 2.0% 75% False False 25,457
120 2,374.5 1,721.9 652.6 29.5% 38.5 1.7% 75% False False 21,214
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 9.2
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2,514.2
2.618 2,408.4
1.618 2,343.6
1.000 2,303.6
0.618 2,278.8
HIGH 2,238.8
0.618 2,214.0
0.500 2,206.4
0.382 2,198.8
LOW 2,174.0
0.618 2,134.0
1.000 2,109.2
1.618 2,069.2
2.618 2,004.4
4.250 1,898.6
Fisher Pivots for day following 01-Jul-2025
Pivot 1 day 3 day
R1 2,211.1 2,211.0
PP 2,208.7 2,208.6
S1 2,206.4 2,206.2

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

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