CME E-mini Russell 2000 Index Futures December 2025


Trading Metrics calculated at close of trading on 11-Sep-2025
Day Change Summary
Previous Current
10-Sep-2025 11-Sep-2025 Change Change % Previous Week
Open 2,396.6 2,397.3 0.7 0.0% 2,390.4
High 2,418.0 2,442.8 24.8 1.0% 2,431.7
Low 2,388.2 2,389.7 1.5 0.1% 2,344.5
Close 2,397.7 2,441.3 43.6 1.8% 2,411.3
Range 29.8 53.1 23.3 78.2% 87.2
ATR 36.6 37.8 1.2 3.2% 0.0
Volume 5,918 16,303 10,385 175.5% 5,519
Daily Pivots for day following 11-Sep-2025
Classic Woodie Camarilla DeMark
R4 2,583.9 2,565.7 2,470.5
R3 2,530.8 2,512.6 2,455.9
R2 2,477.7 2,477.7 2,451.0
R1 2,459.5 2,459.5 2,446.2 2,468.6
PP 2,424.6 2,424.6 2,424.6 2,429.2
S1 2,406.4 2,406.4 2,436.4 2,415.5
S2 2,371.5 2,371.5 2,431.6
S3 2,318.4 2,353.3 2,426.7
S4 2,265.3 2,300.2 2,412.1
Weekly Pivots for week ending 05-Sep-2025
Classic Woodie Camarilla DeMark
R4 2,657.4 2,621.6 2,459.3
R3 2,570.2 2,534.4 2,435.3
R2 2,483.0 2,483.0 2,427.3
R1 2,447.2 2,447.2 2,419.3 2,465.1
PP 2,395.8 2,395.8 2,395.8 2,404.8
S1 2,360.0 2,360.0 2,403.3 2,377.9
S2 2,308.6 2,308.6 2,395.3
S3 2,221.4 2,272.8 2,387.3
S4 2,134.2 2,185.6 2,363.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,442.8 2,383.7 59.1 2.4% 38.0 1.6% 97% True False 6,402
10 2,442.8 2,344.5 98.3 4.0% 35.6 1.5% 98% True False 3,654
20 2,442.8 2,275.0 167.8 6.9% 37.2 1.5% 99% True False 1,970
40 2,442.8 2,163.1 279.7 11.5% 37.8 1.5% 99% True False 1,104
60 2,442.8 2,109.1 333.7 13.7% 37.8 1.5% 100% True False 770
80 2,442.8 2,023.1 419.7 17.2% 33.8 1.4% 100% True False 578
100 2,442.8 1,875.3 567.5 23.2% 29.2 1.2% 100% True False 462
120 2,442.8 1,756.9 685.9 28.1% 32.1 1.3% 100% True False 385
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.3
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 2,668.5
2.618 2,581.8
1.618 2,528.7
1.000 2,495.9
0.618 2,475.6
HIGH 2,442.8
0.618 2,422.5
0.500 2,416.3
0.382 2,410.0
LOW 2,389.7
0.618 2,356.9
1.000 2,336.6
1.618 2,303.8
2.618 2,250.7
4.250 2,164.0
Fisher Pivots for day following 11-Sep-2025
Pivot 1 day 3 day
R1 2,433.0 2,432.6
PP 2,424.6 2,423.9
S1 2,416.3 2,415.2

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

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