CME E-mini Russell 2000 Index Futures December 2025


Trading Metrics calculated at close of trading on 12-Sep-2025
Day Change Summary
Previous Current
11-Sep-2025 12-Sep-2025 Change Change % Previous Week
Open 2,397.3 2,436.8 39.5 1.6% 2,406.4
High 2,442.8 2,436.8 -6.0 -0.2% 2,442.8
Low 2,389.7 2,415.0 25.3 1.1% 2,387.6
Close 2,441.3 2,416.2 -25.1 -1.0% 2,416.2
Range 53.1 21.8 -31.3 -58.9% 55.2
ATR 37.8 37.0 -0.8 -2.2% 0.0
Volume 16,303 100,147 83,844 514.3% 129,624
Daily Pivots for day following 12-Sep-2025
Classic Woodie Camarilla DeMark
R4 2,488.1 2,473.9 2,428.2
R3 2,466.3 2,452.1 2,422.2
R2 2,444.5 2,444.5 2,420.2
R1 2,430.3 2,430.3 2,418.2 2,426.5
PP 2,422.7 2,422.7 2,422.7 2,420.8
S1 2,408.5 2,408.5 2,414.2 2,404.7
S2 2,400.9 2,400.9 2,412.2
S3 2,379.1 2,386.7 2,410.2
S4 2,357.3 2,364.9 2,404.2
Weekly Pivots for week ending 12-Sep-2025
Classic Woodie Camarilla DeMark
R4 2,581.1 2,553.9 2,446.6
R3 2,525.9 2,498.7 2,431.4
R2 2,470.7 2,470.7 2,426.3
R1 2,443.5 2,443.5 2,421.3 2,457.1
PP 2,415.5 2,415.5 2,415.5 2,422.4
S1 2,388.3 2,388.3 2,411.1 2,401.9
S2 2,360.3 2,360.3 2,406.1
S3 2,305.1 2,333.1 2,401.0
S4 2,249.9 2,277.9 2,385.8
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 2,387.6 55.2 2.3% 32.7 1.4% 52% False False 25,924
10 2,442.8 2,344.5 98.3 4.1% 35.3 1.5% 73% False False 13,617
20 2,442.8 2,275.0 167.8 6.9% 35.6 1.5% 84% False False 6,958
40 2,442.8 2,163.1 279.7 11.6% 37.3 1.5% 90% False False 3,603
60 2,442.8 2,109.1 333.7 13.8% 38.1 1.6% 92% False False 2,439
80 2,442.8 2,023.1 419.7 17.4% 33.8 1.4% 94% False False 1,830
100 2,442.8 1,929.7 513.1 21.2% 29.3 1.2% 95% False False 1,464
120 2,442.8 1,756.9 685.9 28.4% 32.1 1.3% 96% False False 1,220
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.9
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 2,529.5
2.618 2,493.9
1.618 2,472.1
1.000 2,458.6
0.618 2,450.3
HIGH 2,436.8
0.618 2,428.5
0.500 2,425.9
0.382 2,423.3
LOW 2,415.0
0.618 2,401.5
1.000 2,393.2
1.618 2,379.7
2.618 2,357.9
4.250 2,322.4
Fisher Pivots for day following 12-Sep-2025
Pivot 1 day 3 day
R1 2,425.9 2,416.0
PP 2,422.7 2,415.7
S1 2,419.4 2,415.5

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

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