CME E-mini Russell 2000 Index Futures December 2025


Trading Metrics calculated at close of trading on 17-Sep-2025
Day Change Summary
Previous Current
16-Sep-2025 17-Sep-2025 Change Change % Previous Week
Open 2,422.4 2,424.2 1.8 0.1% 2,406.4
High 2,432.7 2,481.5 48.8 2.0% 2,442.8
Low 2,405.7 2,407.9 2.2 0.1% 2,387.6
Close 2,420.3 2,427.0 6.7 0.3% 2,416.2
Range 27.0 73.6 46.6 172.6% 55.2
ATR 34.9 37.7 2.8 7.9% 0.0
Volume 283,945 333,932 49,987 17.6% 129,624
Daily Pivots for day following 17-Sep-2025
Classic Woodie Camarilla DeMark
R4 2,659.6 2,616.9 2,467.5
R3 2,586.0 2,543.3 2,447.2
R2 2,512.4 2,512.4 2,440.5
R1 2,469.7 2,469.7 2,433.7 2,491.1
PP 2,438.8 2,438.8 2,438.8 2,449.5
S1 2,396.1 2,396.1 2,420.3 2,417.5
S2 2,365.2 2,365.2 2,413.5
S3 2,291.6 2,322.5 2,406.8
S4 2,218.0 2,248.9 2,386.5
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 2,481.5 2,389.7 91.8 3.8% 38.6 1.6% 41% True False 212,512
10 2,481.5 2,370.8 110.7 4.6% 36.2 1.5% 51% True False 107,948
20 2,481.5 2,275.0 206.5 8.5% 37.2 1.5% 74% True False 54,242
40 2,481.5 2,163.1 318.4 13.1% 37.8 1.6% 83% True False 27,248
60 2,481.5 2,163.1 318.4 13.1% 37.6 1.5% 83% True False 18,202
80 2,481.5 2,023.1 458.4 18.9% 34.9 1.4% 88% True False 13,656
100 2,481.5 1,975.4 506.1 20.9% 30.1 1.2% 89% True False 10,925
120 2,481.5 1,756.9 724.6 29.9% 33.1 1.4% 92% True False 9,104
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 7.2
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 2,794.3
2.618 2,674.2
1.618 2,600.6
1.000 2,555.1
0.618 2,527.0
HIGH 2,481.5
0.618 2,453.4
0.500 2,444.7
0.382 2,436.0
LOW 2,407.9
0.618 2,362.4
1.000 2,334.3
1.618 2,288.8
2.618 2,215.2
4.250 2,095.1
Fisher Pivots for day following 17-Sep-2025
Pivot 1 day 3 day
R1 2,444.7 2,443.6
PP 2,438.8 2,438.1
S1 2,432.9 2,432.5

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

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