CME E-mini Russell 2000 Index Futures December 2025


Trading Metrics calculated at close of trading on 18-Sep-2025
Day Change Summary
Previous Current
17-Sep-2025 18-Sep-2025 Change Change % Previous Week
Open 2,424.2 2,428.8 4.6 0.2% 2,406.4
High 2,481.5 2,491.7 10.2 0.4% 2,442.8
Low 2,407.9 2,428.3 20.4 0.8% 2,387.6
Close 2,427.0 2,487.5 60.5 2.5% 2,416.2
Range 73.6 63.4 -10.2 -13.9% 55.2
ATR 37.7 39.6 1.9 5.1% 0.0
Volume 333,932 259,241 -74,691 -22.4% 129,624
Daily Pivots for day following 18-Sep-2025
Classic Woodie Camarilla DeMark
R4 2,659.4 2,636.8 2,522.4
R3 2,596.0 2,573.4 2,504.9
R2 2,532.6 2,532.6 2,499.1
R1 2,510.0 2,510.0 2,493.3 2,521.3
PP 2,469.2 2,469.2 2,469.2 2,474.8
S1 2,446.6 2,446.6 2,481.7 2,457.9
S2 2,405.8 2,405.8 2,475.9
S3 2,342.4 2,383.2 2,470.1
S4 2,279.0 2,319.8 2,452.6
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 2,491.7 2,405.7 86.0 3.5% 40.6 1.6% 95% True False 261,100
10 2,491.7 2,383.7 108.0 4.3% 39.3 1.6% 96% True False 133,751
20 2,491.7 2,275.7 216.0 8.7% 39.0 1.6% 98% True False 67,188
40 2,491.7 2,163.1 328.6 13.2% 38.7 1.6% 99% True False 33,725
60 2,491.7 2,163.1 328.6 13.2% 38.2 1.5% 99% True False 22,521
80 2,491.7 2,081.8 409.9 16.5% 35.0 1.4% 99% True False 16,897
100 2,491.7 1,975.4 516.3 20.8% 30.6 1.2% 99% True False 13,517
120 2,491.7 1,756.9 734.8 29.5% 33.6 1.4% 99% True False 11,265
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,761.2
2.618 2,657.7
1.618 2,594.3
1.000 2,555.1
0.618 2,530.9
HIGH 2,491.7
0.618 2,467.5
0.500 2,460.0
0.382 2,452.5
LOW 2,428.3
0.618 2,389.1
1.000 2,364.9
1.618 2,325.7
2.618 2,262.3
4.250 2,158.9
Fisher Pivots for day following 18-Sep-2025
Pivot 1 day 3 day
R1 2,478.3 2,474.6
PP 2,469.2 2,461.6
S1 2,460.0 2,448.7

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

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