CME E-mini Russell 2000 Index Futures December 2025


Trading Metrics calculated at close of trading on 24-Sep-2025
Day Change Summary
Previous Current
23-Sep-2025 24-Sep-2025 Change Change % Previous Week
Open 2,481.8 2,476.4 -5.4 -0.2% 2,416.1
High 2,510.3 2,484.1 -26.2 -1.0% 2,498.6
Low 2,472.4 2,453.0 -19.4 -0.8% 2,405.7
Close 2,477.0 2,454.1 -22.9 -0.9% 2,466.3
Range 37.9 31.1 -6.8 -17.9% 92.9
ATR 39.2 38.6 -0.6 -1.5% 0.0
Volume 196,596 154,628 -41,968 -21.3% 1,455,940
Daily Pivots for day following 24-Sep-2025
Classic Woodie Camarilla DeMark
R4 2,557.0 2,536.7 2,471.2
R3 2,525.9 2,505.6 2,462.7
R2 2,494.8 2,494.8 2,459.8
R1 2,474.5 2,474.5 2,457.0 2,469.1
PP 2,463.7 2,463.7 2,463.7 2,461.1
S1 2,443.4 2,443.4 2,451.2 2,438.0
S2 2,432.6 2,432.6 2,448.4
S3 2,401.5 2,412.3 2,445.5
S4 2,370.4 2,381.2 2,437.0
Weekly Pivots for week ending 19-Sep-2025
Classic Woodie Camarilla DeMark
R4 2,735.6 2,693.8 2,517.4
R3 2,642.7 2,600.9 2,491.8
R2 2,549.8 2,549.8 2,483.3
R1 2,508.0 2,508.0 2,474.8 2,528.9
PP 2,456.9 2,456.9 2,456.9 2,467.3
S1 2,415.1 2,415.1 2,457.8 2,436.0
S2 2,364.0 2,364.0 2,449.3
S3 2,271.1 2,322.2 2,440.8
S4 2,178.2 2,229.3 2,415.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,510.3 2,428.3 82.0 3.3% 41.3 1.7% 31% False False 213,540
10 2,510.3 2,389.7 120.6 4.9% 39.9 1.6% 53% False False 213,026
20 2,510.3 2,344.5 165.8 6.8% 36.5 1.5% 66% False False 107,541
40 2,510.3 2,163.1 347.2 14.1% 39.3 1.6% 84% False False 53,925
60 2,510.3 2,163.1 347.2 14.1% 38.6 1.6% 84% False False 35,992
80 2,510.3 2,081.8 428.5 17.5% 35.3 1.4% 87% False False 27,002
100 2,510.3 2,017.9 492.4 20.1% 31.3 1.3% 89% False False 21,602
120 2,510.3 1,756.9 753.4 30.7% 33.8 1.4% 93% False False 18,002
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 7.8
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,616.3
2.618 2,565.5
1.618 2,534.4
1.000 2,515.2
0.618 2,503.3
HIGH 2,484.1
0.618 2,472.2
0.500 2,468.6
0.382 2,464.9
LOW 2,453.0
0.618 2,433.8
1.000 2,421.9
1.618 2,402.7
2.618 2,371.6
4.250 2,320.8
Fisher Pivots for day following 24-Sep-2025
Pivot 1 day 3 day
R1 2,468.6 2,479.3
PP 2,463.7 2,470.9
S1 2,458.9 2,462.5

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

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