CME E-mini Russell 2000 Index Futures December 2025


Trading Metrics calculated at close of trading on 25-Sep-2025
Day Change Summary
Previous Current
24-Sep-2025 25-Sep-2025 Change Change % Previous Week
Open 2,476.4 2,459.7 -16.7 -0.7% 2,416.1
High 2,484.1 2,463.1 -21.0 -0.8% 2,498.6
Low 2,453.0 2,412.1 -40.9 -1.7% 2,405.7
Close 2,454.1 2,430.0 -24.1 -1.0% 2,466.3
Range 31.1 51.0 19.9 64.0% 92.9
ATR 38.6 39.5 0.9 2.3% 0.0
Volume 154,628 193,600 38,972 25.2% 1,455,940
Daily Pivots for day following 25-Sep-2025
Classic Woodie Camarilla DeMark
R4 2,588.1 2,560.0 2,458.1
R3 2,537.1 2,509.0 2,444.0
R2 2,486.1 2,486.1 2,439.4
R1 2,458.0 2,458.0 2,434.7 2,446.6
PP 2,435.1 2,435.1 2,435.1 2,429.3
S1 2,407.0 2,407.0 2,425.3 2,395.6
S2 2,384.1 2,384.1 2,420.7
S3 2,333.1 2,356.0 2,416.0
S4 2,282.1 2,305.0 2,402.0
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 2,412.1 98.2 4.0% 38.8 1.6% 18% False True 200,411
10 2,510.3 2,405.7 104.6 4.3% 39.7 1.6% 23% False False 230,755
20 2,510.3 2,344.5 165.8 6.8% 37.7 1.5% 52% False False 117,205
40 2,510.3 2,163.1 347.2 14.3% 39.3 1.6% 77% False False 58,754
60 2,510.3 2,163.1 347.2 14.3% 38.4 1.6% 77% False False 39,217
80 2,510.3 2,094.8 415.5 17.1% 35.7 1.5% 81% False False 29,422
100 2,510.3 2,017.9 492.4 20.3% 31.8 1.3% 84% False False 23,538
120 2,510.3 1,756.9 753.4 31.0% 34.3 1.4% 89% False False 19,615
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.4
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,679.9
2.618 2,596.6
1.618 2,545.6
1.000 2,514.1
0.618 2,494.6
HIGH 2,463.1
0.618 2,443.6
0.500 2,437.6
0.382 2,431.6
LOW 2,412.1
0.618 2,380.6
1.000 2,361.1
1.618 2,329.6
2.618 2,278.6
4.250 2,195.4
Fisher Pivots for day following 25-Sep-2025
Pivot 1 day 3 day
R1 2,437.6 2,461.2
PP 2,435.1 2,450.8
S1 2,432.5 2,440.4

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

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