CME E-mini Russell 2000 Index Futures December 2025


Trading Metrics calculated at close of trading on 29-Sep-2025
Day Change Summary
Previous Current
26-Sep-2025 29-Sep-2025 Change Change % Previous Week
Open 2,431.7 2,449.2 17.5 0.7% 2,469.5
High 2,453.0 2,468.7 15.7 0.6% 2,510.3
Low 2,420.9 2,443.5 22.6 0.9% 2,412.1
Close 2,450.4 2,450.8 0.4 0.0% 2,450.4
Range 32.1 25.2 -6.9 -21.5% 98.2
ATR 39.0 38.0 -1.0 -2.5% 0.0
Volume 161,542 145,804 -15,738 -9.7% 913,014
Daily Pivots for day following 29-Sep-2025
Classic Woodie Camarilla DeMark
R4 2,529.9 2,515.6 2,464.7
R3 2,504.7 2,490.4 2,457.7
R2 2,479.5 2,479.5 2,455.4
R1 2,465.2 2,465.2 2,453.1 2,472.4
PP 2,454.3 2,454.3 2,454.3 2,457.9
S1 2,440.0 2,440.0 2,448.5 2,447.2
S2 2,429.1 2,429.1 2,446.2
S3 2,403.9 2,414.8 2,443.9
S4 2,378.7 2,389.6 2,436.9
Weekly Pivots for week ending 26-Sep-2025
Classic Woodie Camarilla DeMark
R4 2,752.2 2,699.5 2,504.4
R3 2,654.0 2,601.3 2,477.4
R2 2,555.8 2,555.8 2,468.4
R1 2,503.1 2,503.1 2,459.4 2,480.4
PP 2,457.6 2,457.6 2,457.6 2,446.2
S1 2,404.9 2,404.9 2,441.4 2,382.2
S2 2,359.4 2,359.4 2,432.4
S3 2,261.2 2,306.7 2,423.4
S4 2,163.0 2,208.5 2,396.4
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% 35.5 1.4% 39% False False 170,434
10 2,510.3 2,405.7 104.6 4.3% 41.5 1.7% 43% False False 218,652
20 2,510.3 2,344.5 165.8 6.8% 37.9 1.5% 64% False False 132,495
40 2,510.3 2,184.9 325.4 13.3% 38.1 1.6% 82% False False 66,420
60 2,510.3 2,163.1 347.2 14.2% 38.3 1.6% 83% False False 44,335
80 2,510.3 2,109.1 401.2 16.4% 35.6 1.5% 85% False False 33,264
100 2,510.3 2,023.1 487.2 19.9% 32.4 1.3% 88% False False 26,611
120 2,510.3 1,756.9 753.4 30.7% 32.4 1.3% 92% False False 22,176
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 9.0
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 2,575.8
2.618 2,534.7
1.618 2,509.5
1.000 2,493.9
0.618 2,484.3
HIGH 2,468.7
0.618 2,459.1
0.500 2,456.1
0.382 2,453.1
LOW 2,443.5
0.618 2,427.9
1.000 2,418.3
1.618 2,402.7
2.618 2,377.5
4.250 2,336.4
Fisher Pivots for day following 29-Sep-2025
Pivot 1 day 3 day
R1 2,456.1 2,447.3
PP 2,454.3 2,443.9
S1 2,452.6 2,440.4

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

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