CME E-mini Russell 2000 Index Futures December 2025


Trading Metrics calculated at close of trading on 30-Sep-2025
Day Change Summary
Previous Current
29-Sep-2025 30-Sep-2025 Change Change % Previous Week
Open 2,449.2 2,448.7 -0.5 0.0% 2,469.5
High 2,468.7 2,457.0 -11.7 -0.5% 2,510.3
Low 2,443.5 2,428.7 -14.8 -0.6% 2,412.1
Close 2,450.8 2,455.5 4.7 0.2% 2,450.4
Range 25.2 28.3 3.1 12.3% 98.2
ATR 38.0 37.3 -0.7 -1.8% 0.0
Volume 145,804 191,192 45,388 31.1% 913,014
Daily Pivots for day following 30-Sep-2025
Classic Woodie Camarilla DeMark
R4 2,532.0 2,522.0 2,471.1
R3 2,503.7 2,493.7 2,463.3
R2 2,475.4 2,475.4 2,460.7
R1 2,465.4 2,465.4 2,458.1 2,470.4
PP 2,447.1 2,447.1 2,447.1 2,449.6
S1 2,437.1 2,437.1 2,452.9 2,442.1
S2 2,418.8 2,418.8 2,450.3
S3 2,390.5 2,408.8 2,447.7
S4 2,362.2 2,380.5 2,439.9
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 2,484.1 2,412.1 72.0 2.9% 33.5 1.4% 60% False False 169,353
10 2,510.3 2,407.9 102.4 4.2% 41.7 1.7% 46% False False 209,377
20 2,510.3 2,356.2 154.1 6.3% 36.9 1.5% 64% False False 142,019
40 2,510.3 2,221.0 289.3 11.8% 37.3 1.5% 81% False False 71,197
60 2,510.3 2,163.1 347.2 14.1% 38.0 1.5% 84% False False 47,518
80 2,510.3 2,109.1 401.2 16.3% 35.8 1.5% 86% False False 35,654
100 2,510.3 2,023.1 487.2 19.8% 32.6 1.3% 89% False False 28,523
120 2,510.3 1,756.9 753.4 30.7% 31.7 1.3% 93% False False 23,769
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 8.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,577.3
2.618 2,531.1
1.618 2,502.8
1.000 2,485.3
0.618 2,474.5
HIGH 2,457.0
0.618 2,446.2
0.500 2,442.9
0.382 2,439.5
LOW 2,428.7
0.618 2,411.2
1.000 2,400.4
1.618 2,382.9
2.618 2,354.6
4.250 2,308.4
Fisher Pivots for day following 30-Sep-2025
Pivot 1 day 3 day
R1 2,451.3 2,451.9
PP 2,447.1 2,448.4
S1 2,442.9 2,444.8

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

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