CME E-mini Russell 2000 Index Futures December 2025


Trading Metrics calculated at close of trading on 01-Oct-2025
Day Change Summary
Previous Current
30-Sep-2025 01-Oct-2025 Change Change % Previous Week
Open 2,448.7 2,450.0 1.3 0.1% 2,469.5
High 2,457.0 2,465.5 8.5 0.3% 2,510.3
Low 2,428.7 2,424.7 -4.0 -0.2% 2,412.1
Close 2,455.5 2,460.1 4.6 0.2% 2,450.4
Range 28.3 40.8 12.5 44.2% 98.2
ATR 37.3 37.5 0.3 0.7% 0.0
Volume 191,192 177,113 -14,079 -7.4% 913,014
Daily Pivots for day following 01-Oct-2025
Classic Woodie Camarilla DeMark
R4 2,572.5 2,557.1 2,482.5
R3 2,531.7 2,516.3 2,471.3
R2 2,490.9 2,490.9 2,467.6
R1 2,475.5 2,475.5 2,463.8 2,483.2
PP 2,450.1 2,450.1 2,450.1 2,454.0
S1 2,434.7 2,434.7 2,456.4 2,442.4
S2 2,409.3 2,409.3 2,452.6
S3 2,368.5 2,393.9 2,448.9
S4 2,327.7 2,353.1 2,437.7
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 2,468.7 2,412.1 56.6 2.3% 35.5 1.4% 85% False False 173,850
10 2,510.3 2,412.1 98.2 4.0% 38.4 1.6% 49% False False 193,695
20 2,510.3 2,370.8 139.5 5.7% 37.3 1.5% 64% False False 150,821
40 2,510.3 2,225.0 285.3 11.6% 37.5 1.5% 82% False False 75,622
60 2,510.3 2,163.1 347.2 14.1% 38.1 1.5% 86% False False 50,469
80 2,510.3 2,109.1 401.2 16.3% 36.3 1.5% 87% False False 37,868
100 2,510.3 2,023.1 487.2 19.8% 32.9 1.3% 90% False False 30,294
120 2,510.3 1,839.4 670.9 27.3% 30.3 1.2% 93% False False 25,245
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,638.9
2.618 2,572.3
1.618 2,531.5
1.000 2,506.3
0.618 2,490.7
HIGH 2,465.5
0.618 2,449.9
0.500 2,445.1
0.382 2,440.3
LOW 2,424.7
0.618 2,399.5
1.000 2,383.9
1.618 2,358.7
2.618 2,317.9
4.250 2,251.3
Fisher Pivots for day following 01-Oct-2025
Pivot 1 day 3 day
R1 2,455.1 2,455.6
PP 2,450.1 2,451.2
S1 2,445.1 2,446.7

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

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