CME E-mini Russell 2000 Index Futures December 2025


Trading Metrics calculated at close of trading on 03-Oct-2025
Day Change Summary
Previous Current
02-Oct-2025 03-Oct-2025 Change Change % Previous Week
Open 2,458.8 2,474.2 15.4 0.6% 2,449.2
High 2,474.9 2,515.0 40.1 1.6% 2,515.0
Low 2,448.5 2,472.5 24.0 1.0% 2,424.7
Close 2,474.1 2,492.1 18.0 0.7% 2,492.1
Range 26.4 42.5 16.1 61.0% 90.3
ATR 36.7 37.2 0.4 1.1% 0.0
Volume 167,128 217,934 50,806 30.4% 899,171
Daily Pivots for day following 03-Oct-2025
Classic Woodie Camarilla DeMark
R4 2,620.7 2,598.9 2,515.5
R3 2,578.2 2,556.4 2,503.8
R2 2,535.7 2,535.7 2,499.9
R1 2,513.9 2,513.9 2,496.0 2,524.8
PP 2,493.2 2,493.2 2,493.2 2,498.7
S1 2,471.4 2,471.4 2,488.2 2,482.3
S2 2,450.7 2,450.7 2,484.3
S3 2,408.2 2,428.9 2,480.4
S4 2,365.7 2,386.4 2,468.7
Weekly Pivots for week ending 03-Oct-2025
Classic Woodie Camarilla DeMark
R4 2,748.2 2,710.4 2,541.8
R3 2,657.9 2,620.1 2,516.9
R2 2,567.6 2,567.6 2,508.7
R1 2,529.8 2,529.8 2,500.4 2,548.7
PP 2,477.3 2,477.3 2,477.3 2,486.7
S1 2,439.5 2,439.5 2,483.8 2,458.4
S2 2,387.0 2,387.0 2,475.5
S3 2,296.7 2,349.2 2,467.3
S4 2,206.4 2,258.9 2,442.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,515.0 2,424.7 90.3 3.6% 32.6 1.3% 75% True False 179,834
10 2,515.0 2,412.1 102.9 4.1% 35.4 1.4% 78% True False 181,218
20 2,515.0 2,387.6 127.4 5.1% 36.7 1.5% 82% True False 169,887
40 2,515.0 2,236.8 278.2 11.2% 37.2 1.5% 92% True False 85,228
60 2,515.0 2,163.1 351.9 14.1% 38.1 1.5% 93% True False 56,883
80 2,515.0 2,109.1 405.9 16.3% 36.9 1.5% 94% True False 42,681
100 2,515.0 2,023.1 491.9 19.7% 33.2 1.3% 95% True False 34,145
120 2,515.0 1,875.3 639.7 25.7% 29.5 1.2% 96% True False 28,454
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 9.0
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,695.6
2.618 2,626.3
1.618 2,583.8
1.000 2,557.5
0.618 2,541.3
HIGH 2,515.0
0.618 2,498.8
0.500 2,493.8
0.382 2,488.7
LOW 2,472.5
0.618 2,446.2
1.000 2,430.0
1.618 2,403.7
2.618 2,361.2
4.250 2,291.9
Fisher Pivots for day following 03-Oct-2025
Pivot 1 day 3 day
R1 2,493.8 2,484.7
PP 2,493.2 2,477.3
S1 2,492.7 2,469.9

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

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