CME E-mini Russell 2000 Index Futures December 2025


Trading Metrics calculated at close of trading on 09-Oct-2025
Day Change Summary
Previous Current
08-Oct-2025 09-Oct-2025 Change Change % Previous Week
Open 2,477.2 2,500.0 22.8 0.9% 2,449.2
High 2,502.4 2,505.0 2.6 0.1% 2,515.0
Low 2,470.0 2,472.1 2.1 0.1% 2,424.7
Close 2,499.5 2,483.2 -16.3 -0.7% 2,492.1
Range 32.4 32.9 0.5 1.5% 90.3
ATR 36.7 36.4 -0.3 -0.7% 0.0
Volume 136,362 150,412 14,050 10.3% 899,171
Daily Pivots for day following 09-Oct-2025
Classic Woodie Camarilla DeMark
R4 2,585.5 2,567.2 2,501.3
R3 2,552.6 2,534.3 2,492.2
R2 2,519.7 2,519.7 2,489.2
R1 2,501.4 2,501.4 2,486.2 2,494.1
PP 2,486.8 2,486.8 2,486.8 2,483.1
S1 2,468.5 2,468.5 2,480.2 2,461.2
S2 2,453.9 2,453.9 2,477.2
S3 2,421.0 2,435.6 2,474.2
S4 2,388.1 2,402.7 2,465.1
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 2,518.5 2,464.6 53.9 2.2% 35.9 1.4% 35% False False 179,514
10 2,518.5 2,420.9 97.6 3.9% 33.3 1.3% 64% False False 174,035
20 2,518.5 2,405.7 112.8 4.5% 36.5 1.5% 69% False False 202,395
40 2,518.5 2,275.0 243.5 9.8% 36.8 1.5% 86% False False 102,182
60 2,518.5 2,163.1 355.4 14.3% 37.4 1.5% 90% False False 68,201
80 2,518.5 2,109.1 409.4 16.5% 37.5 1.5% 91% False False 51,177
100 2,518.5 2,023.1 495.4 20.0% 34.3 1.4% 93% False False 40,941
120 2,518.5 1,875.3 643.2 25.9% 30.4 1.2% 95% False False 34,118
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 7.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,644.8
2.618 2,591.1
1.618 2,558.2
1.000 2,537.9
0.618 2,525.3
HIGH 2,505.0
0.618 2,492.4
0.500 2,488.6
0.382 2,484.7
LOW 2,472.1
0.618 2,451.8
1.000 2,439.2
1.618 2,418.9
2.618 2,386.0
4.250 2,332.3
Fisher Pivots for day following 09-Oct-2025
Pivot 1 day 3 day
R1 2,488.6 2,487.1
PP 2,486.8 2,485.8
S1 2,485.0 2,484.5

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

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