CME E-mini Russell 2000 Index Futures December 2025


Trading Metrics calculated at close of trading on 10-Oct-2025
Day Change Summary
Previous Current
09-Oct-2025 10-Oct-2025 Change Change % Previous Week
Open 2,500.0 2,485.7 -14.3 -0.6% 2,491.9
High 2,505.0 2,500.3 -4.7 -0.2% 2,518.5
Low 2,472.1 2,381.8 -90.3 -3.7% 2,381.8
Close 2,483.2 2,408.5 -74.7 -3.0% 2,408.5
Range 32.9 118.5 85.6 260.2% 136.7
ATR 36.4 42.3 5.9 16.1% 0.0
Volume 150,412 327,863 177,451 118.0% 1,007,503
Daily Pivots for day following 10-Oct-2025
Classic Woodie Camarilla DeMark
R4 2,785.7 2,715.6 2,473.7
R3 2,667.2 2,597.1 2,441.1
R2 2,548.7 2,548.7 2,430.2
R1 2,478.6 2,478.6 2,419.4 2,454.4
PP 2,430.2 2,430.2 2,430.2 2,418.1
S1 2,360.1 2,360.1 2,397.6 2,335.9
S2 2,311.7 2,311.7 2,386.8
S3 2,193.2 2,241.6 2,375.9
S4 2,074.7 2,123.1 2,343.3
Weekly Pivots for week ending 10-Oct-2025
Classic Woodie Camarilla DeMark
R4 2,846.4 2,764.1 2,483.7
R3 2,709.7 2,627.4 2,446.1
R2 2,573.0 2,573.0 2,433.6
R1 2,490.7 2,490.7 2,421.0 2,463.5
PP 2,436.3 2,436.3 2,436.3 2,422.7
S1 2,354.0 2,354.0 2,396.0 2,326.8
S2 2,299.6 2,299.6 2,383.4
S3 2,162.9 2,217.3 2,370.9
S4 2,026.2 2,080.6 2,333.3
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 2,381.8 136.7 5.7% 51.1 2.1% 20% False True 201,500
10 2,518.5 2,381.8 136.7 5.7% 41.9 1.7% 20% False True 190,667
20 2,518.5 2,381.8 136.7 5.7% 41.3 1.7% 20% False True 213,781
40 2,518.5 2,275.0 243.5 10.1% 38.5 1.6% 55% False False 110,370
60 2,518.5 2,163.1 355.4 14.8% 38.6 1.6% 69% False False 73,662
80 2,518.5 2,109.1 409.4 17.0% 38.9 1.6% 73% False False 55,275
100 2,518.5 2,023.1 495.4 20.6% 35.3 1.5% 78% False False 44,220
120 2,518.5 1,929.7 588.8 24.4% 31.3 1.3% 81% False False 36,850
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.5
Widest range in 127 trading days
Fibonacci Retracements and Extensions
4.250 3,003.9
2.618 2,810.5
1.618 2,692.0
1.000 2,618.8
0.618 2,573.5
HIGH 2,500.3
0.618 2,455.0
0.500 2,441.1
0.382 2,427.1
LOW 2,381.8
0.618 2,308.6
1.000 2,263.3
1.618 2,190.1
2.618 2,071.6
4.250 1,878.2
Fisher Pivots for day following 10-Oct-2025
Pivot 1 day 3 day
R1 2,441.1 2,443.4
PP 2,430.2 2,431.8
S1 2,419.4 2,420.1

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

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