CME E-mini Russell 2000 Index Futures December 2025


Trading Metrics calculated at close of trading on 14-Oct-2025
Day Change Summary
Previous Current
13-Oct-2025 14-Oct-2025 Change Change % Previous Week
Open 2,421.6 2,473.3 51.7 2.1% 2,491.9
High 2,477.8 2,527.9 50.1 2.0% 2,518.5
Low 2,421.6 2,433.1 11.5 0.5% 2,381.8
Close 2,474.8 2,510.7 35.9 1.5% 2,408.5
Range 56.2 94.8 38.6 68.7% 136.7
ATR 44.2 47.8 3.6 8.2% 0.0
Volume 255,263 258,252 2,989 1.2% 1,007,503
Daily Pivots for day following 14-Oct-2025
Classic Woodie Camarilla DeMark
R4 2,775.0 2,737.6 2,562.8
R3 2,680.2 2,642.8 2,536.8
R2 2,585.4 2,585.4 2,528.1
R1 2,548.0 2,548.0 2,519.4 2,566.7
PP 2,490.6 2,490.6 2,490.6 2,499.9
S1 2,453.2 2,453.2 2,502.0 2,471.9
S2 2,395.8 2,395.8 2,493.3
S3 2,301.0 2,358.4 2,484.6
S4 2,206.2 2,263.6 2,458.6
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 2,527.9 2,381.8 146.1 5.8% 67.0 2.7% 88% True False 225,630
10 2,527.9 2,381.8 146.1 5.8% 51.6 2.1% 88% True False 208,319
20 2,527.9 2,381.8 146.1 5.8% 46.7 1.9% 88% True False 208,848
40 2,527.9 2,275.0 252.9 10.1% 40.9 1.6% 93% True False 123,200
60 2,527.9 2,163.1 364.8 14.5% 40.0 1.6% 95% True False 82,217
80 2,527.9 2,116.9 411.0 16.4% 39.6 1.6% 96% True False 61,691
100 2,527.9 2,023.1 504.8 20.1% 36.8 1.5% 97% True False 49,355
120 2,527.9 1,975.4 552.5 22.0% 32.2 1.3% 97% True False 41,129
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 10.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,930.8
2.618 2,776.1
1.618 2,681.3
1.000 2,622.7
0.618 2,586.5
HIGH 2,527.9
0.618 2,491.7
0.500 2,480.5
0.382 2,469.3
LOW 2,433.1
0.618 2,374.5
1.000 2,338.3
1.618 2,279.7
2.618 2,184.9
4.250 2,030.2
Fisher Pivots for day following 14-Oct-2025
Pivot 1 day 3 day
R1 2,500.6 2,492.1
PP 2,490.6 2,473.5
S1 2,480.5 2,454.9

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

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