CME E-mini Russell 2000 Index Futures December 2025


Trading Metrics calculated at close of trading on 15-Oct-2025
Day Change Summary
Previous Current
14-Oct-2025 15-Oct-2025 Change Change % Previous Week
Open 2,473.3 2,508.6 35.3 1.4% 2,491.9
High 2,527.9 2,559.9 32.0 1.3% 2,518.5
Low 2,433.1 2,502.2 69.1 2.8% 2,381.8
Close 2,510.7 2,535.5 24.8 1.0% 2,408.5
Range 94.8 57.7 -37.1 -39.1% 136.7
ATR 47.8 48.5 0.7 1.5% 0.0
Volume 258,252 270,347 12,095 4.7% 1,007,503
Daily Pivots for day following 15-Oct-2025
Classic Woodie Camarilla DeMark
R4 2,705.6 2,678.3 2,567.2
R3 2,647.9 2,620.6 2,551.4
R2 2,590.2 2,590.2 2,546.1
R1 2,562.9 2,562.9 2,540.8 2,576.6
PP 2,532.5 2,532.5 2,532.5 2,539.4
S1 2,505.2 2,505.2 2,530.2 2,518.9
S2 2,474.8 2,474.8 2,524.9
S3 2,417.1 2,447.5 2,519.6
S4 2,359.4 2,389.8 2,503.8
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 2,559.9 2,381.8 178.1 7.0% 72.0 2.8% 86% True False 252,427
10 2,559.9 2,381.8 178.1 7.0% 53.3 2.1% 86% True False 217,642
20 2,559.9 2,381.8 178.1 7.0% 45.9 1.8% 86% True False 205,668
40 2,559.9 2,275.0 284.9 11.2% 41.5 1.6% 91% True False 129,955
60 2,559.9 2,163.1 396.8 15.6% 40.5 1.6% 94% True False 86,722
80 2,559.9 2,163.1 396.8 15.6% 39.7 1.6% 94% True False 65,068
100 2,559.9 2,023.1 536.8 21.2% 37.1 1.5% 95% True False 52,059
120 2,559.9 1,975.4 584.5 23.1% 32.7 1.3% 96% True False 43,382
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 9.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,805.1
2.618 2,711.0
1.618 2,653.3
1.000 2,617.6
0.618 2,595.6
HIGH 2,559.9
0.618 2,537.9
0.500 2,531.1
0.382 2,524.2
LOW 2,502.2
0.618 2,466.5
1.000 2,444.5
1.618 2,408.8
2.618 2,351.1
4.250 2,257.0
Fisher Pivots for day following 15-Oct-2025
Pivot 1 day 3 day
R1 2,534.0 2,520.6
PP 2,532.5 2,505.7
S1 2,531.1 2,490.8

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

View Archives - Comment on this page... - Back to Index of Symbols