CME E-mini Russell 2000 Index Futures December 2025


Trading Metrics calculated at close of trading on 17-Oct-2025
Day Change Summary
Previous Current
16-Oct-2025 17-Oct-2025 Change Change % Previous Week
Open 2,533.9 2,479.4 -54.5 -2.2% 2,421.6
High 2,548.6 2,484.3 -64.3 -2.5% 2,559.9
Low 2,470.6 2,430.4 -40.2 -1.6% 2,421.6
Close 2,481.7 2,464.4 -17.3 -0.7% 2,464.4
Range 78.0 53.9 -24.1 -30.9% 138.3
ATR 50.6 50.9 0.2 0.5% 0.0
Volume 323,762 328,396 4,634 1.4% 1,436,020
Daily Pivots for day following 17-Oct-2025
Classic Woodie Camarilla DeMark
R4 2,621.4 2,596.8 2,494.0
R3 2,567.5 2,542.9 2,479.2
R2 2,513.6 2,513.6 2,474.3
R1 2,489.0 2,489.0 2,469.3 2,474.4
PP 2,459.7 2,459.7 2,459.7 2,452.4
S1 2,435.1 2,435.1 2,459.5 2,420.5
S2 2,405.8 2,405.8 2,454.5
S3 2,351.9 2,381.2 2,449.6
S4 2,298.0 2,327.3 2,434.8
Weekly Pivots for week ending 17-Oct-2025
Classic Woodie Camarilla DeMark
R4 2,896.9 2,818.9 2,540.5
R3 2,758.6 2,680.6 2,502.4
R2 2,620.3 2,620.3 2,489.8
R1 2,542.3 2,542.3 2,477.1 2,581.3
PP 2,482.0 2,482.0 2,482.0 2,501.5
S1 2,404.0 2,404.0 2,451.7 2,443.0
S2 2,343.7 2,343.7 2,439.0
S3 2,205.4 2,265.7 2,426.4
S4 2,067.1 2,127.4 2,388.3
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 2,421.6 138.3 5.6% 68.1 2.8% 31% False False 287,204
10 2,559.9 2,381.8 178.1 7.2% 59.6 2.4% 46% False False 244,352
20 2,559.9 2,381.8 178.1 7.2% 47.5 1.9% 46% False False 212,785
40 2,559.9 2,292.7 267.2 10.8% 43.5 1.8% 64% False False 146,246
60 2,559.9 2,163.1 396.8 16.1% 41.8 1.7% 76% False False 97,588
80 2,559.9 2,163.1 396.8 16.1% 40.6 1.6% 76% False False 73,219
100 2,559.9 2,081.8 478.1 19.4% 37.5 1.5% 80% False False 58,580
120 2,559.9 1,975.4 584.5 23.7% 33.5 1.4% 84% False False 48,817
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 10.0
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,713.4
2.618 2,625.4
1.618 2,571.5
1.000 2,538.2
0.618 2,517.6
HIGH 2,484.3
0.618 2,463.7
0.500 2,457.4
0.382 2,451.0
LOW 2,430.4
0.618 2,397.1
1.000 2,376.5
1.618 2,343.2
2.618 2,289.3
4.250 2,201.3
Fisher Pivots for day following 17-Oct-2025
Pivot 1 day 3 day
R1 2,462.1 2,495.2
PP 2,459.7 2,484.9
S1 2,457.4 2,474.7

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

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