CME E-mini Russell 2000 Index Futures December 2025


Trading Metrics calculated at close of trading on 20-Oct-2025
Day Change Summary
Previous Current
17-Oct-2025 20-Oct-2025 Change Change % Previous Week
Open 2,479.4 2,473.7 -5.7 -0.2% 2,421.6
High 2,484.3 2,515.4 31.1 1.3% 2,559.9
Low 2,430.4 2,460.9 30.5 1.3% 2,421.6
Close 2,464.4 2,511.9 47.5 1.9% 2,464.4
Range 53.9 54.5 0.6 1.1% 138.3
ATR 50.9 51.1 0.3 0.5% 0.0
Volume 328,396 174,942 -153,454 -46.7% 1,436,020
Daily Pivots for day following 20-Oct-2025
Classic Woodie Camarilla DeMark
R4 2,659.6 2,640.2 2,541.9
R3 2,605.1 2,585.7 2,526.9
R2 2,550.6 2,550.6 2,521.9
R1 2,531.2 2,531.2 2,516.9 2,540.9
PP 2,496.1 2,496.1 2,496.1 2,500.9
S1 2,476.7 2,476.7 2,506.9 2,486.4
S2 2,441.6 2,441.6 2,501.9
S3 2,387.1 2,422.2 2,496.9
S4 2,332.6 2,367.7 2,481.9
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 2,430.4 129.5 5.2% 67.8 2.7% 63% False False 271,139
10 2,559.9 2,381.8 178.1 7.1% 62.4 2.5% 73% False False 242,440
20 2,559.9 2,381.8 178.1 7.1% 48.3 1.9% 73% False False 211,200
40 2,559.9 2,344.5 215.4 8.6% 42.3 1.7% 78% False False 150,602
60 2,559.9 2,163.1 396.8 15.8% 42.3 1.7% 88% False False 100,502
80 2,559.9 2,163.1 396.8 15.8% 40.8 1.6% 88% False False 75,404
100 2,559.9 2,081.8 478.1 19.0% 37.9 1.5% 90% False False 60,330
120 2,559.9 1,975.4 584.5 23.3% 33.9 1.3% 92% False False 50,275
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 11.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,747.0
2.618 2,658.1
1.618 2,603.6
1.000 2,569.9
0.618 2,549.1
HIGH 2,515.4
0.618 2,494.6
0.500 2,488.2
0.382 2,481.7
LOW 2,460.9
0.618 2,427.2
1.000 2,406.4
1.618 2,372.7
2.618 2,318.2
4.250 2,229.3
Fisher Pivots for day following 20-Oct-2025
Pivot 1 day 3 day
R1 2,504.0 2,504.4
PP 2,496.1 2,497.0
S1 2,488.2 2,489.5

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

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