CME E-mini Russell 2000 Index Futures December 2025


Trading Metrics calculated at close of trading on 21-Oct-2025
Day Change Summary
Previous Current
20-Oct-2025 21-Oct-2025 Change Change % Previous Week
Open 2,473.7 2,515.0 41.3 1.7% 2,421.6
High 2,515.4 2,519.2 3.8 0.2% 2,559.9
Low 2,460.9 2,485.1 24.2 1.0% 2,421.6
Close 2,511.9 2,500.0 -11.9 -0.5% 2,464.4
Range 54.5 34.1 -20.4 -37.4% 138.3
ATR 51.1 49.9 -1.2 -2.4% 0.0
Volume 174,942 157,125 -17,817 -10.2% 1,436,020
Daily Pivots for day following 21-Oct-2025
Classic Woodie Camarilla DeMark
R4 2,603.7 2,586.0 2,518.8
R3 2,569.6 2,551.9 2,509.4
R2 2,535.5 2,535.5 2,506.3
R1 2,517.8 2,517.8 2,503.1 2,509.6
PP 2,501.4 2,501.4 2,501.4 2,497.4
S1 2,483.7 2,483.7 2,496.9 2,475.5
S2 2,467.3 2,467.3 2,493.7
S3 2,433.2 2,449.6 2,490.6
S4 2,399.1 2,415.5 2,481.2
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% 55.6 2.2% 54% False False 250,914
10 2,559.9 2,381.8 178.1 7.1% 61.3 2.5% 66% False False 238,272
20 2,559.9 2,381.8 178.1 7.1% 48.1 1.9% 66% False False 209,226
40 2,559.9 2,344.5 215.4 8.6% 42.4 1.7% 72% False False 154,526
60 2,559.9 2,163.1 396.8 15.9% 42.3 1.7% 85% False False 103,118
80 2,559.9 2,163.1 396.8 15.9% 40.8 1.6% 85% False False 77,368
100 2,559.9 2,081.8 478.1 19.1% 37.7 1.5% 87% False False 61,901
120 2,559.9 2,011.0 548.9 22.0% 34.0 1.4% 89% False False 51,584
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 11.0
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2,664.1
2.618 2,608.5
1.618 2,574.4
1.000 2,553.3
0.618 2,540.3
HIGH 2,519.2
0.618 2,506.2
0.500 2,502.2
0.382 2,498.1
LOW 2,485.1
0.618 2,464.0
1.000 2,451.0
1.618 2,429.9
2.618 2,395.8
4.250 2,340.2
Fisher Pivots for day following 21-Oct-2025
Pivot 1 day 3 day
R1 2,502.2 2,491.6
PP 2,501.4 2,483.2
S1 2,500.7 2,474.8

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

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