CME E-mini Russell 2000 Index Futures December 2025


Trading Metrics calculated at close of trading on 23-Oct-2025
Day Change Summary
Previous Current
22-Oct-2025 23-Oct-2025 Change Change % Previous Week
Open 2,499.0 2,463.4 -35.6 -1.4% 2,421.6
High 2,504.8 2,501.2 -3.6 -0.1% 2,559.9
Low 2,436.9 2,455.6 18.7 0.8% 2,421.6
Close 2,463.0 2,493.4 30.4 1.2% 2,464.4
Range 67.9 45.6 -22.3 -32.8% 138.3
ATR 51.2 50.8 -0.4 -0.8% 0.0
Volume 249,832 176,822 -73,010 -29.2% 1,436,020
Daily Pivots for day following 23-Oct-2025
Classic Woodie Camarilla DeMark
R4 2,620.2 2,602.4 2,518.5
R3 2,574.6 2,556.8 2,505.9
R2 2,529.0 2,529.0 2,501.8
R1 2,511.2 2,511.2 2,497.6 2,520.1
PP 2,483.4 2,483.4 2,483.4 2,487.9
S1 2,465.6 2,465.6 2,489.2 2,474.5
S2 2,437.8 2,437.8 2,485.0
S3 2,392.2 2,420.0 2,480.9
S4 2,346.6 2,374.4 2,468.3
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 2,519.2 2,430.4 88.8 3.6% 51.2 2.1% 71% False False 217,423
10 2,559.9 2,381.8 178.1 7.1% 66.1 2.7% 63% False False 252,260
20 2,559.9 2,381.8 178.1 7.1% 49.7 2.0% 63% False False 213,147
40 2,559.9 2,344.5 215.4 8.6% 43.7 1.8% 69% False False 165,176
60 2,559.9 2,163.1 396.8 15.9% 42.8 1.7% 83% False False 110,219
80 2,559.9 2,163.1 396.8 15.9% 41.2 1.7% 83% False False 82,699
100 2,559.9 2,094.8 465.1 18.7% 38.5 1.5% 86% False False 66,167
120 2,559.9 2,017.9 542.0 21.7% 34.8 1.4% 88% False False 55,140
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,695.0
2.618 2,620.6
1.618 2,575.0
1.000 2,546.8
0.618 2,529.4
HIGH 2,501.2
0.618 2,483.8
0.500 2,478.4
0.382 2,473.0
LOW 2,455.6
0.618 2,427.4
1.000 2,410.0
1.618 2,381.8
2.618 2,336.2
4.250 2,261.8
Fisher Pivots for day following 23-Oct-2025
Pivot 1 day 3 day
R1 2,488.4 2,488.3
PP 2,483.4 2,483.2
S1 2,478.4 2,478.1

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

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