CME E-mini Russell 2000 Index Futures December 2025


Trading Metrics calculated at close of trading on 27-Oct-2025
Day Change Summary
Previous Current
24-Oct-2025 27-Oct-2025 Change Change % Previous Week
Open 2,495.2 2,551.8 56.6 2.3% 2,473.7
High 2,544.0 2,566.5 22.5 0.9% 2,544.0
Low 2,495.1 2,524.2 29.1 1.2% 2,436.9
Close 2,523.7 2,532.0 8.3 0.3% 2,523.7
Range 48.9 42.3 -6.6 -13.5% 107.1
ATR 50.8 50.2 -0.6 -1.1% 0.0
Volume 170,676 146,824 -23,852 -14.0% 929,397
Daily Pivots for day following 27-Oct-2025
Classic Woodie Camarilla DeMark
R4 2,667.8 2,642.2 2,555.3
R3 2,625.5 2,599.9 2,543.6
R2 2,583.2 2,583.2 2,539.8
R1 2,557.6 2,557.6 2,535.9 2,549.3
PP 2,540.9 2,540.9 2,540.9 2,536.7
S1 2,515.3 2,515.3 2,528.1 2,507.0
S2 2,498.6 2,498.6 2,524.2
S3 2,456.3 2,473.0 2,520.4
S4 2,414.0 2,430.7 2,508.7
Weekly Pivots for week ending 24-Oct-2025
Classic Woodie Camarilla DeMark
R4 2,822.8 2,780.4 2,582.6
R3 2,715.7 2,673.3 2,553.2
R2 2,608.6 2,608.6 2,543.3
R1 2,566.2 2,566.2 2,533.5 2,587.4
PP 2,501.5 2,501.5 2,501.5 2,512.2
S1 2,459.1 2,459.1 2,513.9 2,480.3
S2 2,394.4 2,394.4 2,504.1
S3 2,287.3 2,352.0 2,494.2
S4 2,180.2 2,244.9 2,464.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,566.5 2,436.9 129.6 5.1% 47.8 1.9% 73% True False 180,255
10 2,566.5 2,430.4 136.1 5.4% 57.8 2.3% 75% True False 225,697
20 2,566.5 2,381.8 184.7 7.3% 51.4 2.0% 81% True False 213,655
40 2,566.5 2,344.5 222.0 8.8% 44.6 1.8% 84% True False 173,075
60 2,566.5 2,184.9 381.6 15.1% 42.5 1.7% 91% True False 115,498
80 2,566.5 2,163.1 403.4 15.9% 41.5 1.6% 91% True False 86,665
100 2,566.5 2,109.1 457.4 18.1% 38.8 1.5% 92% True False 69,342
120 2,566.5 2,023.1 543.4 21.5% 35.6 1.4% 94% True False 57,785
Crabel Price Patterns
NR True
NR4 True
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 11.2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,746.3
2.618 2,677.2
1.618 2,634.9
1.000 2,608.8
0.618 2,592.6
HIGH 2,566.5
0.618 2,550.3
0.500 2,545.4
0.382 2,540.4
LOW 2,524.2
0.618 2,498.1
1.000 2,481.9
1.618 2,455.8
2.618 2,413.5
4.250 2,344.4
Fisher Pivots for day following 27-Oct-2025
Pivot 1 day 3 day
R1 2,545.4 2,525.0
PP 2,540.9 2,518.0
S1 2,536.5 2,511.1

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

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