CME E-mini Russell 2000 Index Futures December 2025


Trading Metrics calculated at close of trading on 05-Nov-2025
Day Change Summary
Previous Current
04-Nov-2025 05-Nov-2025 Change Change % Previous Week
Open 2,485.5 2,439.6 -45.9 -1.8% 2,551.8
High 2,485.7 2,483.4 -2.3 -0.1% 2,566.5
Low 2,432.6 2,419.6 -13.0 -0.5% 2,463.0
Close 2,437.5 2,473.3 35.8 1.5% 2,489.9
Range 53.1 63.8 10.7 20.2% 103.5
ATR 48.9 50.0 1.1 2.2% 0.0
Volume 215,947 212,065 -3,882 -1.8% 966,697
Daily Pivots for day following 05-Nov-2025
Classic Woodie Camarilla DeMark
R4 2,650.2 2,625.5 2,508.4
R3 2,586.4 2,561.7 2,490.8
R2 2,522.6 2,522.6 2,485.0
R1 2,497.9 2,497.9 2,479.1 2,510.3
PP 2,458.8 2,458.8 2,458.8 2,464.9
S1 2,434.1 2,434.1 2,467.5 2,446.5
S2 2,395.0 2,395.0 2,461.6
S3 2,331.2 2,370.3 2,455.8
S4 2,267.4 2,306.5 2,438.2
Weekly Pivots for week ending 31-Oct-2025
Classic Woodie Camarilla DeMark
R4 2,817.0 2,756.9 2,546.8
R3 2,713.5 2,653.4 2,518.4
R2 2,610.0 2,610.0 2,508.9
R1 2,549.9 2,549.9 2,499.4 2,528.2
PP 2,506.5 2,506.5 2,506.5 2,495.6
S1 2,446.4 2,446.4 2,480.4 2,424.7
S2 2,403.0 2,403.0 2,470.9
S3 2,299.5 2,342.9 2,461.4
S4 2,196.0 2,239.4 2,433.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,517.2 2,419.6 97.6 3.9% 49.6 2.0% 55% False True 204,250
10 2,566.5 2,419.6 146.9 5.9% 47.8 1.9% 37% False True 191,062
20 2,566.5 2,381.8 184.7 7.5% 56.3 2.3% 50% False False 220,341
40 2,566.5 2,381.8 184.7 7.5% 46.9 1.9% 50% False False 208,015
60 2,566.5 2,275.0 291.5 11.8% 43.6 1.8% 68% False False 139,075
80 2,566.5 2,163.1 403.4 16.3% 42.2 1.7% 77% False False 104,358
100 2,566.5 2,109.1 457.4 18.5% 40.9 1.7% 80% False False 83,505
120 2,566.5 2,023.1 543.4 22.0% 37.7 1.5% 83% False False 69,588
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.9
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,754.6
2.618 2,650.4
1.618 2,586.6
1.000 2,547.2
0.618 2,522.8
HIGH 2,483.4
0.618 2,459.0
0.500 2,451.5
0.382 2,444.0
LOW 2,419.6
0.618 2,380.2
1.000 2,355.8
1.618 2,316.4
2.618 2,252.6
4.250 2,148.5
Fisher Pivots for day following 05-Nov-2025
Pivot 1 day 3 day
R1 2,466.0 2,468.9
PP 2,458.8 2,464.4
S1 2,451.5 2,460.0

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

View Archives - Comment on this page... - Back to Index of Symbols