CME E-mini Russell 2000 Index Futures December 2025


Trading Metrics calculated at close of trading on 23-Jul-2025
Day Change Summary
Previous Current
22-Jul-2025 23-Jul-2025 Change Change % Previous Week
Open 2,262.9 2,287.3 24.4 1.1% 2,247.5
High 2,283.2 2,313.4 30.2 1.3% 2,300.9
Low 2,251.7 2,287.3 35.6 1.6% 2,215.5
Close 2,278.1 2,312.5 34.4 1.5% 2,268.4
Range 31.5 26.1 -5.4 -17.1% 85.4
ATR 37.7 37.5 -0.2 -0.5% 0.0
Volume 84 163 79 94.0% 676
Daily Pivots for day following 23-Jul-2025
Classic Woodie Camarilla DeMark
R4 2,382.7 2,373.7 2,326.9
R3 2,356.6 2,347.6 2,319.7
R2 2,330.5 2,330.5 2,317.3
R1 2,321.5 2,321.5 2,314.9 2,326.0
PP 2,304.4 2,304.4 2,304.4 2,306.7
S1 2,295.4 2,295.4 2,310.1 2,299.9
S2 2,278.3 2,278.3 2,307.7
S3 2,252.2 2,269.3 2,305.3
S4 2,226.1 2,243.2 2,298.1
Weekly Pivots for week ending 18-Jul-2025
Classic Woodie Camarilla DeMark
R4 2,517.8 2,478.5 2,315.4
R3 2,432.4 2,393.1 2,291.9
R2 2,347.0 2,347.0 2,284.1
R1 2,307.7 2,307.7 2,276.2 2,327.4
PP 2,261.6 2,261.6 2,261.6 2,271.4
S1 2,222.3 2,222.3 2,260.6 2,242.0
S2 2,176.2 2,176.2 2,252.7
S3 2,090.8 2,136.9 2,244.9
S4 2,005.4 2,051.5 2,221.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,313.4 2,246.2 67.2 2.9% 33.3 1.4% 99% True False 128
10 2,313.4 2,215.5 97.9 4.2% 38.1 1.6% 99% True False 126
20 2,313.4 2,165.9 147.5 6.4% 37.1 1.6% 99% True False 113
40 2,313.4 2,081.8 231.6 10.0% 31.2 1.3% 100% True False 68
60 2,313.4 1,975.4 338.0 14.6% 25.2 1.1% 100% True False 46
80 2,313.4 1,756.9 556.5 24.1% 31.1 1.3% 100% True False 34
100 2,313.4 1,756.9 556.5 24.1% 26.1 1.1% 100% True False 28
120 2,388.1 1,756.9 631.2 27.3% 21.8 0.9% 88% False False 23
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 7.5
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 2,424.3
2.618 2,381.7
1.618 2,355.6
1.000 2,339.5
0.618 2,329.5
HIGH 2,313.4
0.618 2,303.4
0.500 2,300.4
0.382 2,297.3
LOW 2,287.3
0.618 2,271.2
1.000 2,261.2
1.618 2,245.1
2.618 2,219.0
4.250 2,176.4
Fisher Pivots for day following 23-Jul-2025
Pivot 1 day 3 day
R1 2,308.5 2,302.5
PP 2,304.4 2,292.5
S1 2,300.4 2,282.6

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

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