CME E-mini Russell 2000 Index Futures December 2025


Trading Metrics calculated at close of trading on 28-Jul-2025
Day Change Summary
Previous Current
25-Jul-2025 28-Jul-2025 Change Change % Previous Week
Open 2,288.0 2,302.3 14.3 0.6% 2,269.7
High 2,293.1 2,310.2 17.1 0.7% 2,313.4
Low 2,270.1 2,279.2 9.1 0.4% 2,251.7
Close 2,288.7 2,287.1 -1.6 -0.1% 2,288.7
Range 23.0 31.0 8.0 34.8% 61.7
ATR 36.1 35.7 -0.4 -1.0% 0.0
Volume 89 126 37 41.6% 513
Daily Pivots for day following 28-Jul-2025
Classic Woodie Camarilla DeMark
R4 2,385.2 2,367.1 2,304.2
R3 2,354.2 2,336.1 2,295.6
R2 2,323.2 2,323.2 2,292.8
R1 2,305.1 2,305.1 2,289.9 2,298.7
PP 2,292.2 2,292.2 2,292.2 2,288.9
S1 2,274.1 2,274.1 2,284.3 2,267.7
S2 2,261.2 2,261.2 2,281.4
S3 2,230.2 2,243.1 2,278.6
S4 2,199.2 2,212.1 2,270.1
Weekly Pivots for week ending 25-Jul-2025
Classic Woodie Camarilla DeMark
R4 2,469.7 2,440.9 2,322.6
R3 2,408.0 2,379.2 2,305.7
R2 2,346.3 2,346.3 2,300.0
R1 2,317.5 2,317.5 2,294.4 2,331.9
PP 2,284.6 2,284.6 2,284.6 2,291.8
S1 2,255.8 2,255.8 2,283.0 2,270.2
S2 2,222.9 2,222.9 2,277.4
S3 2,161.2 2,194.1 2,271.7
S4 2,099.5 2,132.4 2,254.8
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 2,251.7 61.7 2.7% 27.9 1.2% 57% False False 101
10 2,313.4 2,215.5 97.9 4.3% 35.4 1.5% 73% False False 128
20 2,313.4 2,190.9 122.5 5.4% 36.1 1.6% 79% False False 115
40 2,313.4 2,081.8 231.6 10.1% 30.8 1.3% 89% False False 74
60 2,313.4 2,011.0 302.4 13.2% 25.6 1.1% 91% False False 50
80 2,313.4 1,756.9 556.5 24.3% 31.8 1.4% 95% False False 38
100 2,313.4 1,756.9 556.5 24.3% 26.6 1.2% 95% False False 30
120 2,388.1 1,756.9 631.2 27.6% 22.4 1.0% 84% False False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 7.8
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,442.0
2.618 2,391.4
1.618 2,360.4
1.000 2,341.2
0.618 2,329.4
HIGH 2,310.2
0.618 2,298.4
0.500 2,294.7
0.382 2,291.0
LOW 2,279.2
0.618 2,260.0
1.000 2,248.2
1.618 2,229.0
2.618 2,198.0
4.250 2,147.5
Fisher Pivots for day following 28-Jul-2025
Pivot 1 day 3 day
R1 2,294.7 2,290.2
PP 2,292.2 2,289.1
S1 2,289.6 2,288.1

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

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