CME E-mini Russell 2000 Index Futures December 2025


Trading Metrics calculated at close of trading on 29-Jul-2025
Day Change Summary
Previous Current
28-Jul-2025 29-Jul-2025 Change Change % Previous Week
Open 2,302.3 2,289.3 -13.0 -0.6% 2,269.7
High 2,310.2 2,302.0 -8.2 -0.4% 2,313.4
Low 2,279.2 2,265.2 -14.0 -0.6% 2,251.7
Close 2,287.1 2,271.1 -16.0 -0.7% 2,288.7
Range 31.0 36.8 5.8 18.7% 61.7
ATR 35.7 35.8 0.1 0.2% 0.0
Volume 126 210 84 66.7% 513
Daily Pivots for day following 29-Jul-2025
Classic Woodie Camarilla DeMark
R4 2,389.8 2,367.3 2,291.3
R3 2,353.0 2,330.5 2,281.2
R2 2,316.2 2,316.2 2,277.8
R1 2,293.7 2,293.7 2,274.5 2,286.6
PP 2,279.4 2,279.4 2,279.4 2,275.9
S1 2,256.9 2,256.9 2,267.7 2,249.8
S2 2,242.6 2,242.6 2,264.4
S3 2,205.8 2,220.1 2,261.0
S4 2,169.0 2,183.3 2,250.9
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 2,265.2 48.2 2.1% 29.0 1.3% 12% False True 126
10 2,313.4 2,215.5 97.9 4.3% 33.0 1.5% 57% False False 131
20 2,313.4 2,190.9 122.5 5.4% 37.2 1.6% 65% False False 125
40 2,313.4 2,081.8 231.6 10.2% 31.4 1.4% 82% False False 80
60 2,313.4 2,017.9 295.5 13.0% 26.0 1.1% 86% False False 53
80 2,313.4 1,756.9 556.5 24.5% 31.1 1.4% 92% False False 40
100 2,313.4 1,756.9 556.5 24.5% 27.0 1.2% 92% False False 32
120 2,388.1 1,756.9 631.2 27.8% 22.8 1.0% 81% False False 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 7.6
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2,458.4
2.618 2,398.3
1.618 2,361.5
1.000 2,338.8
0.618 2,324.7
HIGH 2,302.0
0.618 2,287.9
0.500 2,283.6
0.382 2,279.3
LOW 2,265.2
0.618 2,242.5
1.000 2,228.4
1.618 2,205.7
2.618 2,168.9
4.250 2,108.8
Fisher Pivots for day following 29-Jul-2025
Pivot 1 day 3 day
R1 2,283.6 2,287.7
PP 2,279.4 2,282.2
S1 2,275.3 2,276.6

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

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