CME E-mini Russell 2000 Index Futures December 2025


Trading Metrics calculated at close of trading on 30-Jul-2025
Day Change Summary
Previous Current
29-Jul-2025 30-Jul-2025 Change Change % Previous Week
Open 2,289.3 2,279.8 -9.5 -0.4% 2,269.7
High 2,302.0 2,293.6 -8.4 -0.4% 2,313.4
Low 2,265.2 2,243.2 -22.0 -1.0% 2,251.7
Close 2,271.1 2,259.0 -12.1 -0.5% 2,288.7
Range 36.8 50.4 13.6 37.0% 61.7
ATR 35.8 36.9 1.0 2.9% 0.0
Volume 210 422 212 101.0% 513
Daily Pivots for day following 30-Jul-2025
Classic Woodie Camarilla DeMark
R4 2,416.5 2,388.1 2,286.7
R3 2,366.1 2,337.7 2,272.9
R2 2,315.7 2,315.7 2,268.2
R1 2,287.3 2,287.3 2,263.6 2,276.3
PP 2,265.3 2,265.3 2,265.3 2,259.8
S1 2,236.9 2,236.9 2,254.4 2,225.9
S2 2,214.9 2,214.9 2,249.8
S3 2,164.5 2,186.5 2,245.1
S4 2,114.1 2,136.1 2,231.3
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 2,310.2 2,243.2 67.0 3.0% 33.8 1.5% 24% False True 178
10 2,313.4 2,243.2 70.2 3.1% 33.6 1.5% 23% False True 153
20 2,313.4 2,215.5 97.9 4.3% 36.5 1.6% 44% False False 141
40 2,313.4 2,094.8 218.6 9.7% 32.0 1.4% 75% False False 90
60 2,313.4 2,017.9 295.5 13.1% 26.8 1.2% 82% False False 60
80 2,313.4 1,756.9 556.5 24.6% 31.7 1.4% 90% False False 45
100 2,313.4 1,756.9 556.5 24.6% 27.5 1.2% 90% False False 36
120 2,378.2 1,756.9 621.3 27.5% 23.2 1.0% 81% False False 30
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 False
Bear Hook False
Bull Hook False
Stretch 7.8
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 2,507.8
2.618 2,425.5
1.618 2,375.1
1.000 2,344.0
0.618 2,324.7
HIGH 2,293.6
0.618 2,274.3
0.500 2,268.4
0.382 2,262.5
LOW 2,243.2
0.618 2,212.1
1.000 2,192.8
1.618 2,161.7
2.618 2,111.3
4.250 2,029.0
Fisher Pivots for day following 30-Jul-2025
Pivot 1 day 3 day
R1 2,268.4 2,276.7
PP 2,265.3 2,270.8
S1 2,262.1 2,264.9

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

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