CME E-mini Russell 2000 Index Futures March 2021


Trading Metrics calculated at close of trading on 17-Dec-2020
Day Change Summary
Previous Current
16-Dec-2020 17-Dec-2020 Change Change % Previous Week
Open 1,962.4 1,955.0 -7.4 -0.4% 1,894.7
High 1,974.7 1,979.4 4.7 0.2% 1,934.6
Low 1,943.1 1,953.5 10.4 0.5% 1,873.1
Close 1,953.4 1,976.2 22.8 1.2% 1,910.1
Range 31.6 25.9 -5.7 -18.0% 61.5
ATR 40.8 39.7 -1.1 -2.6% 0.0
Volume 198,588 172,855 -25,733 -13.0% 353,606
Daily Pivots for day following 17-Dec-2020
Classic Woodie Camarilla DeMark
R4 2,047.4 2,037.7 1,990.4
R3 2,021.5 2,011.8 1,983.3
R2 1,995.6 1,995.6 1,980.9
R1 1,985.9 1,985.9 1,978.6 1,990.8
PP 1,969.7 1,969.7 1,969.7 1,972.1
S1 1,960.0 1,960.0 1,973.8 1,964.9
S2 1,943.8 1,943.8 1,971.5
S3 1,917.9 1,934.1 1,969.1
S4 1,892.0 1,908.2 1,962.0
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 2,090.4 2,061.8 1,943.9
R3 2,028.9 2,000.3 1,927.0
R2 1,967.4 1,967.4 1,921.4
R1 1,938.8 1,938.8 1,915.7 1,953.1
PP 1,905.9 1,905.9 1,905.9 1,913.1
S1 1,877.3 1,877.3 1,904.5 1,891.6
S2 1,844.4 1,844.4 1,898.8
S3 1,782.9 1,815.8 1,893.2
S4 1,721.4 1,754.3 1,876.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,979.4 1,890.3 89.1 4.5% 35.9 1.8% 96% True False 231,968
10 1,979.4 1,846.1 133.3 6.7% 38.4 1.9% 98% True False 127,362
20 1,979.4 1,751.7 227.7 11.5% 36.0 1.8% 99% True False 63,953
40 1,979.4 1,515.9 463.5 23.5% 43.1 2.2% 99% True False 32,070
60 1,979.4 1,424.4 555.0 28.1% 39.8 2.0% 99% True False 21,401
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 8.4
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2,089.5
2.618 2,047.2
1.618 2,021.3
1.000 2,005.3
0.618 1,995.4
HIGH 1,979.4
0.618 1,969.5
0.500 1,966.5
0.382 1,963.4
LOW 1,953.5
0.618 1,937.5
1.000 1,927.6
1.618 1,911.6
2.618 1,885.7
4.250 1,843.4
Fisher Pivots for day following 17-Dec-2020
Pivot 1 day 3 day
R1 1,973.0 1,965.9
PP 1,969.7 1,955.6
S1 1,966.5 1,945.3

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

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