CME E-mini Russell 2000 Index Futures March 2021


Trading Metrics calculated at close of trading on 22-Jan-2021
Day Change Summary
Previous Current
21-Jan-2021 22-Jan-2021 Change Change % Previous Week
Open 2,152.0 2,138.8 -13.2 -0.6% 2,115.6
High 2,166.1 2,166.3 0.2 0.0% 2,173.2
Low 2,132.2 2,112.7 -19.5 -0.9% 2,107.7
Close 2,138.5 2,164.0 25.5 1.2% 2,164.0
Range 33.9 53.6 19.7 58.1% 65.5
ATR 46.5 47.0 0.5 1.1% 0.0
Volume 162,843 198,218 35,375 21.7% 734,382
Daily Pivots for day following 22-Jan-2021
Classic Woodie Camarilla DeMark
R4 2,308.5 2,289.8 2,193.5
R3 2,254.9 2,236.2 2,178.7
R2 2,201.3 2,201.3 2,173.8
R1 2,182.6 2,182.6 2,168.9 2,192.0
PP 2,147.7 2,147.7 2,147.7 2,152.3
S1 2,129.0 2,129.0 2,159.1 2,138.4
S2 2,094.1 2,094.1 2,154.2
S3 2,040.5 2,075.4 2,149.3
S4 1,986.9 2,021.8 2,134.5
Weekly Pivots for week ending 22-Jan-2021
Classic Woodie Camarilla DeMark
R4 2,344.8 2,319.9 2,200.0
R3 2,279.3 2,254.4 2,182.0
R2 2,213.8 2,213.8 2,176.0
R1 2,188.9 2,188.9 2,170.0 2,201.4
PP 2,148.3 2,148.3 2,148.3 2,154.5
S1 2,123.4 2,123.4 2,158.0 2,135.9
S2 2,082.8 2,082.8 2,152.0
S3 2,017.3 2,057.9 2,146.0
S4 1,951.8 1,992.4 2,128.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,173.2 2,095.2 78.0 3.6% 46.3 2.1% 88% False False 194,491
10 2,173.2 2,055.0 118.2 5.5% 44.4 2.1% 92% False False 180,545
20 2,173.2 1,920.5 252.7 11.7% 48.1 2.2% 96% False False 171,995
40 2,173.2 1,810.0 363.2 16.8% 44.0 2.0% 97% False False 132,621
60 2,173.2 1,515.9 657.3 30.4% 46.0 2.1% 99% False False 88,490
80 2,173.2 1,483.4 689.8 31.9% 42.8 2.0% 99% False False 66,386
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.2
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,394.1
2.618 2,306.6
1.618 2,253.0
1.000 2,219.9
0.618 2,199.4
HIGH 2,166.3
0.618 2,145.8
0.500 2,139.5
0.382 2,133.2
LOW 2,112.7
0.618 2,079.6
1.000 2,059.1
1.618 2,026.0
2.618 1,972.4
4.250 1,884.9
Fisher Pivots for day following 22-Jan-2021
Pivot 1 day 3 day
R1 2,155.8 2,157.0
PP 2,147.7 2,150.0
S1 2,139.5 2,143.0

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

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