CME E-mini Russell 2000 Index Futures March 2021


Trading Metrics calculated at close of trading on 26-Jan-2021
Day Change Summary
Previous Current
25-Jan-2021 26-Jan-2021 Change Change % Previous Week
Open 2,159.4 2,160.3 0.9 0.0% 2,115.6
High 2,192.4 2,179.8 -12.6 -0.6% 2,173.2
Low 2,128.4 2,131.2 2.8 0.1% 2,107.7
Close 2,161.0 2,145.8 -15.2 -0.7% 2,164.0
Range 64.0 48.6 -15.4 -24.1% 65.5
ATR 48.2 48.2 0.0 0.1% 0.0
Volume 252,945 190,626 -62,319 -24.6% 734,382
Daily Pivots for day following 26-Jan-2021
Classic Woodie Camarilla DeMark
R4 2,298.1 2,270.5 2,172.5
R3 2,249.5 2,221.9 2,159.2
R2 2,200.9 2,200.9 2,154.7
R1 2,173.3 2,173.3 2,150.3 2,162.8
PP 2,152.3 2,152.3 2,152.3 2,147.0
S1 2,124.7 2,124.7 2,141.3 2,114.2
S2 2,103.7 2,103.7 2,136.9
S3 2,055.1 2,076.1 2,132.4
S4 2,006.5 2,027.5 2,119.1
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 2,192.4 2,112.7 79.7 3.7% 47.5 2.2% 42% False False 199,682
10 2,192.4 2,088.4 104.0 4.8% 46.3 2.2% 55% False False 190,319
20 2,192.4 1,920.5 271.9 12.7% 50.4 2.3% 83% False False 185,263
40 2,192.4 1,810.0 382.4 17.8% 45.0 2.1% 88% False False 143,683
60 2,192.4 1,515.9 676.5 31.5% 46.8 2.2% 93% False False 95,881
80 2,192.4 1,488.9 703.5 32.8% 43.4 2.0% 93% False False 71,929
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,386.4
2.618 2,307.0
1.618 2,258.4
1.000 2,228.4
0.618 2,209.8
HIGH 2,179.8
0.618 2,161.2
0.500 2,155.5
0.382 2,149.8
LOW 2,131.2
0.618 2,101.2
1.000 2,082.6
1.618 2,052.6
2.618 2,004.0
4.250 1,924.7
Fisher Pivots for day following 26-Jan-2021
Pivot 1 day 3 day
R1 2,155.5 2,152.6
PP 2,152.3 2,150.3
S1 2,149.0 2,148.1

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

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