CME E-mini Russell 2000 Index Futures March 2021


Trading Metrics calculated at close of trading on 05-Mar-2021
Day Change Summary
Previous Current
04-Mar-2021 05-Mar-2021 Change Change % Previous Week
Open 2,205.4 2,148.0 -57.4 -2.6% 2,203.7
High 2,220.0 2,194.7 -25.3 -1.1% 2,281.5
Low 2,106.3 2,084.4 -21.9 -1.0% 2,084.4
Close 2,144.5 2,189.7 45.2 2.1% 2,189.7
Range 113.7 110.3 -3.4 -3.0% 197.1
ATR 66.5 69.7 3.1 4.7% 0.0
Volume 308,094 343,140 35,046 11.4% 1,235,524
Daily Pivots for day following 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 2,487.2 2,448.7 2,250.4
R3 2,376.9 2,338.4 2,220.0
R2 2,266.6 2,266.6 2,209.9
R1 2,228.1 2,228.1 2,199.8 2,247.4
PP 2,156.3 2,156.3 2,156.3 2,165.9
S1 2,117.8 2,117.8 2,179.6 2,137.1
S2 2,046.0 2,046.0 2,169.5
S3 1,935.7 2,007.5 2,159.4
S4 1,825.4 1,897.2 2,129.0
Weekly Pivots for week ending 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 2,776.5 2,680.2 2,298.1
R3 2,579.4 2,483.1 2,243.9
R2 2,382.3 2,382.3 2,225.8
R1 2,286.0 2,286.0 2,207.8 2,235.6
PP 2,185.2 2,185.2 2,185.2 2,160.0
S1 2,088.9 2,088.9 2,171.6 2,038.5
S2 1,988.1 1,988.1 2,153.6
S3 1,791.0 1,891.8 2,135.5
S4 1,593.9 1,694.7 2,081.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,281.5 2,084.4 197.1 9.0% 85.6 3.9% 53% False True 247,104
10 2,302.7 2,084.4 218.3 10.0% 83.7 3.8% 48% False True 245,141
20 2,316.9 2,084.4 232.5 10.6% 67.2 3.1% 45% False True 216,092
40 2,316.9 2,028.6 288.3 13.2% 59.2 2.7% 56% False False 202,409
60 2,316.9 1,873.4 443.5 20.3% 55.7 2.5% 71% False False 190,434
80 2,316.9 1,654.8 662.1 30.2% 52.7 2.4% 81% False False 142,972
100 2,316.9 1,515.9 801.0 36.6% 49.8 2.3% 84% False False 114,394
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 18.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,663.5
2.618 2,483.5
1.618 2,373.2
1.000 2,305.0
0.618 2,262.9
HIGH 2,194.7
0.618 2,152.6
0.500 2,139.6
0.382 2,126.5
LOW 2,084.4
0.618 2,016.2
1.000 1,974.1
1.618 1,905.9
2.618 1,795.6
4.250 1,615.6
Fisher Pivots for day following 05-Mar-2021
Pivot 1 day 3 day
R1 2,173.0 2,185.0
PP 2,156.3 2,180.3
S1 2,139.6 2,175.6

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

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