CME E-mini Russell 2000 Index Futures June 2021


Trading Metrics calculated at close of trading on 27-Jan-2021
Day Change Summary
Previous Current
26-Jan-2021 27-Jan-2021 Change Change % Previous Week
Open 2,147.8 2,140.6 -7.2 -0.3% 2,115.0
High 2,174.4 2,144.5 -29.9 -1.4% 2,168.1
Low 2,129.4 2,081.4 -48.0 -2.3% 2,104.5
Close 2,141.3 2,099.9 -41.4 -1.9% 2,159.8
Range 45.0 63.1 18.1 40.2% 63.6
ATR 47.8 48.9 1.1 2.3% 0.0
Volume 63 208 145 230.2% 142
Daily Pivots for day following 27-Jan-2021
Classic Woodie Camarilla DeMark
R4 2,297.9 2,262.0 2,134.6
R3 2,234.8 2,198.9 2,117.3
R2 2,171.7 2,171.7 2,111.5
R1 2,135.8 2,135.8 2,105.7 2,122.2
PP 2,108.6 2,108.6 2,108.6 2,101.8
S1 2,072.7 2,072.7 2,094.1 2,059.1
S2 2,045.5 2,045.5 2,088.3
S3 1,982.4 2,009.6 2,082.5
S4 1,919.3 1,946.5 2,065.2
Weekly Pivots for week ending 22-Jan-2021
Classic Woodie Camarilla DeMark
R4 2,334.9 2,311.0 2,194.8
R3 2,271.3 2,247.4 2,177.3
R2 2,207.7 2,207.7 2,171.5
R1 2,183.8 2,183.8 2,165.6 2,195.8
PP 2,144.1 2,144.1 2,144.1 2,150.1
S1 2,120.2 2,120.2 2,154.0 2,132.2
S2 2,080.5 2,080.5 2,148.1
S3 2,016.9 2,056.6 2,142.3
S4 1,953.3 1,993.0 2,124.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,187.3 2,081.4 105.9 5.0% 51.0 2.4% 17% False True 81
10 2,187.3 2,081.4 105.9 5.0% 47.1 2.2% 17% False True 80
20 2,187.3 1,918.0 269.3 12.8% 49.7 2.4% 68% False False 77
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 10.6
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 2,412.7
2.618 2,309.7
1.618 2,246.6
1.000 2,207.6
0.618 2,183.5
HIGH 2,144.5
0.618 2,120.4
0.500 2,113.0
0.382 2,105.5
LOW 2,081.4
0.618 2,042.4
1.000 2,018.3
1.618 1,979.3
2.618 1,916.2
4.250 1,813.2
Fisher Pivots for day following 27-Jan-2021
Pivot 1 day 3 day
R1 2,113.0 2,134.4
PP 2,108.6 2,122.9
S1 2,104.3 2,111.4

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

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