CME E-mini Russell 2000 Index Futures June 2021


Trading Metrics calculated at close of trading on 19-Feb-2021
Day Change Summary
Previous Current
18-Feb-2021 19-Feb-2021 Change Change % Previous Week
Open 2,248.6 2,204.1 -44.5 -2.0% 2,295.2
High 2,256.5 2,271.4 14.9 0.7% 2,309.0
Low 2,203.2 2,200.5 -2.7 -0.1% 2,200.5
Close 2,213.0 2,260.8 47.8 2.2% 2,260.8
Range 53.3 70.9 17.6 33.0% 108.5
ATR 49.2 50.7 1.6 3.2% 0.0
Volume 294 882 588 200.0% 2,197
Daily Pivots for day following 19-Feb-2021
Classic Woodie Camarilla DeMark
R4 2,456.9 2,429.8 2,299.8
R3 2,386.0 2,358.9 2,280.3
R2 2,315.1 2,315.1 2,273.8
R1 2,288.0 2,288.0 2,267.3 2,301.6
PP 2,244.2 2,244.2 2,244.2 2,251.0
S1 2,217.1 2,217.1 2,254.3 2,230.7
S2 2,173.3 2,173.3 2,247.8
S3 2,102.4 2,146.2 2,241.3
S4 2,031.5 2,075.3 2,221.8
Weekly Pivots for week ending 19-Feb-2021
Classic Woodie Camarilla DeMark
R4 2,582.3 2,530.0 2,320.5
R3 2,473.8 2,421.5 2,290.6
R2 2,365.3 2,365.3 2,280.7
R1 2,313.0 2,313.0 2,270.7 2,284.9
PP 2,256.8 2,256.8 2,256.8 2,242.7
S1 2,204.5 2,204.5 2,250.9 2,176.4
S2 2,148.3 2,148.3 2,240.9
S3 2,039.8 2,096.0 2,231.0
S4 1,931.3 1,987.5 2,201.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,309.0 2,200.5 108.5 4.8% 51.4 2.3% 56% False True 476
10 2,310.6 2,193.8 116.8 5.2% 48.7 2.2% 57% False False 317
20 2,310.6 2,025.7 284.9 12.6% 52.5 2.3% 83% False False 208
40 2,310.6 1,918.0 392.6 17.4% 49.0 2.2% 87% False False 133
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.7
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 2,572.7
2.618 2,457.0
1.618 2,386.1
1.000 2,342.3
0.618 2,315.2
HIGH 2,271.4
0.618 2,244.3
0.500 2,236.0
0.382 2,227.6
LOW 2,200.5
0.618 2,156.7
1.000 2,129.6
1.618 2,085.8
2.618 2,014.9
4.250 1,899.2
Fisher Pivots for day following 19-Feb-2021
Pivot 1 day 3 day
R1 2,252.5 2,252.5
PP 2,244.2 2,244.2
S1 2,236.0 2,236.0

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

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