CME E-mini Russell 2000 Index Futures June 2021


Trading Metrics calculated at close of trading on 16-Mar-2021
Day Change Summary
Previous Current
15-Mar-2021 16-Mar-2021 Change Change % Previous Week
Open 2,354.6 2,354.0 -0.6 0.0% 2,195.6
High 2,366.0 2,354.0 -12.0 -0.5% 2,353.6
Low 2,330.3 2,302.1 -28.2 -1.2% 2,157.3
Close 2,355.8 2,316.7 -39.1 -1.7% 2,348.9
Range 35.7 51.9 16.2 45.4% 196.3
ATR 62.5 61.9 -0.6 -1.0% 0.0
Volume 310,656 275,401 -35,255 -11.3% 278,975
Daily Pivots for day following 16-Mar-2021
Classic Woodie Camarilla DeMark
R4 2,480.0 2,450.2 2,345.2
R3 2,428.1 2,398.3 2,331.0
R2 2,376.2 2,376.2 2,326.2
R1 2,346.4 2,346.4 2,321.5 2,335.4
PP 2,324.3 2,324.3 2,324.3 2,318.7
S1 2,294.5 2,294.5 2,311.9 2,283.5
S2 2,272.4 2,272.4 2,307.2
S3 2,220.5 2,242.6 2,302.4
S4 2,168.6 2,190.7 2,288.2
Weekly Pivots for week ending 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 2,875.5 2,808.5 2,456.9
R3 2,679.2 2,612.2 2,402.9
R2 2,482.9 2,482.9 2,384.9
R1 2,415.9 2,415.9 2,366.9 2,449.4
PP 2,286.6 2,286.6 2,286.6 2,303.4
S1 2,219.6 2,219.6 2,330.9 2,253.1
S2 2,090.3 2,090.3 2,312.9
S3 1,894.0 2,023.3 2,294.9
S4 1,697.7 1,827.0 2,240.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,366.0 2,231.4 134.6 5.8% 47.9 2.1% 63% False False 171,023
10 2,366.0 2,081.3 284.7 12.3% 66.2 2.9% 83% False False 87,400
20 2,366.0 2,081.3 284.7 12.3% 68.6 3.0% 83% False False 44,045
40 2,366.0 2,025.7 340.3 14.7% 59.0 2.5% 86% False False 22,089
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,574.6
2.618 2,489.9
1.618 2,438.0
1.000 2,405.9
0.618 2,386.1
HIGH 2,354.0
0.618 2,334.2
0.500 2,328.1
0.382 2,321.9
LOW 2,302.1
0.618 2,270.0
1.000 2,250.2
1.618 2,218.1
2.618 2,166.2
4.250 2,081.5
Fisher Pivots for day following 16-Mar-2021
Pivot 1 day 3 day
R1 2,328.1 2,334.1
PP 2,324.3 2,328.3
S1 2,320.5 2,322.5

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

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