CME E-mini Russell 2000 Index Futures June 2021


Trading Metrics calculated at close of trading on 17-Mar-2021
Day Change Summary
Previous Current
16-Mar-2021 17-Mar-2021 Change Change % Previous Week
Open 2,354.0 2,317.6 -36.4 -1.5% 2,195.6
High 2,354.0 2,339.1 -14.9 -0.6% 2,353.6
Low 2,302.1 2,284.3 -17.8 -0.8% 2,157.3
Close 2,316.7 2,334.4 17.7 0.8% 2,348.9
Range 51.9 54.8 2.9 5.6% 196.3
ATR 61.9 61.4 -0.5 -0.8% 0.0
Volume 275,401 186,585 -88,816 -32.2% 278,975
Daily Pivots for day following 17-Mar-2021
Classic Woodie Camarilla DeMark
R4 2,483.7 2,463.8 2,364.5
R3 2,428.9 2,409.0 2,349.5
R2 2,374.1 2,374.1 2,344.4
R1 2,354.2 2,354.2 2,339.4 2,364.2
PP 2,319.3 2,319.3 2,319.3 2,324.2
S1 2,299.4 2,299.4 2,329.4 2,309.4
S2 2,264.5 2,264.5 2,324.4
S3 2,209.7 2,244.6 2,319.3
S4 2,154.9 2,189.8 2,304.3
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 2,279.9 86.1 3.7% 45.2 1.9% 63% False False 206,161
10 2,366.0 2,081.3 284.7 12.2% 65.2 2.8% 89% False False 105,998
20 2,366.0 2,081.3 284.7 12.2% 68.9 3.0% 89% False False 53,353
40 2,366.0 2,025.7 340.3 14.6% 59.3 2.5% 91% False False 26,753
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 17.4
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,572.0
2.618 2,482.6
1.618 2,427.8
1.000 2,393.9
0.618 2,373.0
HIGH 2,339.1
0.618 2,318.2
0.500 2,311.7
0.382 2,305.2
LOW 2,284.3
0.618 2,250.4
1.000 2,229.5
1.618 2,195.6
2.618 2,140.8
4.250 2,051.4
Fisher Pivots for day following 17-Mar-2021
Pivot 1 day 3 day
R1 2,326.8 2,331.3
PP 2,319.3 2,328.2
S1 2,311.7 2,325.2

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

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