CME E-mini Russell 2000 Index Futures June 2021


Trading Metrics calculated at close of trading on 22-Mar-2021
Day Change Summary
Previous Current
19-Mar-2021 22-Mar-2021 Change Change % Previous Week
Open 2,266.8 2,278.0 11.2 0.5% 2,354.6
High 2,296.0 2,290.9 -5.1 -0.2% 2,366.0
Low 2,238.8 2,250.2 11.4 0.5% 2,238.8
Close 2,279.1 2,261.3 -17.8 -0.8% 2,279.1
Range 57.2 40.7 -16.5 -28.8% 127.2
ATR 62.7 61.2 -1.6 -2.5% 0.0
Volume 212,673 147,238 -65,435 -30.8% 1,185,991
Daily Pivots for day following 22-Mar-2021
Classic Woodie Camarilla DeMark
R4 2,389.6 2,366.1 2,283.7
R3 2,348.9 2,325.4 2,272.5
R2 2,308.2 2,308.2 2,268.8
R1 2,284.7 2,284.7 2,265.0 2,276.1
PP 2,267.5 2,267.5 2,267.5 2,263.2
S1 2,244.0 2,244.0 2,257.6 2,235.4
S2 2,226.8 2,226.8 2,253.8
S3 2,186.1 2,203.3 2,250.1
S4 2,145.4 2,162.6 2,238.9
Weekly Pivots for week ending 19-Mar-2021
Classic Woodie Camarilla DeMark
R4 2,676.2 2,604.9 2,349.1
R3 2,549.0 2,477.7 2,314.1
R2 2,421.8 2,421.8 2,302.4
R1 2,350.5 2,350.5 2,290.8 2,322.6
PP 2,294.6 2,294.6 2,294.6 2,280.7
S1 2,223.3 2,223.3 2,267.4 2,195.4
S2 2,167.4 2,167.4 2,255.8
S3 2,040.2 2,096.1 2,244.1
S4 1,913.0 1,968.9 2,209.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,354.0 2,238.8 115.2 5.1% 58.1 2.6% 20% False False 204,514
10 2,366.0 2,199.6 166.4 7.4% 53.9 2.4% 37% False False 160,959
20 2,366.0 2,081.3 284.7 12.6% 69.7 3.1% 63% False False 81,309
40 2,366.0 2,025.7 340.3 15.0% 60.9 2.7% 69% False False 40,765
60 2,366.0 1,918.0 448.0 19.8% 56.0 2.5% 77% False False 27,197
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.9
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,463.9
2.618 2,397.5
1.618 2,356.8
1.000 2,331.6
0.618 2,316.1
HIGH 2,290.9
0.618 2,275.4
0.500 2,270.6
0.382 2,265.7
LOW 2,250.2
0.618 2,225.0
1.000 2,209.5
1.618 2,184.3
2.618 2,143.6
4.250 2,077.2
Fisher Pivots for day following 22-Mar-2021
Pivot 1 day 3 day
R1 2,270.6 2,290.5
PP 2,267.5 2,280.8
S1 2,264.4 2,271.0

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

View Archives - Comment on this page... - Back to Index of Symbols