CME E-mini Russell 2000 Index Futures June 2021


Trading Metrics calculated at close of trading on 01-Apr-2021
Day Change Summary
Previous Current
31-Mar-2021 01-Apr-2021 Change Change % Previous Week
Open 2,195.8 2,215.5 19.7 0.9% 2,278.0
High 2,237.5 2,257.5 20.0 0.9% 2,290.9
Low 2,188.9 2,212.2 23.3 1.1% 2,092.7
Close 2,222.5 2,251.9 29.4 1.3% 2,218.5
Range 48.6 45.3 -3.3 -6.8% 198.2
ATR 65.1 63.7 -1.4 -2.2% 0.0
Volume 212,713 158,437 -54,276 -25.5% 1,124,024
Daily Pivots for day following 01-Apr-2021
Classic Woodie Camarilla DeMark
R4 2,376.4 2,359.5 2,276.8
R3 2,331.1 2,314.2 2,264.4
R2 2,285.8 2,285.8 2,260.2
R1 2,268.9 2,268.9 2,256.1 2,277.4
PP 2,240.5 2,240.5 2,240.5 2,244.8
S1 2,223.6 2,223.6 2,247.7 2,232.1
S2 2,195.2 2,195.2 2,243.6
S3 2,149.9 2,178.3 2,239.4
S4 2,104.6 2,133.0 2,227.0
Weekly Pivots for week ending 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 2,795.3 2,705.1 2,327.5
R3 2,597.1 2,506.9 2,273.0
R2 2,398.9 2,398.9 2,254.8
R1 2,308.7 2,308.7 2,236.7 2,254.7
PP 2,200.7 2,200.7 2,200.7 2,173.7
S1 2,110.5 2,110.5 2,200.3 2,056.5
S2 2,002.5 2,002.5 2,182.2
S3 1,804.3 1,912.3 2,164.0
S4 1,606.1 1,714.1 2,109.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,257.5 2,143.5 114.0 5.1% 54.1 2.4% 95% True False 205,431
10 2,296.0 2,092.7 203.3 9.0% 65.9 2.9% 78% False False 213,492
20 2,366.0 2,081.3 284.7 12.6% 64.2 2.8% 60% False False 169,578
40 2,366.0 2,081.3 284.7 12.6% 63.6 2.8% 60% False False 85,118
60 2,366.0 1,968.6 397.4 17.6% 59.7 2.7% 71% False False 56,777
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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 16.9
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2,450.0
2.618 2,376.1
1.618 2,330.8
1.000 2,302.8
0.618 2,285.5
HIGH 2,257.5
0.618 2,240.2
0.500 2,234.9
0.382 2,229.5
LOW 2,212.2
0.618 2,184.2
1.000 2,166.9
1.618 2,138.9
2.618 2,093.6
4.250 2,019.7
Fisher Pivots for day following 01-Apr-2021
Pivot 1 day 3 day
R1 2,246.2 2,234.8
PP 2,240.5 2,217.6
S1 2,234.9 2,200.5

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

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