CME E-mini Russell 2000 Index Futures June 2021


Trading Metrics calculated at close of trading on 06-Apr-2021
Day Change Summary
Previous Current
05-Apr-2021 06-Apr-2021 Change Change % Previous Week
Open 2,293.0 2,265.4 -27.6 -1.2% 2,220.5
High 2,298.3 2,280.9 -17.4 -0.8% 2,257.5
Low 2,249.1 2,244.9 -4.2 -0.2% 2,143.5
Close 2,263.1 2,256.0 -7.1 -0.3% 2,251.9
Range 49.2 36.0 -13.2 -26.8% 114.0
ATR 62.7 60.8 -1.9 -3.0% 0.0
Volume 141,257 140,967 -290 -0.2% 798,223
Daily Pivots for day following 06-Apr-2021
Classic Woodie Camarilla DeMark
R4 2,368.6 2,348.3 2,275.8
R3 2,332.6 2,312.3 2,265.9
R2 2,296.6 2,296.6 2,262.6
R1 2,276.3 2,276.3 2,259.3 2,268.5
PP 2,260.6 2,260.6 2,260.6 2,256.7
S1 2,240.3 2,240.3 2,252.7 2,232.5
S2 2,224.6 2,224.6 2,249.4
S3 2,188.6 2,204.3 2,246.1
S4 2,152.6 2,168.3 2,236.2
Weekly Pivots for week ending 02-Apr-2021
Classic Woodie Camarilla DeMark
R4 2,559.6 2,519.8 2,314.6
R3 2,445.6 2,405.8 2,283.3
R2 2,331.6 2,331.6 2,272.8
R1 2,291.8 2,291.8 2,262.4 2,311.7
PP 2,217.6 2,217.6 2,217.6 2,227.6
S1 2,177.8 2,177.8 2,241.5 2,197.7
S2 2,103.6 2,103.6 2,231.0
S3 1,989.6 2,063.8 2,220.6
S4 1,875.6 1,949.8 2,189.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,298.3 2,143.5 154.8 6.9% 47.1 2.1% 73% False False 172,744
10 2,298.3 2,092.7 205.6 9.1% 64.6 2.9% 79% False False 205,723
20 2,366.0 2,092.7 273.3 12.1% 59.2 2.6% 60% False False 183,341
40 2,366.0 2,081.3 284.7 12.6% 63.4 2.8% 61% False False 92,170
60 2,366.0 2,025.7 340.3 15.1% 58.5 2.6% 68% False False 61,477
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 14.9
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 2,433.9
2.618 2,375.1
1.618 2,339.1
1.000 2,316.9
0.618 2,303.1
HIGH 2,280.9
0.618 2,267.1
0.500 2,262.9
0.382 2,258.7
LOW 2,244.9
0.618 2,222.7
1.000 2,208.9
1.618 2,186.7
2.618 2,150.7
4.250 2,091.9
Fisher Pivots for day following 06-Apr-2021
Pivot 1 day 3 day
R1 2,262.9 2,255.8
PP 2,260.6 2,255.5
S1 2,258.3 2,255.3

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

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