CME E-mini Russell 2000 Index Futures June 2021


Trading Metrics calculated at close of trading on 12-Apr-2021
Day Change Summary
Previous Current
09-Apr-2021 12-Apr-2021 Change Change % Previous Week
Open 2,246.9 2,239.2 -7.7 -0.3% 2,293.0
High 2,253.3 2,242.6 -10.7 -0.5% 2,298.3
Low 2,225.4 2,217.0 -8.4 -0.4% 2,206.7
Close 2,239.2 2,230.6 -8.6 -0.4% 2,239.2
Range 27.9 25.6 -2.3 -8.2% 91.6
ATR 56.5 54.3 -2.2 -3.9% 0.0
Volume 147,355 128,340 -19,015 -12.9% 747,575
Daily Pivots for day following 12-Apr-2021
Classic Woodie Camarilla DeMark
R4 2,306.9 2,294.3 2,244.7
R3 2,281.3 2,268.7 2,237.6
R2 2,255.7 2,255.7 2,235.3
R1 2,243.1 2,243.1 2,232.9 2,236.6
PP 2,230.1 2,230.1 2,230.1 2,226.8
S1 2,217.5 2,217.5 2,228.3 2,211.0
S2 2,204.5 2,204.5 2,225.9
S3 2,178.9 2,191.9 2,223.6
S4 2,153.3 2,166.3 2,216.5
Weekly Pivots for week ending 09-Apr-2021
Classic Woodie Camarilla DeMark
R4 2,522.9 2,472.6 2,289.6
R3 2,431.3 2,381.0 2,264.4
R2 2,339.7 2,339.7 2,256.0
R1 2,289.4 2,289.4 2,247.6 2,268.8
PP 2,248.1 2,248.1 2,248.1 2,237.7
S1 2,197.8 2,197.8 2,230.8 2,177.2
S2 2,156.5 2,156.5 2,222.4
S3 2,064.9 2,106.2 2,214.0
S4 1,973.3 2,014.6 2,188.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,280.9 2,206.7 74.2 3.3% 36.3 1.6% 32% False False 146,931
10 2,298.3 2,143.5 154.8 6.9% 45.1 2.0% 56% False False 167,413
20 2,366.0 2,092.7 273.3 12.3% 55.9 2.5% 50% False False 199,207
40 2,366.0 2,081.3 284.7 12.8% 62.2 2.8% 52% False False 106,994
60 2,366.0 2,025.7 340.3 15.3% 58.4 2.6% 60% False False 71,364
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.4
Narrowest range in 68 trading days
Fibonacci Retracements and Extensions
4.250 2,351.4
2.618 2,309.6
1.618 2,284.0
1.000 2,268.2
0.618 2,258.4
HIGH 2,242.6
0.618 2,232.8
0.500 2,229.8
0.382 2,226.8
LOW 2,217.0
0.618 2,201.2
1.000 2,191.4
1.618 2,175.6
2.618 2,150.0
4.250 2,108.2
Fisher Pivots for day following 12-Apr-2021
Pivot 1 day 3 day
R1 2,230.3 2,230.4
PP 2,230.1 2,230.2
S1 2,229.8 2,230.0

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

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