CME E-mini Russell 2000 Index Futures June 2021


Trading Metrics calculated at close of trading on 30-Apr-2021
Day Change Summary
Previous Current
29-Apr-2021 30-Apr-2021 Change Change % Previous Week
Open 2,295.5 2,288.8 -6.7 -0.3% 2,270.0
High 2,322.7 2,291.8 -30.9 -1.3% 2,322.7
Low 2,270.9 2,254.2 -16.7 -0.7% 2,254.2
Close 2,293.4 2,261.5 -31.9 -1.4% 2,261.5
Range 51.8 37.6 -14.2 -27.4% 68.5
ATR 47.5 46.9 -0.6 -1.2% 0.0
Volume 190,543 204,892 14,349 7.5% 806,686
Daily Pivots for day following 30-Apr-2021
Classic Woodie Camarilla DeMark
R4 2,382.0 2,359.3 2,282.2
R3 2,344.4 2,321.7 2,271.8
R2 2,306.8 2,306.8 2,268.4
R1 2,284.1 2,284.1 2,264.9 2,276.7
PP 2,269.2 2,269.2 2,269.2 2,265.4
S1 2,246.5 2,246.5 2,258.1 2,239.1
S2 2,231.6 2,231.6 2,254.6
S3 2,194.0 2,208.9 2,251.2
S4 2,156.4 2,171.3 2,240.8
Weekly Pivots for week ending 30-Apr-2021
Classic Woodie Camarilla DeMark
R4 2,485.0 2,441.7 2,299.2
R3 2,416.5 2,373.2 2,280.3
R2 2,348.0 2,348.0 2,274.1
R1 2,304.7 2,304.7 2,267.8 2,292.1
PP 2,279.5 2,279.5 2,279.5 2,273.2
S1 2,236.2 2,236.2 2,255.2 2,223.6
S2 2,211.0 2,211.0 2,248.9
S3 2,142.5 2,167.7 2,242.7
S4 2,074.0 2,099.2 2,223.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,322.7 2,254.2 68.5 3.0% 33.7 1.5% 11% False True 161,337
10 2,322.7 2,164.6 158.1 7.0% 44.9 2.0% 61% False False 184,650
20 2,322.7 2,164.6 158.1 7.0% 41.7 1.8% 61% False False 170,454
40 2,366.0 2,081.3 284.7 12.6% 52.9 2.3% 63% False False 170,016
60 2,366.0 2,081.3 284.7 12.6% 56.3 2.5% 63% False False 113,563
80 2,366.0 1,968.6 397.4 17.6% 55.2 2.4% 74% False False 85,196
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 8.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,451.6
2.618 2,390.2
1.618 2,352.6
1.000 2,329.4
0.618 2,315.0
HIGH 2,291.8
0.618 2,277.4
0.500 2,273.0
0.382 2,268.6
LOW 2,254.2
0.618 2,231.0
1.000 2,216.6
1.618 2,193.4
2.618 2,155.8
4.250 2,094.4
Fisher Pivots for day following 30-Apr-2021
Pivot 1 day 3 day
R1 2,273.0 2,288.5
PP 2,269.2 2,279.5
S1 2,265.3 2,270.5

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

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