CME E-mini Russell 2000 Index Futures June 2021


Trading Metrics calculated at close of trading on 24-May-2021
Day Change Summary
Previous Current
21-May-2021 24-May-2021 Change Change % Previous Week
Open 2,202.9 2,210.2 7.3 0.3% 2,222.4
High 2,236.3 2,237.4 1.1 0.0% 2,245.1
Low 2,202.2 2,200.5 -1.7 -0.1% 2,152.3
Close 2,212.3 2,226.1 13.8 0.6% 2,212.3
Range 34.1 36.9 2.8 8.2% 92.8
ATR 50.2 49.3 -1.0 -1.9% 0.0
Volume 132,064 123,164 -8,900 -6.7% 824,769
Daily Pivots for day following 24-May-2021
Classic Woodie Camarilla DeMark
R4 2,332.0 2,316.0 2,246.4
R3 2,295.1 2,279.1 2,236.2
R2 2,258.2 2,258.2 2,232.9
R1 2,242.2 2,242.2 2,229.5 2,250.2
PP 2,221.3 2,221.3 2,221.3 2,225.4
S1 2,205.3 2,205.3 2,222.7 2,213.3
S2 2,184.4 2,184.4 2,219.3
S3 2,147.5 2,168.4 2,216.0
S4 2,110.6 2,131.5 2,205.8
Weekly Pivots for week ending 21-May-2021
Classic Woodie Camarilla DeMark
R4 2,481.6 2,439.8 2,263.3
R3 2,388.8 2,347.0 2,237.8
R2 2,296.0 2,296.0 2,229.3
R1 2,254.2 2,254.2 2,220.8 2,228.7
PP 2,203.2 2,203.2 2,203.2 2,190.5
S1 2,161.4 2,161.4 2,203.8 2,135.9
S2 2,110.4 2,110.4 2,195.3
S3 2,017.6 2,068.6 2,186.8
S4 1,924.8 1,975.8 2,161.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,245.1 2,152.3 92.8 4.2% 42.7 1.9% 80% False False 156,416
10 2,245.1 2,112.6 132.5 6.0% 53.3 2.4% 86% False False 189,905
20 2,322.7 2,112.6 210.1 9.4% 47.7 2.1% 54% False False 181,039
40 2,322.7 2,112.6 210.1 9.4% 46.8 2.1% 54% False False 178,967
60 2,366.0 2,081.3 284.7 12.8% 54.2 2.4% 51% False False 162,650
80 2,366.0 2,025.7 340.3 15.3% 55.2 2.5% 59% False False 122,069
100 2,366.0 1,918.0 448.0 20.1% 54.2 2.4% 69% False False 97,672
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,394.2
2.618 2,334.0
1.618 2,297.1
1.000 2,274.3
0.618 2,260.2
HIGH 2,237.4
0.618 2,223.3
0.500 2,219.0
0.382 2,214.6
LOW 2,200.5
0.618 2,177.7
1.000 2,163.6
1.618 2,140.8
2.618 2,103.9
4.250 2,043.7
Fisher Pivots for day following 24-May-2021
Pivot 1 day 3 day
R1 2,223.7 2,218.7
PP 2,221.3 2,211.2
S1 2,219.0 2,203.8

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

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