CME E-mini Russell 2000 Index Futures June 2021

Trading Metrics calculated at close of trading on 26-May-2021

Day Change Summary
	Previous	Current
	25-May-2021	26-May-2021	Change	Change %	Previous Week
Open	2,227.2	2,210.4	-16.8	-0.8%	2,222.4
High	2,250.2	2,249.8	-0.4	0.0%	2,245.1
Low	2,204.6	2,208.8	4.2	0.2%	2,152.3
Close	2,205.5	2,247.1	41.6	1.9%	2,212.3
Range	45.6	41.0	-4.6	-10.1%	92.8
ATR	49.0	48.7	-0.3	-0.7%	0.0
Volume	140,731	139,276	-1,455	-1.0%	824,769

Daily Pivots for day following 26-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	2,358.2	2,343.7	2,269.7
R3	2,317.2	2,302.7	2,258.4
R2	2,276.2	2,276.2	2,254.6
R1	2,261.7	2,261.7	2,250.9	2,269.0
PP	2,235.2	2,235.2	2,235.2	2,238.9
S1	2,220.7	2,220.7	2,243.3	2,228.0
S2	2,194.2	2,194.2	2,239.6
S3	2,153.2	2,179.7	2,235.8
S4	2,112.2	2,138.7	2,224.6

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	2,250.2	2,170.2	80.0	3.6%	39.7	1.8%	96%	False	False	138,347
10	2,250.2	2,112.6	137.6	6.1%	47.1	2.1%	98%	False	False	166,606
20	2,322.7	2,112.6	210.1	9.3%	49.7	2.2%	64%	False	False	181,341
40	2,322.7	2,112.6	210.1	9.3%	45.8	2.0%	64%	False	False	175,290
60	2,366.0	2,081.3	284.7	12.7%	53.3	2.4%	58%	False	False	167,277
80	2,366.0	2,081.3	284.7	12.7%	54.4	2.4%	58%	False	False	125,567
100	2,366.0	1,918.0	448.0	19.9%	54.5	2.4%	73%	False	False	100,472

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,424.1
2.618	2,357.1
1.618	2,316.1
1.000	2,290.8
0.618	2,275.1
HIGH	2,249.8
0.618	2,234.1
0.500	2,229.3
0.382	2,224.5
LOW	2,208.8
0.618	2,183.5
1.000	2,167.8
1.618	2,142.5
2.618	2,101.5
4.250	2,034.6

Fisher Pivots for day following 26-May-2021
Pivot	1 day	3 day
R1	2,241.2	2,239.9
PP	2,235.2	2,232.6
S1	2,229.3	2,225.4

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

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