CME E-mini Russell 2000 Index Futures June 2021


Trading Metrics calculated at close of trading on 11-Jun-2021
Day Change Summary
Previous Current
10-Jun-2021 11-Jun-2021 Change Change % Previous Week
Open 2,327.4 2,310.0 -17.4 -0.7% 2,285.6
High 2,338.0 2,334.6 -3.4 -0.1% 2,350.3
Low 2,303.5 2,305.8 2.3 0.1% 2,270.1
Close 2,309.1 2,333.9 24.8 1.1% 2,333.9
Range 34.5 28.8 -5.7 -16.5% 80.2
ATR 42.0 41.0 -0.9 -2.2% 0.0
Volume 186,028 172,187 -13,841 -7.4% 812,293
Daily Pivots for day following 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 2,411.2 2,401.3 2,349.7
R3 2,382.4 2,372.5 2,341.8
R2 2,353.6 2,353.6 2,339.2
R1 2,343.7 2,343.7 2,336.5 2,348.7
PP 2,324.8 2,324.8 2,324.8 2,327.2
S1 2,314.9 2,314.9 2,331.3 2,319.9
S2 2,296.0 2,296.0 2,328.6
S3 2,267.2 2,286.1 2,326.0
S4 2,238.4 2,257.3 2,318.1
Weekly Pivots for week ending 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 2,558.7 2,526.5 2,378.0
R3 2,478.5 2,446.3 2,356.0
R2 2,398.3 2,398.3 2,348.6
R1 2,366.1 2,366.1 2,341.3 2,382.2
PP 2,318.1 2,318.1 2,318.1 2,326.2
S1 2,285.9 2,285.9 2,326.5 2,302.0
S2 2,237.9 2,237.9 2,319.2
S3 2,157.7 2,205.7 2,311.8
S4 2,077.5 2,125.5 2,289.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,350.3 2,270.1 80.2 3.4% 36.1 1.5% 80% False False 162,458
10 2,350.3 2,252.7 97.6 4.2% 34.7 1.5% 83% False False 162,742
20 2,350.3 2,152.3 198.0 8.5% 39.2 1.7% 92% False False 160,064
40 2,350.3 2,112.6 237.7 10.2% 44.2 1.9% 93% False False 175,502
60 2,350.3 2,092.7 257.6 11.0% 47.9 2.1% 94% False False 179,401
80 2,366.0 2,081.3 284.7 12.2% 53.1 2.3% 89% False False 147,889
100 2,366.0 2,025.7 340.3 14.6% 52.4 2.2% 91% False False 118,341
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,457.0
2.618 2,410.0
1.618 2,381.2
1.000 2,363.4
0.618 2,352.4
HIGH 2,334.6
0.618 2,323.6
0.500 2,320.2
0.382 2,316.8
LOW 2,305.8
0.618 2,288.0
1.000 2,277.0
1.618 2,259.2
2.618 2,230.4
4.250 2,183.4
Fisher Pivots for day following 11-Jun-2021
Pivot 1 day 3 day
R1 2,329.3 2,331.6
PP 2,324.8 2,329.2
S1 2,320.2 2,326.9

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

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