CME E-mini Russell 2000 Index Futures June 2021


Trading Metrics calculated at close of trading on 17-Jun-2021
Day Change Summary
Previous Current
16-Jun-2021 17-Jun-2021 Change Change % Previous Week
Open 2,319.7 2,307.9 -11.8 -0.5% 2,285.6
High 2,323.5 2,318.9 -4.6 -0.2% 2,350.3
Low 2,292.6 2,261.5 -31.1 -1.4% 2,270.1
Close 2,314.5 2,288.8 -25.7 -1.1% 2,333.9
Range 30.9 57.4 26.5 85.8% 80.2
ATR 39.1 40.4 1.3 3.3% 0.0
Volume 52,335 66,390 14,055 26.9% 812,293
Daily Pivots for day following 17-Jun-2021
Classic Woodie Camarilla DeMark
R4 2,461.9 2,432.8 2,320.4
R3 2,404.5 2,375.4 2,304.6
R2 2,347.1 2,347.1 2,299.3
R1 2,318.0 2,318.0 2,294.1 2,303.9
PP 2,289.7 2,289.7 2,289.7 2,282.7
S1 2,260.6 2,260.6 2,283.5 2,246.5
S2 2,232.3 2,232.3 2,278.3
S3 2,174.9 2,203.2 2,273.0
S4 2,117.5 2,145.8 2,257.2
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 2,350.0 2,261.5 88.5 3.9% 36.1 1.6% 31% False True 126,152
10 2,350.3 2,261.5 88.8 3.9% 36.0 1.6% 31% False True 139,676
20 2,350.3 2,170.2 180.1 7.9% 36.9 1.6% 66% False False 146,915
40 2,350.3 2,112.6 237.7 10.4% 42.6 1.9% 74% False False 167,559
60 2,350.3 2,092.7 257.6 11.3% 45.6 2.0% 76% False False 174,050
80 2,366.0 2,081.3 284.7 12.4% 51.7 2.3% 73% False False 153,599
100 2,366.0 2,025.7 340.3 14.9% 52.1 2.3% 77% False False 122,925
120 2,366.0 1,918.0 448.0 19.6% 51.3 2.2% 83% False False 102,448
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.0
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 2,562.9
2.618 2,469.2
1.618 2,411.8
1.000 2,376.3
0.618 2,354.4
HIGH 2,318.9
0.618 2,297.0
0.500 2,290.2
0.382 2,283.4
LOW 2,261.5
0.618 2,226.0
1.000 2,204.1
1.618 2,168.6
2.618 2,111.2
4.250 2,017.6
Fisher Pivots for day following 17-Jun-2021
Pivot 1 day 3 day
R1 2,290.2 2,297.2
PP 2,289.7 2,294.4
S1 2,289.3 2,291.6

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

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