CME E-mini Russell 2000 Index Futures September 2021


Trading Metrics calculated at close of trading on 02-Jun-2021
Day Change Summary
Previous Current
01-Jun-2021 02-Jun-2021 Change Change % Previous Week
Open 2,266.4 2,290.7 24.3 1.1% 2,204.7
High 2,294.7 2,301.0 6.3 0.3% 2,282.2
Low 2,254.2 2,278.4 24.2 1.1% 2,198.0
Close 2,290.0 2,293.4 3.4 0.1% 2,265.1
Range 40.5 22.6 -17.9 -44.2% 84.2
ATR 44.2 42.7 -1.5 -3.5% 0.0
Volume 539 470 -69 -12.8% 1,548
Daily Pivots for day following 02-Jun-2021
Classic Woodie Camarilla DeMark
R4 2,358.7 2,348.7 2,305.8
R3 2,336.1 2,326.1 2,299.6
R2 2,313.5 2,313.5 2,297.5
R1 2,303.5 2,303.5 2,295.5 2,308.5
PP 2,290.9 2,290.9 2,290.9 2,293.5
S1 2,280.9 2,280.9 2,291.3 2,285.9
S2 2,268.3 2,268.3 2,289.3
S3 2,245.7 2,258.3 2,287.2
S4 2,223.1 2,235.7 2,281.0
Weekly Pivots for week ending 28-May-2021
Classic Woodie Camarilla DeMark
R4 2,501.0 2,467.3 2,311.4
R3 2,416.8 2,383.1 2,288.3
R2 2,332.6 2,332.6 2,280.5
R1 2,298.9 2,298.9 2,272.8 2,315.8
PP 2,248.4 2,248.4 2,248.4 2,256.9
S1 2,214.7 2,214.7 2,257.4 2,231.6
S2 2,164.2 2,164.2 2,249.7
S3 2,080.0 2,130.5 2,241.9
S4 1,995.8 2,046.3 2,218.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,301.0 2,210.0 91.0 4.0% 31.6 1.4% 92% True False 407
10 2,301.0 2,149.7 151.3 6.6% 36.5 1.6% 95% True False 338
20 2,301.0 2,110.1 190.9 8.3% 45.5 2.0% 96% True False 302
40 2,318.3 2,110.1 208.2 9.1% 42.1 1.8% 88% False False 181
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,397.1
2.618 2,360.2
1.618 2,337.6
1.000 2,323.6
0.618 2,315.0
HIGH 2,301.0
0.618 2,292.4
0.500 2,289.7
0.382 2,287.0
LOW 2,278.4
0.618 2,264.4
1.000 2,255.8
1.618 2,241.8
2.618 2,219.2
4.250 2,182.4
Fisher Pivots for day following 02-Jun-2021
Pivot 1 day 3 day
R1 2,292.2 2,288.1
PP 2,290.9 2,282.9
S1 2,289.7 2,277.6

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

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