CME E-mini Russell 2000 Index Futures September 2021


Trading Metrics calculated at close of trading on 02-Jul-2021
Day Change Summary
Previous Current
01-Jul-2021 02-Jul-2021 Change Change % Previous Week
Open 2,311.0 2,324.4 13.4 0.6% 2,336.7
High 2,330.6 2,335.9 5.3 0.2% 2,338.6
Low 2,308.6 2,297.1 -11.5 -0.5% 2,284.7
Close 2,327.0 2,302.0 -25.0 -1.1% 2,302.0
Range 22.0 38.8 16.8 76.4% 53.9
ATR 38.1 38.2 0.0 0.1% 0.0
Volume 136,378 131,876 -4,502 -3.3% 650,165
Daily Pivots for day following 02-Jul-2021
Classic Woodie Camarilla DeMark
R4 2,428.1 2,403.8 2,323.3
R3 2,389.3 2,365.0 2,312.7
R2 2,350.5 2,350.5 2,309.1
R1 2,326.2 2,326.2 2,305.6 2,319.0
PP 2,311.7 2,311.7 2,311.7 2,308.0
S1 2,287.4 2,287.4 2,298.4 2,280.2
S2 2,272.9 2,272.9 2,294.9
S3 2,234.1 2,248.6 2,291.3
S4 2,195.3 2,209.8 2,280.7
Weekly Pivots for week ending 02-Jul-2021
Classic Woodie Camarilla DeMark
R4 2,470.1 2,440.0 2,331.6
R3 2,416.2 2,386.1 2,316.8
R2 2,362.3 2,362.3 2,311.9
R1 2,332.2 2,332.2 2,306.9 2,320.3
PP 2,308.4 2,308.4 2,308.4 2,302.5
S1 2,278.3 2,278.3 2,297.1 2,266.4
S2 2,254.5 2,254.5 2,292.1
S3 2,200.6 2,224.4 2,287.2
S4 2,146.7 2,170.5 2,272.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,338.6 2,284.7 53.9 2.3% 31.9 1.4% 32% False False 130,033
10 2,346.7 2,206.2 140.5 6.1% 36.4 1.6% 68% False False 133,944
20 2,346.9 2,206.2 140.7 6.1% 38.2 1.7% 68% False False 135,994
40 2,346.9 2,110.1 236.8 10.3% 41.7 1.8% 81% False False 68,164
60 2,346.9 2,110.1 236.8 10.3% 40.6 1.8% 81% False False 45,466
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 8.7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,500.8
2.618 2,437.5
1.618 2,398.7
1.000 2,374.7
0.618 2,359.9
HIGH 2,335.9
0.618 2,321.1
0.500 2,316.5
0.382 2,311.9
LOW 2,297.1
0.618 2,273.1
1.000 2,258.3
1.618 2,234.3
2.618 2,195.5
4.250 2,132.2
Fisher Pivots for day following 02-Jul-2021
Pivot 1 day 3 day
R1 2,316.5 2,310.3
PP 2,311.7 2,307.5
S1 2,306.8 2,304.8

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

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