CME E-mini Russell 2000 Index Futures September 2021


Trading Metrics calculated at close of trading on 16-Jul-2021
Day Change Summary
Previous Current
15-Jul-2021 16-Jul-2021 Change Change % Previous Week
Open 2,199.0 2,185.0 -14.0 -0.6% 2,275.4
High 2,201.3 2,211.3 10.0 0.5% 2,283.4
Low 2,159.3 2,154.8 -4.5 -0.2% 2,154.8
Close 2,186.8 2,158.9 -27.9 -1.3% 2,158.9
Range 42.0 56.5 14.5 34.5% 128.6
ATR 44.0 44.9 0.9 2.0% 0.0
Volume 224,386 189,033 -35,353 -15.8% 853,764
Daily Pivots for day following 16-Jul-2021
Classic Woodie Camarilla DeMark
R4 2,344.5 2,308.2 2,190.0
R3 2,288.0 2,251.7 2,174.4
R2 2,231.5 2,231.5 2,169.3
R1 2,195.2 2,195.2 2,164.1 2,185.1
PP 2,175.0 2,175.0 2,175.0 2,170.0
S1 2,138.7 2,138.7 2,153.7 2,128.6
S2 2,118.5 2,118.5 2,148.5
S3 2,062.0 2,082.2 2,143.4
S4 2,005.5 2,025.7 2,127.8
Weekly Pivots for week ending 16-Jul-2021
Classic Woodie Camarilla DeMark
R4 2,584.8 2,500.5 2,229.6
R3 2,456.2 2,371.9 2,194.3
R2 2,327.6 2,327.6 2,182.5
R1 2,243.3 2,243.3 2,170.7 2,221.2
PP 2,199.0 2,199.0 2,199.0 2,188.0
S1 2,114.7 2,114.7 2,147.1 2,092.6
S2 2,070.4 2,070.4 2,135.3
S3 1,941.8 1,986.1 2,123.5
S4 1,813.2 1,857.5 2,088.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,283.4 2,154.8 128.6 6.0% 46.6 2.2% 3% False True 170,752
10 2,335.9 2,154.8 181.1 8.4% 51.2 2.4% 2% False True 167,017
20 2,346.7 2,154.8 191.9 8.9% 45.2 2.1% 2% False True 156,510
40 2,346.9 2,154.8 192.1 8.9% 40.5 1.9% 2% False True 106,551
60 2,346.9 2,110.1 236.8 11.0% 42.3 2.0% 21% False False 71,097
80 2,346.9 2,088.9 258.0 12.0% 44.1 2.0% 27% False False 53,336
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,451.4
2.618 2,359.2
1.618 2,302.7
1.000 2,267.8
0.618 2,246.2
HIGH 2,211.3
0.618 2,189.7
0.500 2,183.1
0.382 2,176.4
LOW 2,154.8
0.618 2,119.9
1.000 2,098.3
1.618 2,063.4
2.618 2,006.9
4.250 1,914.7
Fisher Pivots for day following 16-Jul-2021
Pivot 1 day 3 day
R1 2,183.1 2,204.9
PP 2,175.0 2,189.5
S1 2,167.0 2,174.2

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

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