CME E-mini Russell 2000 Index Futures September 2021


Trading Metrics calculated at close of trading on 21-Jul-2021
Day Change Summary
Previous Current
20-Jul-2021 21-Jul-2021 Change Change % Previous Week
Open 2,136.1 2,191.5 55.4 2.6% 2,275.4
High 2,202.4 2,235.0 32.6 1.5% 2,283.4
Low 2,122.0 2,184.8 62.8 3.0% 2,154.8
Close 2,192.0 2,231.3 39.3 1.8% 2,158.9
Range 80.4 50.2 -30.2 -37.6% 128.6
ATR 48.5 48.6 0.1 0.2% 0.0
Volume 252,823 187,298 -65,525 -25.9% 853,764
Daily Pivots for day following 21-Jul-2021
Classic Woodie Camarilla DeMark
R4 2,367.6 2,349.7 2,258.9
R3 2,317.4 2,299.5 2,245.1
R2 2,267.2 2,267.2 2,240.5
R1 2,249.3 2,249.3 2,235.9 2,258.3
PP 2,217.0 2,217.0 2,217.0 2,221.5
S1 2,199.1 2,199.1 2,226.7 2,208.1
S2 2,166.8 2,166.8 2,222.1
S3 2,116.6 2,148.9 2,217.5
S4 2,066.4 2,098.7 2,203.7
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 2,235.0 2,100.1 134.9 6.0% 58.0 2.6% 97% True False 232,723
10 2,283.4 2,100.1 183.3 8.2% 55.4 2.5% 72% False False 196,991
20 2,346.7 2,100.1 246.6 11.1% 45.5 2.0% 53% False False 166,667
40 2,346.9 2,100.1 246.8 11.1% 42.7 1.9% 53% False False 125,289
60 2,346.9 2,100.1 246.8 11.1% 43.5 2.0% 53% False False 83,598
80 2,346.9 2,100.1 246.8 11.1% 43.5 1.9% 53% False False 62,710
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,448.4
2.618 2,366.4
1.618 2,316.2
1.000 2,285.2
0.618 2,266.0
HIGH 2,235.0
0.618 2,215.8
0.500 2,209.9
0.382 2,204.0
LOW 2,184.8
0.618 2,153.8
1.000 2,134.6
1.618 2,103.6
2.618 2,053.4
4.250 1,971.5
Fisher Pivots for day following 21-Jul-2021
Pivot 1 day 3 day
R1 2,224.2 2,210.1
PP 2,217.0 2,188.8
S1 2,209.9 2,167.6

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

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