CME E-mini Russell 2000 Index Futures September 2021


Trading Metrics calculated at close of trading on 26-Jul-2021
Day Change Summary
Previous Current
23-Jul-2021 26-Jul-2021 Change Change % Previous Week
Open 2,203.3 2,200.5 -2.8 -0.1% 2,156.2
High 2,214.1 2,231.8 17.7 0.8% 2,240.8
Low 2,179.3 2,176.1 -3.2 -0.1% 2,100.1
Close 2,205.1 2,213.4 8.3 0.4% 2,205.1
Range 34.8 55.7 20.9 60.1% 140.7
ATR 48.1 48.6 0.5 1.1% 0.0
Volume 156,158 148,017 -8,141 -5.2% 1,094,195
Daily Pivots for day following 26-Jul-2021
Classic Woodie Camarilla DeMark
R4 2,374.2 2,349.5 2,244.0
R3 2,318.5 2,293.8 2,228.7
R2 2,262.8 2,262.8 2,223.6
R1 2,238.1 2,238.1 2,218.5 2,250.5
PP 2,207.1 2,207.1 2,207.1 2,213.3
S1 2,182.4 2,182.4 2,208.3 2,194.8
S2 2,151.4 2,151.4 2,203.2
S3 2,095.7 2,126.7 2,198.1
S4 2,040.0 2,071.0 2,182.8
Weekly Pivots for week ending 23-Jul-2021
Classic Woodie Camarilla DeMark
R4 2,604.1 2,545.3 2,282.5
R3 2,463.4 2,404.6 2,243.8
R2 2,322.7 2,322.7 2,230.9
R1 2,263.9 2,263.9 2,218.0 2,293.3
PP 2,182.0 2,182.0 2,182.0 2,196.7
S1 2,123.2 2,123.2 2,192.2 2,152.6
S2 2,041.3 2,041.3 2,179.3
S3 1,900.6 1,982.5 2,166.4
S4 1,759.9 1,841.8 2,127.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,240.8 2,122.0 118.8 5.4% 55.2 2.5% 77% False False 186,427
10 2,278.4 2,100.1 178.3 8.1% 53.9 2.4% 64% False False 198,356
20 2,338.6 2,100.1 238.5 10.8% 48.5 2.2% 48% False False 171,533
40 2,346.9 2,100.1 246.8 11.2% 43.4 2.0% 46% False False 137,564
60 2,346.9 2,100.1 246.8 11.2% 44.4 2.0% 46% False False 91,794
80 2,346.9 2,100.1 246.8 11.2% 43.2 2.0% 46% False False 68,859
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 False
Bear Hook False
Bull Hook False
Stretch 11.7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,468.5
2.618 2,377.6
1.618 2,321.9
1.000 2,287.5
0.618 2,266.2
HIGH 2,231.8
0.618 2,210.5
0.500 2,204.0
0.382 2,197.4
LOW 2,176.1
0.618 2,141.7
1.000 2,120.4
1.618 2,086.0
2.618 2,030.3
4.250 1,939.4
Fisher Pivots for day following 26-Jul-2021
Pivot 1 day 3 day
R1 2,210.3 2,211.8
PP 2,207.1 2,210.1
S1 2,204.0 2,208.5

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

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