CME E-mini Russell 2000 Index Futures September 2021


Trading Metrics calculated at close of trading on 31-Aug-2021
Day Change Summary
Previous Current
30-Aug-2021 31-Aug-2021 Change Change % Previous Week
Open 2,280.0 2,268.6 -11.4 -0.5% 2,164.1
High 2,287.5 2,278.1 -9.4 -0.4% 2,282.1
Low 2,261.5 2,254.9 -6.6 -0.3% 2,163.0
Close 2,266.6 2,271.2 4.6 0.2% 2,275.3
Range 26.0 23.2 -2.8 -10.8% 119.1
ATR 42.0 40.7 -1.3 -3.2% 0.0
Volume 153,822 169,547 15,725 10.2% 839,712
Daily Pivots for day following 31-Aug-2021
Classic Woodie Camarilla DeMark
R4 2,337.7 2,327.6 2,284.0
R3 2,314.5 2,304.4 2,277.6
R2 2,291.3 2,291.3 2,275.5
R1 2,281.2 2,281.2 2,273.3 2,286.3
PP 2,268.1 2,268.1 2,268.1 2,270.6
S1 2,258.0 2,258.0 2,269.1 2,263.1
S2 2,244.9 2,244.9 2,266.9
S3 2,221.7 2,234.8 2,264.8
S4 2,198.5 2,211.6 2,258.4
Weekly Pivots for week ending 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 2,597.4 2,555.5 2,340.8
R3 2,478.3 2,436.4 2,308.1
R2 2,359.2 2,359.2 2,297.1
R1 2,317.3 2,317.3 2,286.2 2,338.3
PP 2,240.1 2,240.1 2,240.1 2,250.6
S1 2,198.2 2,198.2 2,264.4 2,219.2
S2 2,121.0 2,121.0 2,253.5
S3 2,001.9 2,079.1 2,242.5
S4 1,882.8 1,960.0 2,209.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,287.5 2,206.4 81.1 3.6% 38.1 1.7% 80% False False 172,540
10 2,287.5 2,108.7 178.8 7.9% 41.9 1.8% 91% False False 184,724
20 2,287.5 2,108.7 178.8 7.9% 37.7 1.7% 91% False False 166,204
40 2,287.5 2,100.1 187.4 8.3% 44.6 2.0% 91% False False 174,984
60 2,346.9 2,100.1 246.8 10.9% 42.7 1.9% 69% False False 164,532
80 2,346.9 2,100.1 246.8 10.9% 43.4 1.9% 69% False False 123,503
100 2,346.9 2,100.1 246.8 10.9% 42.6 1.9% 69% False False 98,817
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 9.3
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 2,376.7
2.618 2,338.8
1.618 2,315.6
1.000 2,301.3
0.618 2,292.4
HIGH 2,278.1
0.618 2,269.2
0.500 2,266.5
0.382 2,263.8
LOW 2,254.9
0.618 2,240.6
1.000 2,231.7
1.618 2,217.4
2.618 2,194.2
4.250 2,156.3
Fisher Pivots for day following 31-Aug-2021
Pivot 1 day 3 day
R1 2,269.6 2,263.1
PP 2,268.1 2,255.0
S1 2,266.5 2,247.0

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

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