CME E-mini Russell 2000 Index Futures September 2021


Trading Metrics calculated at close of trading on 03-Sep-2021
Day Change Summary
Previous Current
02-Sep-2021 03-Sep-2021 Change Change % Previous Week
Open 2,285.9 2,303.0 17.1 0.7% 2,280.0
High 2,310.1 2,312.4 2.3 0.1% 2,312.4
Low 2,280.3 2,283.7 3.4 0.1% 2,254.9
Close 2,301.1 2,290.9 -10.2 -0.4% 2,290.9
Range 29.8 28.7 -1.1 -3.7% 57.5
ATR 39.5 38.7 -0.8 -1.9% 0.0
Volume 143,779 145,885 2,106 1.5% 773,620
Daily Pivots for day following 03-Sep-2021
Classic Woodie Camarilla DeMark
R4 2,381.8 2,365.0 2,306.7
R3 2,353.1 2,336.3 2,298.8
R2 2,324.4 2,324.4 2,296.2
R1 2,307.6 2,307.6 2,293.5 2,301.7
PP 2,295.7 2,295.7 2,295.7 2,292.7
S1 2,278.9 2,278.9 2,288.3 2,273.0
S2 2,267.0 2,267.0 2,285.6
S3 2,238.3 2,250.2 2,283.0
S4 2,209.6 2,221.5 2,275.1
Weekly Pivots for week ending 03-Sep-2021
Classic Woodie Camarilla DeMark
R4 2,458.6 2,432.2 2,322.5
R3 2,401.1 2,374.7 2,306.7
R2 2,343.6 2,343.6 2,301.4
R1 2,317.2 2,317.2 2,296.2 2,330.4
PP 2,286.1 2,286.1 2,286.1 2,292.7
S1 2,259.7 2,259.7 2,285.6 2,272.9
S2 2,228.6 2,228.6 2,280.4
S3 2,171.1 2,202.2 2,275.1
S4 2,113.6 2,144.7 2,259.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,312.4 2,254.9 57.5 2.5% 28.4 1.2% 63% True False 154,724
10 2,312.4 2,163.0 149.4 6.5% 35.4 1.5% 86% True False 161,333
20 2,312.4 2,108.7 203.7 8.9% 36.3 1.6% 89% True False 166,636
40 2,312.4 2,100.1 212.3 9.3% 42.5 1.9% 90% True False 172,988
60 2,346.9 2,100.1 246.8 10.8% 42.5 1.9% 77% False False 170,942
80 2,346.9 2,100.1 246.8 10.8% 41.8 1.8% 77% False False 129,116
100 2,346.9 2,100.1 246.8 10.8% 42.4 1.9% 77% False False 103,319
120 2,346.9 2,088.9 258.0 11.3% 44.2 1.9% 78% False False 86,107
Crabel Price Patterns
NR True
NR4 False
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 7.2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,434.4
2.618 2,387.5
1.618 2,358.8
1.000 2,341.1
0.618 2,330.1
HIGH 2,312.4
0.618 2,301.4
0.500 2,298.1
0.382 2,294.7
LOW 2,283.7
0.618 2,266.0
1.000 2,255.0
1.618 2,237.3
2.618 2,208.6
4.250 2,161.7
Fisher Pivots for day following 03-Sep-2021
Pivot 1 day 3 day
R1 2,298.1 2,289.4
PP 2,295.7 2,287.8
S1 2,293.3 2,286.3

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

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