CME E-mini Russell 2000 Index Futures September 2021


Trading Metrics calculated at close of trading on 07-Sep-2021
Day Change Summary
Previous Current
03-Sep-2021 07-Sep-2021 Change Change % Previous Week
Open 2,303.0 2,289.5 -13.5 -0.6% 2,280.0
High 2,312.4 2,302.0 -10.4 -0.4% 2,312.4
Low 2,283.7 2,273.1 -10.6 -0.5% 2,254.9
Close 2,290.9 2,275.4 -15.5 -0.7% 2,290.9
Range 28.7 28.9 0.2 0.7% 57.5
ATR 38.7 38.0 -0.7 -1.8% 0.0
Volume 145,885 165,273 19,388 13.3% 773,620
Daily Pivots for day following 07-Sep-2021
Classic Woodie Camarilla DeMark
R4 2,370.2 2,351.7 2,291.3
R3 2,341.3 2,322.8 2,283.3
R2 2,312.4 2,312.4 2,280.7
R1 2,293.9 2,293.9 2,278.0 2,288.7
PP 2,283.5 2,283.5 2,283.5 2,280.9
S1 2,265.0 2,265.0 2,272.8 2,259.8
S2 2,254.6 2,254.6 2,270.1
S3 2,225.7 2,236.1 2,267.5
S4 2,196.8 2,207.2 2,259.5
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% 28.9 1.3% 36% False False 157,014
10 2,312.4 2,206.4 106.0 4.7% 33.5 1.5% 65% False False 162,083
20 2,312.4 2,108.7 203.7 9.0% 36.7 1.6% 82% False False 169,562
40 2,312.4 2,100.1 212.3 9.3% 42.4 1.9% 83% False False 174,309
60 2,346.9 2,100.1 246.8 10.8% 42.5 1.9% 71% False False 170,662
80 2,346.9 2,100.1 246.8 10.8% 41.3 1.8% 71% False False 131,178
100 2,346.9 2,100.1 246.8 10.8% 42.3 1.9% 71% False False 104,971
120 2,346.9 2,088.9 258.0 11.3% 44.1 1.9% 72% False False 87,484
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 8.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,424.8
2.618 2,377.7
1.618 2,348.8
1.000 2,330.9
0.618 2,319.9
HIGH 2,302.0
0.618 2,291.0
0.500 2,287.6
0.382 2,284.1
LOW 2,273.1
0.618 2,255.2
1.000 2,244.2
1.618 2,226.3
2.618 2,197.4
4.250 2,150.3
Fisher Pivots for day following 07-Sep-2021
Pivot 1 day 3 day
R1 2,287.6 2,292.8
PP 2,283.5 2,287.0
S1 2,279.5 2,281.2

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

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