CME E-mini Russell 2000 Index Futures September 2021


Trading Metrics calculated at close of trading on 14-Sep-2021
Day Change Summary
Previous Current
13-Sep-2021 14-Sep-2021 Change Change % Previous Week
Open 2,230.1 2,244.1 14.0 0.6% 2,289.5
High 2,249.1 2,258.3 9.2 0.4% 2,302.0
Low 2,213.9 2,202.1 -11.8 -0.5% 2,225.0
Close 2,241.1 2,211.4 -29.7 -1.3% 2,227.8
Range 35.2 56.2 21.0 59.7% 77.0
ATR 39.2 40.4 1.2 3.1% 0.0
Volume 261,670 263,933 2,263 0.9% 826,913
Daily Pivots for day following 14-Sep-2021
Classic Woodie Camarilla DeMark
R4 2,392.5 2,358.2 2,242.3
R3 2,336.3 2,302.0 2,226.9
R2 2,280.1 2,280.1 2,221.7
R1 2,245.8 2,245.8 2,216.6 2,234.9
PP 2,223.9 2,223.9 2,223.9 2,218.5
S1 2,189.6 2,189.6 2,206.2 2,178.7
S2 2,167.7 2,167.7 2,201.1
S3 2,111.5 2,133.4 2,195.9
S4 2,055.3 2,077.2 2,180.5
Weekly Pivots for week ending 10-Sep-2021
Classic Woodie Camarilla DeMark
R4 2,482.6 2,432.2 2,270.2
R3 2,405.6 2,355.2 2,249.0
R2 2,328.6 2,328.6 2,241.9
R1 2,278.2 2,278.2 2,234.9 2,264.9
PP 2,251.6 2,251.6 2,251.6 2,245.0
S1 2,201.2 2,201.2 2,220.7 2,187.9
S2 2,174.6 2,174.6 2,213.7
S3 2,097.6 2,124.2 2,206.6
S4 2,020.6 2,047.2 2,185.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,280.4 2,202.1 78.3 3.5% 45.5 2.1% 12% False True 237,448
10 2,312.4 2,202.1 110.3 5.0% 37.2 1.7% 8% False True 197,231
20 2,312.4 2,108.7 203.7 9.2% 41.1 1.9% 50% False False 194,974
40 2,312.4 2,108.7 203.7 9.2% 41.5 1.9% 50% False False 177,705
60 2,346.7 2,100.1 246.6 11.2% 42.7 1.9% 45% False False 171,600
80 2,346.9 2,100.1 246.8 11.2% 41.3 1.9% 45% False False 146,002
100 2,346.9 2,100.1 246.8 11.2% 42.1 1.9% 45% False False 116,840
120 2,346.9 2,088.9 258.0 11.7% 42.9 1.9% 47% False False 97,375
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.4
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 2,497.2
2.618 2,405.4
1.618 2,349.2
1.000 2,314.5
0.618 2,293.0
HIGH 2,258.3
0.618 2,236.8
0.500 2,230.2
0.382 2,223.6
LOW 2,202.1
0.618 2,167.4
1.000 2,145.9
1.618 2,111.2
2.618 2,055.0
4.250 1,963.3
Fisher Pivots for day following 14-Sep-2021
Pivot 1 day 3 day
R1 2,230.2 2,236.5
PP 2,223.9 2,228.1
S1 2,217.7 2,219.8

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

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