CME E-mini Russell 2000 Index Futures December 2021


Trading Metrics calculated at close of trading on 20-Jul-2021
Day Change Summary
Previous Current
19-Jul-2021 20-Jul-2021 Change Change % Previous Week
Open 2,150.0 2,139.0 -11.0 -0.5% 2,269.0
High 2,155.2 2,197.2 42.0 1.9% 2,277.8
Low 2,096.4 2,118.6 22.2 1.1% 2,151.2
Close 2,122.2 2,187.7 65.5 3.1% 2,154.4
Range 58.8 78.6 19.8 33.7% 126.6
ATR 42.2 44.8 2.6 6.2% 0.0
Volume 168 171 3 1.8% 575
Daily Pivots for day following 20-Jul-2021
Classic Woodie Camarilla DeMark
R4 2,403.6 2,374.3 2,230.9
R3 2,325.0 2,295.7 2,209.3
R2 2,246.4 2,246.4 2,202.1
R1 2,217.1 2,217.1 2,194.9 2,231.8
PP 2,167.8 2,167.8 2,167.8 2,175.2
S1 2,138.5 2,138.5 2,180.5 2,153.2
S2 2,089.2 2,089.2 2,173.3
S3 2,010.6 2,059.9 2,166.1
S4 1,932.0 1,981.3 2,144.5
Weekly Pivots for week ending 16-Jul-2021
Classic Woodie Camarilla DeMark
R4 2,574.3 2,490.9 2,224.0
R3 2,447.7 2,364.3 2,189.2
R2 2,321.1 2,321.1 2,177.6
R1 2,237.7 2,237.7 2,166.0 2,216.1
PP 2,194.5 2,194.5 2,194.5 2,183.7
S1 2,111.1 2,111.1 2,142.8 2,089.5
S2 2,067.9 2,067.9 2,131.2
S3 1,941.3 1,984.5 2,119.6
S4 1,814.7 1,857.9 2,084.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,250.0 2,096.4 153.6 7.0% 57.9 2.6% 59% False False 136
10 2,277.8 2,096.4 181.4 8.3% 53.3 2.4% 50% False False 157
20 2,341.0 2,096.4 244.6 11.2% 42.2 1.9% 37% False False 114
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.9
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 2,531.3
2.618 2,403.0
1.618 2,324.4
1.000 2,275.8
0.618 2,245.8
HIGH 2,197.2
0.618 2,167.2
0.500 2,157.9
0.382 2,148.6
LOW 2,118.6
0.618 2,070.0
1.000 2,040.0
1.618 1,991.4
2.618 1,912.8
4.250 1,784.6
Fisher Pivots for day following 20-Jul-2021
Pivot 1 day 3 day
R1 2,177.8 2,175.6
PP 2,167.8 2,163.4
S1 2,157.9 2,151.3

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

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