CME E-mini Russell 2000 Index Futures December 2021


Trading Metrics calculated at close of trading on 02-Aug-2021
Day Change Summary
Previous Current
30-Jul-2021 02-Aug-2021 Change Change % Previous Week
Open 2,231.5 2,231.0 -0.5 0.0% 2,199.0
High 2,247.0 2,251.8 4.8 0.2% 2,250.1
Low 2,209.9 2,203.7 -6.2 -0.3% 2,160.7
Close 2,217.2 2,206.3 -10.9 -0.5% 2,217.2
Range 37.1 48.1 11.0 29.6% 89.4
ATR 45.1 45.3 0.2 0.5% 0.0
Volume 105 117 12 11.4% 602
Daily Pivots for day following 02-Aug-2021
Classic Woodie Camarilla DeMark
R4 2,364.9 2,333.7 2,232.8
R3 2,316.8 2,285.6 2,219.5
R2 2,268.7 2,268.7 2,215.1
R1 2,237.5 2,237.5 2,210.7 2,229.1
PP 2,220.6 2,220.6 2,220.6 2,216.4
S1 2,189.4 2,189.4 2,201.9 2,181.0
S2 2,172.5 2,172.5 2,197.5
S3 2,124.4 2,141.3 2,193.1
S4 2,076.3 2,093.2 2,179.8
Weekly Pivots for week ending 30-Jul-2021
Classic Woodie Camarilla DeMark
R4 2,477.5 2,436.8 2,266.4
R3 2,388.1 2,347.4 2,241.8
R2 2,298.7 2,298.7 2,233.6
R1 2,258.0 2,258.0 2,225.4 2,278.4
PP 2,209.3 2,209.3 2,209.3 2,219.5
S1 2,168.6 2,168.6 2,209.0 2,189.0
S2 2,119.9 2,119.9 2,200.8
S3 2,030.5 2,079.2 2,192.6
S4 1,941.1 1,989.8 2,168.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,251.8 2,160.7 91.1 4.1% 44.1 2.0% 50% True False 127
10 2,251.8 2,118.6 133.2 6.0% 48.8 2.2% 66% True False 111
20 2,306.5 2,096.4 210.1 9.5% 50.0 2.3% 52% False False 126
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,456.2
2.618 2,377.7
1.618 2,329.6
1.000 2,299.9
0.618 2,281.5
HIGH 2,251.8
0.618 2,233.4
0.500 2,227.8
0.382 2,222.1
LOW 2,203.7
0.618 2,174.0
1.000 2,155.6
1.618 2,125.9
2.618 2,077.8
4.250 1,999.3
Fisher Pivots for day following 02-Aug-2021
Pivot 1 day 3 day
R1 2,227.8 2,227.8
PP 2,220.6 2,220.6
S1 2,213.5 2,213.5

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

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