CME E-mini Russell 2000 Index Futures December 2021


Trading Metrics calculated at close of trading on 08-Oct-2021
Day Change Summary
Previous Current
07-Oct-2021 08-Oct-2021 Change Change % Previous Week
Open 2,213.7 2,246.0 32.3 1.5% 2,239.4
High 2,263.3 2,257.2 -6.1 -0.3% 2,263.3
Low 2,213.4 2,226.8 13.4 0.6% 2,180.2
Close 2,247.0 2,229.1 -17.9 -0.8% 2,229.1
Range 49.9 30.4 -19.5 -39.1% 83.1
ATR 46.6 45.5 -1.2 -2.5% 0.0
Volume 172,972 153,256 -19,716 -11.4% 1,023,487
Daily Pivots for day following 08-Oct-2021
Classic Woodie Camarilla DeMark
R4 2,328.9 2,309.4 2,245.8
R3 2,298.5 2,279.0 2,237.5
R2 2,268.1 2,268.1 2,234.7
R1 2,248.6 2,248.6 2,231.9 2,243.2
PP 2,237.7 2,237.7 2,237.7 2,235.0
S1 2,218.2 2,218.2 2,226.3 2,212.8
S2 2,207.3 2,207.3 2,223.5
S3 2,176.9 2,187.8 2,220.7
S4 2,146.5 2,157.4 2,212.4
Weekly Pivots for week ending 08-Oct-2021
Classic Woodie Camarilla DeMark
R4 2,473.5 2,434.4 2,274.8
R3 2,390.4 2,351.3 2,252.0
R2 2,307.3 2,307.3 2,244.3
R1 2,268.2 2,268.2 2,236.7 2,246.2
PP 2,224.2 2,224.2 2,224.2 2,213.2
S1 2,185.1 2,185.1 2,221.5 2,163.1
S2 2,141.1 2,141.1 2,213.9
S3 2,058.0 2,102.0 2,206.2
S4 1,974.9 2,018.9 2,183.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,263.3 2,180.2 83.1 3.7% 42.9 1.9% 59% False False 204,697
10 2,290.8 2,171.3 119.5 5.4% 49.2 2.2% 48% False False 219,259
20 2,290.8 2,146.9 143.9 6.5% 47.3 2.1% 57% False False 220,283
40 2,307.0 2,104.7 202.3 9.1% 42.9 1.9% 61% False False 117,921
60 2,307.0 2,096.4 210.6 9.4% 42.9 1.9% 63% False False 78,648
80 2,341.0 2,096.4 244.6 11.0% 42.3 1.9% 54% False False 59,010
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.9
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 2,386.4
2.618 2,336.8
1.618 2,306.4
1.000 2,287.6
0.618 2,276.0
HIGH 2,257.2
0.618 2,245.6
0.500 2,242.0
0.382 2,238.4
LOW 2,226.8
0.618 2,208.0
1.000 2,196.4
1.618 2,177.6
2.618 2,147.2
4.250 2,097.6
Fisher Pivots for day following 08-Oct-2021
Pivot 1 day 3 day
R1 2,242.0 2,226.7
PP 2,237.7 2,224.2
S1 2,233.4 2,221.8

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

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