CME E-mini Russell 2000 Index Futures December 2021


Trading Metrics calculated at close of trading on 29-Oct-2021
Day Change Summary
Previous Current
28-Oct-2021 29-Oct-2021 Change Change % Previous Week
Open 2,254.0 2,299.9 45.9 2.0% 2,284.7
High 2,302.9 2,302.7 -0.2 0.0% 2,321.9
Low 2,249.5 2,283.8 34.3 1.5% 2,248.8
Close 2,295.1 2,295.3 0.2 0.0% 2,295.3
Range 53.4 18.9 -34.5 -64.6% 73.1
ATR 41.3 39.7 -1.6 -3.9% 0.0
Volume 165,467 145,945 -19,522 -11.8% 824,782
Daily Pivots for day following 29-Oct-2021
Classic Woodie Camarilla DeMark
R4 2,350.6 2,341.9 2,305.7
R3 2,331.7 2,323.0 2,300.5
R2 2,312.8 2,312.8 2,298.8
R1 2,304.1 2,304.1 2,297.0 2,299.0
PP 2,293.9 2,293.9 2,293.9 2,291.4
S1 2,285.2 2,285.2 2,293.6 2,280.1
S2 2,275.0 2,275.0 2,291.8
S3 2,256.1 2,266.3 2,290.1
S4 2,237.2 2,247.4 2,284.9
Weekly Pivots for week ending 29-Oct-2021
Classic Woodie Camarilla DeMark
R4 2,508.0 2,474.7 2,335.5
R3 2,434.9 2,401.6 2,315.4
R2 2,361.8 2,361.8 2,308.7
R1 2,328.5 2,328.5 2,302.0 2,345.2
PP 2,288.7 2,288.7 2,288.7 2,297.0
S1 2,255.4 2,255.4 2,288.6 2,272.1
S2 2,215.6 2,215.6 2,281.9
S3 2,142.5 2,182.3 2,275.2
S4 2,069.4 2,109.2 2,255.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,321.9 2,248.8 73.1 3.2% 39.1 1.7% 64% False False 164,956
10 2,321.9 2,247.7 74.2 3.2% 36.6 1.6% 64% False False 153,529
20 2,321.9 2,180.2 141.7 6.2% 38.4 1.7% 81% False False 165,871
40 2,321.9 2,146.9 175.0 7.6% 42.3 1.8% 85% False False 175,010
60 2,321.9 2,104.7 217.2 9.5% 40.0 1.7% 88% False False 116,854
80 2,321.9 2,096.4 225.5 9.8% 42.0 1.8% 88% False False 87,668
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 True
Bear Hook False
Bull Hook False
Stretch 8.9
Narrowest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 2,383.0
2.618 2,352.2
1.618 2,333.3
1.000 2,321.6
0.618 2,314.4
HIGH 2,302.7
0.618 2,295.5
0.500 2,293.3
0.382 2,291.0
LOW 2,283.8
0.618 2,272.1
1.000 2,264.9
1.618 2,253.2
2.618 2,234.3
4.250 2,203.5
Fisher Pivots for day following 29-Oct-2021
Pivot 1 day 3 day
R1 2,294.6 2,288.8
PP 2,293.9 2,282.3
S1 2,293.3 2,275.9

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

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