CME E-mini Russell 2000 Index Futures December 2021


Trading Metrics calculated at close of trading on 08-Nov-2021
Day Change Summary
Previous Current
05-Nov-2021 08-Nov-2021 Change Change % Previous Week
Open 2,402.0 2,427.0 25.0 1.0% 2,301.8
High 2,450.3 2,460.8 10.5 0.4% 2,450.3
Low 2,399.2 2,399.2 0.0 0.0% 2,283.8
Close 2,434.3 2,441.8 7.5 0.3% 2,434.3
Range 51.1 61.6 10.5 20.5% 166.5
ATR 42.2 43.6 1.4 3.3% 0.0
Volume 253,361 169,964 -83,397 -32.9% 1,046,572
Daily Pivots for day following 08-Nov-2021
Classic Woodie Camarilla DeMark
R4 2,618.7 2,591.9 2,475.7
R3 2,557.1 2,530.3 2,458.7
R2 2,495.5 2,495.5 2,453.1
R1 2,468.7 2,468.7 2,447.4 2,482.1
PP 2,433.9 2,433.9 2,433.9 2,440.7
S1 2,407.1 2,407.1 2,436.2 2,420.5
S2 2,372.3 2,372.3 2,430.5
S3 2,310.7 2,345.5 2,424.9
S4 2,249.1 2,283.9 2,407.9
Weekly Pivots for week ending 05-Nov-2021
Classic Woodie Camarilla DeMark
R4 2,889.0 2,828.1 2,525.9
R3 2,722.5 2,661.6 2,480.1
R2 2,556.0 2,556.0 2,464.8
R1 2,495.1 2,495.1 2,449.6 2,525.6
PP 2,389.5 2,389.5 2,389.5 2,404.7
S1 2,328.6 2,328.6 2,419.0 2,359.1
S2 2,223.0 2,223.0 2,403.8
S3 2,056.5 2,162.1 2,388.5
S4 1,890.0 1,995.6 2,342.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,460.8 2,341.4 119.4 4.9% 45.9 1.9% 84% True False 202,384
10 2,460.8 2,248.8 212.0 8.7% 45.4 1.9% 91% True False 189,757
20 2,460.8 2,193.6 267.2 10.9% 40.9 1.7% 93% True False 169,101
40 2,460.8 2,146.9 313.9 12.9% 44.2 1.8% 94% True False 190,400
60 2,460.8 2,104.7 356.1 14.6% 42.5 1.7% 95% True False 137,111
80 2,460.8 2,096.4 364.4 14.9% 42.2 1.7% 95% True False 102,866
100 2,460.8 2,096.4 364.4 14.9% 42.1 1.7% 95% True False 82,313
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.7
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,722.6
2.618 2,622.1
1.618 2,560.5
1.000 2,522.4
0.618 2,498.9
HIGH 2,460.8
0.618 2,437.3
0.500 2,430.0
0.382 2,422.7
LOW 2,399.2
0.618 2,361.1
1.000 2,337.6
1.618 2,299.5
2.618 2,237.9
4.250 2,137.4
Fisher Pivots for day following 08-Nov-2021
Pivot 1 day 3 day
R1 2,437.9 2,436.5
PP 2,433.9 2,431.2
S1 2,430.0 2,425.9

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

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