CME E-mini Russell 2000 Index Futures December 2021


Trading Metrics calculated at close of trading on 17-Nov-2021
Day Change Summary
Previous Current
16-Nov-2021 17-Nov-2021 Change Change % Previous Week
Open 2,400.9 2,402.9 2.0 0.1% 2,427.0
High 2,409.1 2,405.3 -3.8 -0.2% 2,460.8
Low 2,384.7 2,366.4 -18.3 -0.8% 2,378.4
Close 2,404.8 2,374.2 -30.6 -1.3% 2,410.3
Range 24.4 38.9 14.5 59.4% 82.4
ATR 39.4 39.4 0.0 -0.1% 0.0
Volume 138,380 152,834 14,454 10.4% 780,015
Daily Pivots for day following 17-Nov-2021
Classic Woodie Camarilla DeMark
R4 2,498.7 2,475.3 2,395.6
R3 2,459.8 2,436.4 2,384.9
R2 2,420.9 2,420.9 2,381.3
R1 2,397.5 2,397.5 2,377.8 2,389.8
PP 2,382.0 2,382.0 2,382.0 2,378.1
S1 2,358.6 2,358.6 2,370.6 2,350.9
S2 2,343.1 2,343.1 2,367.1
S3 2,304.2 2,319.7 2,363.5
S4 2,265.3 2,280.8 2,352.8
Weekly Pivots for week ending 12-Nov-2021
Classic Woodie Camarilla DeMark
R4 2,663.7 2,619.4 2,455.6
R3 2,581.3 2,537.0 2,433.0
R2 2,498.9 2,498.9 2,425.4
R1 2,454.6 2,454.6 2,417.9 2,435.6
PP 2,416.5 2,416.5 2,416.5 2,407.0
S1 2,372.2 2,372.2 2,402.7 2,353.2
S2 2,334.1 2,334.1 2,395.2
S3 2,251.7 2,289.8 2,387.6
S4 2,169.3 2,207.4 2,365.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,427.5 2,366.4 61.1 2.6% 30.2 1.3% 13% False True 136,222
10 2,460.8 2,366.4 94.4 4.0% 38.2 1.6% 8% False True 165,222
20 2,460.8 2,248.8 212.0 8.9% 39.9 1.7% 59% False False 169,917
40 2,460.8 2,171.3 289.5 12.2% 41.6 1.8% 70% False False 177,172
60 2,460.8 2,146.9 313.9 13.2% 41.3 1.7% 72% False False 154,442
80 2,460.8 2,104.7 356.1 15.0% 40.5 1.7% 76% False False 115,901
100 2,460.8 2,096.4 364.4 15.3% 41.8 1.8% 76% False False 92,747
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 9.2
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,570.6
2.618 2,507.1
1.618 2,468.2
1.000 2,444.2
0.618 2,429.3
HIGH 2,405.3
0.618 2,390.4
0.500 2,385.9
0.382 2,381.3
LOW 2,366.4
0.618 2,342.4
1.000 2,327.5
1.618 2,303.5
2.618 2,264.6
4.250 2,201.1
Fisher Pivots for day following 17-Nov-2021
Pivot 1 day 3 day
R1 2,385.9 2,397.0
PP 2,382.0 2,389.4
S1 2,378.1 2,381.8

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

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