CME E-mini Russell 2000 Index Futures December 2021


Trading Metrics calculated at close of trading on 19-Nov-2021
Day Change Summary
Previous Current
18-Nov-2021 19-Nov-2021 Change Change % Previous Week
Open 2,371.6 2,363.9 -7.7 -0.3% 2,413.1
High 2,386.3 2,377.4 -8.9 -0.4% 2,427.5
Low 2,345.3 2,328.5 -16.8 -0.7% 2,328.5
Close 2,364.2 2,342.7 -21.5 -0.9% 2,342.7
Range 41.0 48.9 7.9 19.3% 99.0
ATR 39.5 40.2 0.7 1.7% 0.0
Volume 186,525 208,340 21,815 11.7% 828,413
Daily Pivots for day following 19-Nov-2021
Classic Woodie Camarilla DeMark
R4 2,496.2 2,468.4 2,369.6
R3 2,447.3 2,419.5 2,356.1
R2 2,398.4 2,398.4 2,351.7
R1 2,370.6 2,370.6 2,347.2 2,360.1
PP 2,349.5 2,349.5 2,349.5 2,344.3
S1 2,321.7 2,321.7 2,338.2 2,311.2
S2 2,300.6 2,300.6 2,333.7
S3 2,251.7 2,272.8 2,329.3
S4 2,202.8 2,223.9 2,315.8
Weekly Pivots for week ending 19-Nov-2021
Classic Woodie Camarilla DeMark
R4 2,663.2 2,602.0 2,397.2
R3 2,564.2 2,503.0 2,369.9
R2 2,465.2 2,465.2 2,360.9
R1 2,404.0 2,404.0 2,351.8 2,385.1
PP 2,366.2 2,366.2 2,366.2 2,356.8
S1 2,305.0 2,305.0 2,333.6 2,286.1
S2 2,267.2 2,267.2 2,324.6
S3 2,168.2 2,206.0 2,315.5
S4 2,069.2 2,107.0 2,288.3
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 2,328.5 99.0 4.2% 38.0 1.6% 14% False True 165,682
10 2,460.8 2,328.5 132.3 5.6% 38.7 1.7% 11% False True 160,842
20 2,460.8 2,248.8 212.0 9.0% 41.2 1.8% 44% False False 173,989
40 2,460.8 2,171.3 289.5 12.4% 41.9 1.8% 59% False False 178,538
60 2,460.8 2,146.9 313.9 13.4% 41.7 1.8% 62% False False 160,999
80 2,460.8 2,104.7 356.1 15.2% 40.5 1.7% 67% False False 120,834
100 2,460.8 2,096.4 364.4 15.6% 42.1 1.8% 68% False False 96,695
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.5
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2,585.2
2.618 2,505.4
1.618 2,456.5
1.000 2,426.3
0.618 2,407.6
HIGH 2,377.4
0.618 2,358.7
0.500 2,353.0
0.382 2,347.2
LOW 2,328.5
0.618 2,298.3
1.000 2,279.6
1.618 2,249.4
2.618 2,200.5
4.250 2,120.7
Fisher Pivots for day following 19-Nov-2021
Pivot 1 day 3 day
R1 2,353.0 2,366.9
PP 2,349.5 2,358.8
S1 2,346.1 2,350.8

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

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