CME E-mini Russell 2000 Index Futures March 2022


Trading Metrics calculated at close of trading on 10-Dec-2021
Day Change Summary
Previous Current
09-Dec-2021 10-Dec-2021 Change Change % Previous Week
Open 2,267.4 2,213.4 -54.0 -2.4% 2,163.5
High 2,271.7 2,241.2 -30.5 -1.3% 2,277.3
Low 2,211.6 2,192.7 -18.9 -0.9% 2,148.2
Close 2,215.4 2,209.4 -6.0 -0.3% 2,209.4
Range 60.1 48.5 -11.6 -19.3% 129.1
ATR 57.5 56.9 -0.6 -1.1% 0.0
Volume 93,244 262,322 169,078 181.3% 378,214
Daily Pivots for day following 10-Dec-2021
Classic Woodie Camarilla DeMark
R4 2,359.9 2,333.2 2,236.1
R3 2,311.4 2,284.7 2,222.7
R2 2,262.9 2,262.9 2,218.3
R1 2,236.2 2,236.2 2,213.8 2,225.3
PP 2,214.4 2,214.4 2,214.4 2,209.0
S1 2,187.7 2,187.7 2,205.0 2,176.8
S2 2,165.9 2,165.9 2,200.5
S3 2,117.4 2,139.2 2,196.1
S4 2,068.9 2,090.7 2,182.7
Weekly Pivots for week ending 10-Dec-2021
Classic Woodie Camarilla DeMark
R4 2,598.9 2,533.3 2,280.4
R3 2,469.8 2,404.2 2,244.9
R2 2,340.7 2,340.7 2,233.1
R1 2,275.1 2,275.1 2,221.2 2,307.9
PP 2,211.6 2,211.6 2,211.6 2,228.1
S1 2,146.0 2,146.0 2,197.6 2,178.8
S2 2,082.5 2,082.5 2,185.7
S3 1,953.4 2,016.9 2,173.9
S4 1,824.3 1,887.8 2,138.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,277.3 2,148.2 129.1 5.8% 57.1 2.6% 47% False False 75,642
10 2,280.0 2,136.3 143.7 6.5% 69.5 3.1% 51% False False 38,644
20 2,425.1 2,136.3 288.8 13.1% 57.7 2.6% 25% False False 19,748
40 2,458.2 2,136.3 321.9 14.6% 48.8 2.2% 23% False False 9,928
60 2,458.2 2,136.3 321.9 14.6% 46.1 2.1% 23% False False 6,661
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,447.3
2.618 2,368.2
1.618 2,319.7
1.000 2,289.7
0.618 2,271.2
HIGH 2,241.2
0.618 2,222.7
0.500 2,217.0
0.382 2,211.2
LOW 2,192.7
0.618 2,162.7
1.000 2,144.2
1.618 2,114.2
2.618 2,065.7
4.250 1,986.6
Fisher Pivots for day following 10-Dec-2021
Pivot 1 day 3 day
R1 2,217.0 2,235.0
PP 2,214.4 2,226.5
S1 2,211.9 2,217.9

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

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