CME E-mini Russell 2000 Index Futures March 2022


Trading Metrics calculated at close of trading on 21-Dec-2021
Day Change Summary
Previous Current
20-Dec-2021 21-Dec-2021 Change Change % Previous Week
Open 2,169.0 2,139.8 -29.2 -1.3% 2,207.2
High 2,173.6 2,204.6 31.0 1.4% 2,225.0
Low 2,102.3 2,135.0 32.7 1.6% 2,119.0
Close 2,135.9 2,199.7 63.8 3.0% 2,167.6
Range 71.3 69.6 -1.7 -2.4% 106.0
ATR 61.0 61.7 0.6 1.0% 0.0
Volume 292,340 206,131 -86,209 -29.5% 1,648,112
Daily Pivots for day following 21-Dec-2021
Classic Woodie Camarilla DeMark
R4 2,388.6 2,363.7 2,238.0
R3 2,319.0 2,294.1 2,218.8
R2 2,249.4 2,249.4 2,212.5
R1 2,224.5 2,224.5 2,206.1 2,237.0
PP 2,179.8 2,179.8 2,179.8 2,186.0
S1 2,154.9 2,154.9 2,193.3 2,167.4
S2 2,110.2 2,110.2 2,186.9
S3 2,040.6 2,085.3 2,180.6
S4 1,971.0 2,015.7 2,161.4
Weekly Pivots for week ending 17-Dec-2021
Classic Woodie Camarilla DeMark
R4 2,488.5 2,434.1 2,225.9
R3 2,382.5 2,328.1 2,196.8
R2 2,276.5 2,276.5 2,187.0
R1 2,222.1 2,222.1 2,177.3 2,196.3
PP 2,170.5 2,170.5 2,170.5 2,157.7
S1 2,116.1 2,116.1 2,157.9 2,090.3
S2 2,064.5 2,064.5 2,148.2
S3 1,958.5 2,010.1 2,138.5
S4 1,852.5 1,904.1 2,109.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,225.0 2,102.3 122.7 5.6% 74.1 3.4% 79% False False 289,663
10 2,277.3 2,102.3 175.0 8.0% 61.9 2.8% 56% False False 251,449
20 2,343.5 2,102.3 241.2 11.0% 69.2 3.1% 40% False False 126,925
40 2,458.2 2,102.3 355.9 16.2% 54.6 2.5% 27% False False 63,580
60 2,458.2 2,102.3 355.9 16.2% 48.7 2.2% 27% False False 42,432
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 17.5
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2,500.4
2.618 2,386.8
1.618 2,317.2
1.000 2,274.2
0.618 2,247.6
HIGH 2,204.6
0.618 2,178.0
0.500 2,169.8
0.382 2,161.6
LOW 2,135.0
0.618 2,092.0
1.000 2,065.4
1.618 2,022.4
2.618 1,952.8
4.250 1,839.2
Fisher Pivots for day following 21-Dec-2021
Pivot 1 day 3 day
R1 2,189.7 2,184.3
PP 2,179.8 2,168.9
S1 2,169.8 2,153.5

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

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