CME E-mini Russell 2000 Index Futures December 2026

Trading Metrics calculated at close of trading on 20-Jul-2026

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

SELL(-0.11)

Moving Averages

Sell

-0.20

Oscillators

Sell

-0.11

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): 0.66x

ATR(14) %: 1.7%

20-Day Historical Volatility: 0.2%

Day Change Summary (OHLC)

	Previous	Current
Metric	17-Jul-2026	20-Jul-2026	Change	Change %	Previous Week
Open	3,004.2	2,987.7	-16.5	-0.5%	3,005.0
High	3,016.2	3,019.6	3.4	0.1%	3,049.4
Low	2,971.6	2,975.0	3.4	0.1%	2,971.6
Close	2,995.5	2,977.0	-18.5	-0.6%	2,995.5
Range	44.6	44.6	0.0	0.0%	77.8
ATR(14)	50.6	50.2	-0.4	-0.9%	50.6
Volume	195	133	-62	-31.8%	592

Multi-Period Performance

1-Month (21d)

0.4%

3-Month (63d)

5.1%

6-Month (126d)

—

1-Year (252d)

—

Year-To-Date (YTD)

9.5%

52-Week Range

52W Low: 2,467.1 (20.7%)

Position (82%)

52W High: 3,091.9 (3.7%)

Daily Pivots for day following 20-Jul-2026

Level	Classic	Woodie	Camarilla	DeMark
R4	3,124.3	3,095.3	3,001.5
R3	3,079.7	3,050.7	2,989.3
R2	3,035.1	3,035.1	2,985.2
R1	3,006.1	3,006.1	2,981.1	2,998.3
PP	2,990.5	2,990.5	2,990.5	2,986.7
S1	2,961.5	2,961.5	2,972.9	2,953.7
S2	2,945.9	2,945.9	2,968.8
S3	2,901.3	2,916.9	2,964.7
S4	2,856.7	2,872.3	2,952.5

Weekly Pivots for week ending 17-Jul-2026

Level	Classic	Woodie	Camarilla	DeMark
R4	3,238.9	3,195.0	3,038.3
R3	3,161.1	3,117.2	3,016.9
R2	3,083.3	3,083.3	3,009.8
R1	3,039.4	3,039.4	3,002.6	3,022.5
PP	3,005.5	3,005.5	3,005.5	2,997.0
S1	2,961.6	2,961.6	2,988.4	2,944.7
S2	2,927.7	2,927.7	2,981.2
S3	2,849.9	2,883.8	2,974.1
S4	2,772.1	2,806.0	2,952.7

Fisher Pivots for day following 20-Jul-2026

Pivot	1 Day	3 Day
R1	2,997.3	3,003.1
PP	2,990.5	2,994.4
S1	2,983.8	2,985.7

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	3,209.2
2.618	3,136.4
1.618	3,091.8
1.000	3,064.2
0.618	3,047.2
HIGH	3,019.6
0.618	3,002.6
0.500	2,997.3
0.382	2,992.0
LOW	2,975.0
0.618	2,947.4
1.000	2,930.4
1.618	2,902.8
2.618	2,858.2
4.250	2,785.5

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	2,944.5
38.2%	2,853.2
50.0%	2,779.5
61.8%	2,705.8
78.6%	2,600.8

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	3,000.3	-23.3	-0.8%	Below
10-Day SMA	3,005.7	-28.7	-1.0%	Below
20-Day SMA	3,026.6	-49.6	-1.6%	Below
50-Day SMA	2,964.8	12.2	0.4%	Above
100-Day SMA	2,822.7	154.3	5.5%	Above
200-Day SMA	Insufficient data

Bollinger Bands (20, 2):

Upper: 3,076.7

Middle: 3,026.6

Lower: 2,976.4

Bandwidth: 3.3%

Ichimoku Kinko Hyo:

Tenkan-sen: 3,007.9

Kijun-sen: 2,976.8

Span A: 2,992.3

Span B: 2,932.8

Chikou Span: 2,880.0

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

46.18

Neutral 30–70

MACD (12, 26, 9)

Bearish Cross

8.41

Signal: 18.95 · Hist: -10.54

Stochastic (14, 3)

Neutral

%K: 8.52

%D: 23.01

StochRSI (14)

Neutral

%K: 7.30

%D: 13.44

ADX (14) & Trend

Neutral

13.64

+DI: 16.59 · -DI: 16.89

CCI (20)

Neutral

-123.27

Range -100 to +100

Williams %R (14)

Neutral

-91.48

Range -100 to 0

Ultimate Oscillator

Neutral

40.11

Periods: 7, 14, 28

ROC (12)

Bearish

-2.66%

12-period Rate of Change

Elder Bull/Bear (13)

Bulls Control

11.71

Bull: 11.71 · Bear: -32.89

Crabel Price Patterns

Pattern	Signal / Value
NR	False
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	11.5
Widest range in 4 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,049.4	2,971.6	77.8	2.6%	45.6	1.5%	7%	False	False	121
10	3,064.5	2,966.3	98.2	3.3%	47.1	1.6%	11%	False	False	170
20	3,091.9	2,966.3	125.6	4.2%	49.8	1.7%	9%	False	False	202
40	3,091.9	2,838.3	253.6	8.5%	51.5	1.7%	55%	False	False	109
60	3,091.9	2,773.6	318.3	10.7%	41.9	1.4%	64%	False	False	73
80	3,091.9	2,467.1	624.8	21.0%	31.4	1.1%	82%	False	False	55
100	3,091.9	2,467.1	624.8	21.0%	25.3	0.9%	82%	False	False	44
120	3,091.9	2,467.1	624.8	21.0%	21.1	0.7%	82%	False	False	36

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