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CME E-mini Russell 2000 Index Futures December 2026

Trading Metrics calculated at close of trading on 04-Aug-2026

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.44)
Moving Averages

Strong Buy

+1.00

Oscillators

Buy

+0.22

Price Levels

Buy

+0.50

Trend

Neutral

0.00

Relative Volume (20d): 1.63x
ATR(14) %: 1.7%
20-Day Historical Volatility: 0.1%

Day Change Summary (OHLC)

PreviousCurrent
Metric03-Aug-202604-Aug-2026ChangeChange %Previous Week
Open2,981.43,017.035.61.2%2,990.0
High3,016.33,073.957.61.9%3,008.6
Low2,971.13,009.037.91.3%2,924.3
Close3,011.73,067.355.61.8%2,960.1
Range45.264.919.743.6%84.3
ATR(14)50.651.71.02.0%50.2
Volume82259177215.9%861

Multi-Period Performance

1-Month (21d)

0.6%

3-Month (63d)

8.0%

6-Month (126d)

12.8%

1-Year (252d)

—

Year-To-Date (YTD)

12.8%

52-Week Range

52W Low: 2,467.1 (24.3%)

Position (96%)

52W High: 3,091.9 (0.8%)

Daily Pivots for day following 04-Aug-2026

LevelClassicWoodieCamarillaDeMark
R43,244.83,220.93,103.0
R33,179.93,156.03,085.2
R23,115.03,115.03,079.2
R13,091.13,091.13,073.33,103.1
PP3,050.13,050.13,050.13,056.0
S13,026.23,026.23,061.43,038.2
S22,985.22,985.23,055.4
S32,920.32,961.33,049.5
S42,855.42,896.43,031.6

Weekly Pivots for week ending 31-Jul-2026

LevelClassicWoodieCamarillaDeMark
R43,217.23,173.03,006.5
R33,132.93,088.72,983.3
R23,048.63,048.62,975.6
R13,004.43,004.42,967.82,984.4
PP2,964.32,964.32,964.32,954.3
S12,920.12,920.12,952.42,900.1
S22,880.02,880.02,944.6
S32,795.72,835.82,936.9
S42,711.42,751.52,913.7

Fisher Pivots for day following 04-Aug-2026

Pivot1 Day3 Day
R13,058.73,045.2
PP3,050.13,023.0
S13,041.53,000.9

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.2503,349.7
2.6183,243.8
1.6183,178.9
1.0003,138.8
0.6183,114.0
HIGH3,073.9
0.6183,049.1
0.5003,041.5
0.3823,033.8
LOW3,009.0
0.6182,968.9
1.0002,944.1
1.6182,904.0
2.6182,839.1
4.2502,733.2

20-Day Swing Fibonacci Retracements

Swing LevelPrice 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

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA2,990.576.82.6%Above
10-Day SMA2,985.282.12.8%Above
20-Day SMA2,995.472.02.4%Above
50-Day SMA2,990.676.72.6%Above
100-Day SMA2,860.0207.37.2%Above
200-Day SMAInsufficient data

Bollinger Bands (20, 2):

Upper: 3,050.9

Middle: 2,995.4

Lower: 2,939.8

Bandwidth: 3.7%

Ichimoku Kinko Hyo:

Tenkan-sen: 2,999.1

Kijun-sen: 3,008.1

Span A: 3,003.6

Span B: 2,939.5

Chikou Span: 3,046.3

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
60.44
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
2.84
Signal: -0.04 · Hist: 2.88

Stochastic (14, 3)

Neutral
%K: 95.59
%D: 67.81

StochRSI (14)

Neutral
%K: 79.07
%D: 58.31

ADX (14) & Trend

Neutral
13.66
+DI: 21.06 · -DI: 14.01

CCI (20)

Neutral
204.94
Range -100 to +100

Williams %R (14)

Neutral
-4.41
Range -100 to 0

Ultimate Oscillator

Neutral
59.09
Periods: 7, 14, 28

ROC (12)

Bullish
2.40%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
76.97
Bull: 76.97 · Bear: 12.07

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSTrue
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch9.6
Widest range in 2 trading days

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
53,073.92,924.3149.64.9%61.02.0%96%TrueFalse176
103,073.92,924.3149.64.9%49.71.6%96%TrueFalse176
203,073.92,924.3149.64.9%48.21.6%96%TrueFalse159
403,091.92,839.0252.98.2%53.61.7%90%FalseFalse155
603,091.92,773.6318.310.4%48.81.6%92%FalseFalse104
803,091.92,686.4405.513.2%38.31.2%94%FalseFalse78
1003,091.92,467.1624.820.4%30.61.0%96%FalseFalse63
1203,091.92,467.1624.820.4%25.70.8%96%FalseFalse52