CME E-mini Russell 2000 Index Futures March 2021


Trading Metrics calculated at close of trading on 15-Jan-2021
Day Change Summary
Previous Current
14-Jan-2021 15-Jan-2021 Change Change % Previous Week
Open 2,115.0 2,154.7 39.7 1.9% 2,086.2
High 2,163.7 2,158.8 -4.9 -0.2% 2,163.7
Low 2,111.3 2,095.2 -16.1 -0.8% 2,055.0
Close 2,153.6 2,120.8 -32.8 -1.5% 2,120.8
Range 52.4 63.6 11.2 21.4% 108.7
ATR 47.5 48.6 1.2 2.4% 0.0
Volume 185,059 228,298 43,239 23.4% 869,889
Daily Pivots for day following 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 2,315.7 2,281.9 2,155.8
R3 2,252.1 2,218.3 2,138.3
R2 2,188.5 2,188.5 2,132.5
R1 2,154.7 2,154.7 2,126.6 2,139.8
PP 2,124.9 2,124.9 2,124.9 2,117.5
S1 2,091.1 2,091.1 2,115.0 2,076.2
S2 2,061.3 2,061.3 2,109.1
S3 1,997.7 2,027.5 2,103.3
S4 1,934.1 1,963.9 2,085.8
Weekly Pivots for week ending 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 2,439.3 2,388.7 2,180.6
R3 2,330.6 2,280.0 2,150.7
R2 2,221.9 2,221.9 2,140.7
R1 2,171.3 2,171.3 2,130.8 2,196.6
PP 2,113.2 2,113.2 2,113.2 2,125.8
S1 2,062.6 2,062.6 2,110.8 2,087.9
S2 2,004.5 2,004.5 2,100.9
S3 1,895.8 1,953.9 2,090.9
S4 1,787.1 1,845.2 2,061.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,163.7 2,055.0 108.7 5.1% 44.5 2.1% 61% False False 173,977
10 2,163.7 1,920.5 243.2 11.5% 56.7 2.7% 82% False False 194,174
20 2,163.7 1,878.1 285.6 13.5% 50.4 2.4% 85% False False 172,779
40 2,163.7 1,751.7 412.0 19.4% 43.6 2.1% 90% False False 114,049
60 2,163.7 1,515.9 647.8 30.5% 45.6 2.1% 93% False False 76,094
80 2,163.7 1,424.4 739.3 34.9% 42.8 2.0% 94% False False 57,085
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 9.9
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2,429.1
2.618 2,325.3
1.618 2,261.7
1.000 2,222.4
0.618 2,198.1
HIGH 2,158.8
0.618 2,134.5
0.500 2,127.0
0.382 2,119.5
LOW 2,095.2
0.618 2,055.9
1.000 2,031.6
1.618 1,992.3
2.618 1,928.7
4.250 1,824.9
Fisher Pivots for day following 15-Jan-2021
Pivot 1 day 3 day
R1 2,127.0 2,129.5
PP 2,124.9 2,126.6
S1 2,122.9 2,123.7

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

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