CME E-mini Russell 2000 Index Futures June 2021


Trading Metrics calculated at close of trading on 15-Apr-2021
Day Change Summary
Previous Current
14-Apr-2021 15-Apr-2021 Change Change % Previous Week
Open 2,228.2 2,249.4 21.2 1.0% 2,293.0
High 2,273.5 2,271.7 -1.8 -0.1% 2,298.3
Low 2,220.5 2,235.8 15.3 0.7% 2,206.7
Close 2,245.0 2,255.7 10.7 0.5% 2,239.2
Range 53.0 35.9 -17.1 -32.3% 91.6
ATR 53.1 51.9 -1.2 -2.3% 0.0
Volume 202,720 157,065 -45,655 -22.5% 747,575
Daily Pivots for day following 15-Apr-2021
Classic Woodie Camarilla DeMark
R4 2,362.1 2,344.8 2,275.4
R3 2,326.2 2,308.9 2,265.6
R2 2,290.3 2,290.3 2,262.3
R1 2,273.0 2,273.0 2,259.0 2,281.7
PP 2,254.4 2,254.4 2,254.4 2,258.7
S1 2,237.1 2,237.1 2,252.4 2,245.8
S2 2,218.5 2,218.5 2,249.1
S3 2,182.6 2,201.2 2,245.8
S4 2,146.7 2,165.3 2,236.0
Weekly Pivots for week ending 09-Apr-2021
Classic Woodie Camarilla DeMark
R4 2,522.9 2,472.6 2,289.6
R3 2,431.3 2,381.0 2,264.4
R2 2,339.7 2,339.7 2,256.0
R1 2,289.4 2,289.4 2,247.6 2,268.8
PP 2,248.1 2,248.1 2,248.1 2,237.7
S1 2,197.8 2,197.8 2,230.8 2,177.2
S2 2,156.5 2,156.5 2,222.4
S3 2,064.9 2,106.2 2,214.0
S4 1,973.3 2,014.6 2,188.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,273.5 2,201.5 72.0 3.2% 36.1 1.6% 75% False False 161,349
10 2,298.3 2,201.5 96.8 4.3% 40.3 1.8% 56% False False 156,540
20 2,342.2 2,092.7 249.5 11.1% 55.1 2.4% 65% False False 187,128
40 2,366.0 2,081.3 284.7 12.6% 62.0 2.7% 61% False False 120,240
60 2,366.0 2,025.7 340.3 15.1% 57.9 2.6% 68% False False 80,211
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 8.7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,424.3
2.618 2,365.7
1.618 2,329.8
1.000 2,307.6
0.618 2,293.9
HIGH 2,271.7
0.618 2,258.0
0.500 2,253.8
0.382 2,249.5
LOW 2,235.8
0.618 2,213.6
1.000 2,199.9
1.618 2,177.7
2.618 2,141.8
4.250 2,083.2
Fisher Pivots for day following 15-Apr-2021
Pivot 1 day 3 day
R1 2,255.1 2,249.6
PP 2,254.4 2,243.6
S1 2,253.8 2,237.5

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

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