CME E-mini Russell 2000 Index Futures December 2021


Trading Metrics calculated at close of trading on 17-Dec-2021
Day Change Summary
Previous Current
16-Dec-2021 17-Dec-2021 Change Change % Previous Week
Open 2,198.5 2,152.7 -45.8 -2.1% 2,209.4
High 2,227.7 2,160.7 -67.0 -3.0% 2,227.7
Low 2,141.3 2,132.0 -9.3 -0.4% 2,130.1
Close 2,151.9 2,142.4 -9.5 -0.4% 2,142.4
Range 86.4 28.7 -57.7 -66.8% 97.6
ATR 60.2 57.9 -2.2 -3.7% 0.0
Volume 56,533 1,928 -54,605 -96.6% 554,947
Daily Pivots for day following 17-Dec-2021
Classic Woodie Camarilla DeMark
R4 2,231.1 2,215.5 2,158.2
R3 2,202.4 2,186.8 2,150.3
R2 2,173.7 2,173.7 2,147.7
R1 2,158.1 2,158.1 2,145.1 2,151.6
PP 2,145.0 2,145.0 2,145.0 2,141.8
S1 2,129.4 2,129.4 2,139.8 2,122.9
S2 2,116.3 2,116.3 2,137.2
S3 2,087.6 2,100.7 2,134.5
S4 2,058.9 2,072.0 2,126.6
Weekly Pivots for week ending 17-Dec-2021
Classic Woodie Camarilla DeMark
R4 2,459.5 2,398.6 2,196.1
R3 2,361.9 2,301.0 2,169.3
R2 2,264.3 2,264.3 2,160.3
R1 2,203.4 2,203.4 2,151.4 2,185.1
PP 2,166.7 2,166.7 2,166.7 2,157.6
S1 2,105.8 2,105.8 2,133.5 2,087.5
S2 2,069.1 2,069.1 2,124.5
S3 1,971.5 2,008.2 2,115.6
S4 1,873.9 1,910.6 2,088.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,227.7 2,130.1 97.6 4.6% 58.0 2.7% 13% False False 110,989
10 2,279.9 2,130.1 149.8 7.0% 57.8 2.7% 8% False False 173,212
20 2,377.4 2,130.1 247.3 11.5% 65.3 3.0% 5% False False 233,228
40 2,460.8 2,130.1 330.7 15.4% 52.9 2.5% 4% False False 202,561
60 2,460.8 2,130.1 330.7 15.4% 49.4 2.3% 4% False False 195,907
80 2,460.8 2,130.1 330.7 15.4% 47.4 2.2% 4% False False 176,458
100 2,460.8 2,104.7 356.1 16.6% 45.3 2.1% 11% False False 141,230
120 2,460.8 2,096.4 364.4 17.0% 45.8 2.1% 13% False False 117,715
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 16.9
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 2,282.7
2.618 2,235.8
1.618 2,207.1
1.000 2,189.4
0.618 2,178.4
HIGH 2,160.7
0.618 2,149.7
0.500 2,146.4
0.382 2,143.0
LOW 2,132.0
0.618 2,114.3
1.000 2,103.3
1.618 2,085.6
2.618 2,056.9
4.250 2,010.0
Fisher Pivots for day following 17-Dec-2021
Pivot 1 day 3 day
R1 2,146.4 2,178.9
PP 2,145.0 2,166.7
S1 2,143.7 2,154.6

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

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