CME E-mini Russell 2000 Index Futures March 2021


Trading Metrics calculated at close of trading on 03-Dec-2020
Day Change Summary
Previous Current
02-Dec-2020 03-Dec-2020 Change Change % Previous Week
Open 1,828.0 1,835.8 7.8 0.4% 1,776.9
High 1,840.9 1,858.0 17.1 0.9% 1,860.0
Low 1,814.4 1,828.2 13.8 0.8% 1,774.5
Close 1,835.1 1,844.8 9.7 0.5% 1,850.2
Range 26.5 29.8 3.3 12.5% 85.5
ATR 42.2 41.3 -0.9 -2.1% 0.0
Volume 561 1,236 675 120.3% 1,628
Daily Pivots for day following 03-Dec-2020
Classic Woodie Camarilla DeMark
R4 1,933.1 1,918.7 1,861.2
R3 1,903.3 1,888.9 1,853.0
R2 1,873.5 1,873.5 1,850.3
R1 1,859.1 1,859.1 1,847.5 1,866.3
PP 1,843.7 1,843.7 1,843.7 1,847.3
S1 1,829.3 1,829.3 1,842.1 1,836.5
S2 1,813.9 1,813.9 1,839.3
S3 1,784.1 1,799.5 1,836.6
S4 1,754.3 1,769.7 1,828.4
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 2,084.7 2,053.0 1,897.2
R3 1,999.2 1,967.5 1,873.7
R2 1,913.7 1,913.7 1,865.9
R1 1,882.0 1,882.0 1,858.0 1,897.9
PP 1,828.2 1,828.2 1,828.2 1,836.2
S1 1,796.5 1,796.5 1,842.4 1,812.4
S2 1,742.7 1,742.7 1,834.5
S3 1,657.2 1,711.0 1,826.7
S4 1,571.7 1,625.5 1,803.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,858.0 1,810.0 48.0 2.6% 30.8 1.7% 73% True False 650
10 1,860.0 1,751.7 108.3 5.9% 33.5 1.8% 86% False False 544
20 1,860.0 1,595.5 264.5 14.3% 45.1 2.4% 94% False False 409
40 1,860.0 1,515.9 344.1 18.7% 40.1 2.2% 96% False False 247
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 5.9
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,984.7
2.618 1,936.0
1.618 1,906.2
1.000 1,887.8
0.618 1,876.4
HIGH 1,858.0
0.618 1,846.6
0.500 1,843.1
0.382 1,839.6
LOW 1,828.2
0.618 1,809.8
1.000 1,798.4
1.618 1,780.0
2.618 1,750.2
4.250 1,701.6
Fisher Pivots for day following 03-Dec-2020
Pivot 1 day 3 day
R1 1,844.2 1,841.9
PP 1,843.7 1,839.1
S1 1,843.1 1,836.2

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.