CME E-mini Russell 2000 Index Futures June 2021


Trading Metrics calculated at close of trading on 23-Feb-2021
Day Change Summary
Previous Current
22-Feb-2021 23-Feb-2021 Change Change % Previous Week
Open 2,263.0 2,248.4 -14.6 -0.6% 2,295.2
High 2,274.1 2,262.9 -11.2 -0.5% 2,309.0
Low 2,229.6 2,165.4 -64.2 -2.9% 2,200.5
Close 2,245.5 2,226.6 -18.9 -0.8% 2,260.8
Range 44.5 97.5 53.0 119.1% 108.5
ATR 50.3 53.7 3.4 6.7% 0.0
Volume 308 313 5 1.6% 2,197
Daily Pivots for day following 23-Feb-2021
Classic Woodie Camarilla DeMark
R4 2,510.8 2,466.2 2,280.2
R3 2,413.3 2,368.7 2,253.4
R2 2,315.8 2,315.8 2,244.5
R1 2,271.2 2,271.2 2,235.5 2,244.8
PP 2,218.3 2,218.3 2,218.3 2,205.1
S1 2,173.7 2,173.7 2,217.7 2,147.3
S2 2,120.8 2,120.8 2,208.7
S3 2,023.3 2,076.2 2,199.8
S4 1,925.8 1,978.7 2,173.0
Weekly Pivots for week ending 19-Feb-2021
Classic Woodie Camarilla DeMark
R4 2,582.3 2,530.0 2,320.5
R3 2,473.8 2,421.5 2,290.6
R2 2,365.3 2,365.3 2,280.7
R1 2,313.0 2,313.0 2,270.7 2,284.9
PP 2,256.8 2,256.8 2,256.8 2,242.7
S1 2,204.5 2,204.5 2,250.9 2,176.4
S2 2,148.3 2,148.3 2,240.9
S3 2,039.8 2,096.0 2,231.0
S4 1,931.3 1,987.5 2,201.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,274.1 2,165.4 108.7 4.9% 63.1 2.8% 56% False True 444
10 2,310.6 2,165.4 145.2 6.5% 53.6 2.4% 42% False True 363
20 2,310.6 2,025.7 284.9 12.8% 53.9 2.4% 71% False False 232
40 2,310.6 1,918.0 392.6 17.6% 50.5 2.3% 79% False False 148
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 12.1
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 2,677.3
2.618 2,518.2
1.618 2,420.7
1.000 2,360.4
0.618 2,323.2
HIGH 2,262.9
0.618 2,225.7
0.500 2,214.2
0.382 2,202.6
LOW 2,165.4
0.618 2,105.1
1.000 2,067.9
1.618 2,007.6
2.618 1,910.1
4.250 1,751.0
Fisher Pivots for day following 23-Feb-2021
Pivot 1 day 3 day
R1 2,222.5 2,224.3
PP 2,218.3 2,222.0
S1 2,214.2 2,219.8

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

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