CME E-mini Russell 2000 Index Futures June 2021


Trading Metrics calculated at close of trading on 12-Mar-2021
Day Change Summary
Previous Current
11-Mar-2021 12-Mar-2021 Change Change % Previous Week
Open 2,290.8 2,335.1 44.3 1.9% 2,195.6
High 2,334.8 2,353.6 18.8 0.8% 2,353.6
Low 2,279.9 2,325.0 45.1 2.0% 2,157.3
Close 2,332.0 2,348.9 16.9 0.7% 2,348.9
Range 54.9 28.6 -26.3 -47.9% 196.3
ATR 67.4 64.6 -2.8 -4.1% 0.0
Volume 68,280 189,883 121,603 178.1% 278,975
Daily Pivots for day following 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 2,428.3 2,417.2 2,364.6
R3 2,399.7 2,388.6 2,356.8
R2 2,371.1 2,371.1 2,354.1
R1 2,360.0 2,360.0 2,351.5 2,365.6
PP 2,342.5 2,342.5 2,342.5 2,345.3
S1 2,331.4 2,331.4 2,346.3 2,337.0
S2 2,313.9 2,313.9 2,343.7
S3 2,285.3 2,302.8 2,341.0
S4 2,256.7 2,274.2 2,333.2
Weekly Pivots for week ending 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 2,875.5 2,808.5 2,456.9
R3 2,679.2 2,612.2 2,402.9
R2 2,482.9 2,482.9 2,384.9
R1 2,415.9 2,415.9 2,366.9 2,449.4
PP 2,286.6 2,286.6 2,286.6 2,303.4
S1 2,219.6 2,219.6 2,330.9 2,253.1
S2 2,090.3 2,090.3 2,312.9
S3 1,894.0 2,023.3 2,294.9
S4 1,697.7 1,827.0 2,240.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,353.6 2,157.3 196.3 8.4% 57.4 2.4% 98% True False 55,795
10 2,353.6 2,081.3 272.3 11.6% 71.1 3.0% 98% True False 29,030
20 2,353.6 2,081.3 272.3 11.6% 68.4 2.9% 98% True False 14,782
40 2,353.6 2,025.7 327.9 14.0% 59.6 2.5% 99% True False 7,442
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 17.8
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 2,475.2
2.618 2,428.5
1.618 2,399.9
1.000 2,382.2
0.618 2,371.3
HIGH 2,353.6
0.618 2,342.7
0.500 2,339.3
0.382 2,335.9
LOW 2,325.0
0.618 2,307.3
1.000 2,296.4
1.618 2,278.7
2.618 2,250.1
4.250 2,203.5
Fisher Pivots for day following 12-Mar-2021
Pivot 1 day 3 day
R1 2,345.7 2,330.1
PP 2,342.5 2,311.3
S1 2,339.3 2,292.5

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

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