CME E-mini Russell 2000 Index Futures June 2021


Trading Metrics calculated at close of trading on 16-Apr-2021
Day Change Summary
Previous Current
15-Apr-2021 16-Apr-2021 Change Change % Previous Week
Open 2,249.4 2,255.9 6.5 0.3% 2,239.2
High 2,271.7 2,270.4 -1.3 -0.1% 2,273.5
Low 2,235.8 2,243.3 7.5 0.3% 2,201.5
Close 2,255.7 2,259.0 3.3 0.1% 2,259.0
Range 35.9 27.1 -8.8 -24.5% 72.0
ATR 51.9 50.1 -1.8 -3.4% 0.0
Volume 158,458 154,222 -4,236 -2.7% 815,005
Daily Pivots for day following 16-Apr-2021
Classic Woodie Camarilla DeMark
R4 2,338.9 2,326.0 2,273.9
R3 2,311.8 2,298.9 2,266.5
R2 2,284.7 2,284.7 2,264.0
R1 2,271.8 2,271.8 2,261.5 2,278.3
PP 2,257.6 2,257.6 2,257.6 2,260.8
S1 2,244.7 2,244.7 2,256.5 2,251.2
S2 2,230.5 2,230.5 2,254.0
S3 2,203.4 2,217.6 2,251.5
S4 2,176.3 2,190.5 2,244.1
Weekly Pivots for week ending 16-Apr-2021
Classic Woodie Camarilla DeMark
R4 2,460.7 2,431.8 2,298.6
R3 2,388.7 2,359.8 2,278.8
R2 2,316.7 2,316.7 2,272.2
R1 2,287.8 2,287.8 2,265.6 2,302.3
PP 2,244.7 2,244.7 2,244.7 2,251.9
S1 2,215.8 2,215.8 2,252.4 2,230.3
S2 2,172.7 2,172.7 2,245.8
S3 2,100.7 2,143.8 2,239.2
S4 2,028.7 2,071.8 2,219.4
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% 35.9 1.6% 80% False False 163,001
10 2,298.3 2,201.5 96.8 4.3% 38.5 1.7% 59% False False 156,258
20 2,298.3 2,092.7 205.6 9.1% 52.2 2.3% 81% False False 184,875
40 2,366.0 2,081.3 284.7 12.6% 61.4 2.7% 62% False False 124,123
60 2,366.0 2,025.7 340.3 15.1% 57.8 2.6% 69% False False 82,804
80 2,366.0 1,877.0 489.0 21.6% 55.6 2.5% 78% False False 62,117
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 9.6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,385.6
2.618 2,341.3
1.618 2,314.2
1.000 2,297.5
0.618 2,287.1
HIGH 2,270.4
0.618 2,260.0
0.500 2,256.9
0.382 2,253.7
LOW 2,243.3
0.618 2,226.6
1.000 2,216.2
1.618 2,199.5
2.618 2,172.4
4.250 2,128.1
Fisher Pivots for day following 16-Apr-2021
Pivot 1 day 3 day
R1 2,258.3 2,255.0
PP 2,257.6 2,251.0
S1 2,256.9 2,247.0

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

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