CME E-mini Russell 2000 Index Futures June 2021


Trading Metrics calculated at close of trading on 26-Apr-2021
Day Change Summary
Previous Current
23-Apr-2021 26-Apr-2021 Change Change % Previous Week
Open 2,234.6 2,270.0 35.4 1.6% 2,255.2
High 2,279.9 2,300.4 20.5 0.9% 2,279.9
Low 2,232.6 2,267.5 34.9 1.6% 2,164.6
Close 2,269.5 2,293.2 23.7 1.0% 2,269.5
Range 47.3 32.9 -14.4 -30.4% 115.3
ATR 52.4 51.0 -1.4 -2.7% 0.0
Volume 191,756 137,277 -54,479 -28.4% 1,039,818
Daily Pivots for day following 26-Apr-2021
Classic Woodie Camarilla DeMark
R4 2,385.7 2,372.4 2,311.3
R3 2,352.8 2,339.5 2,302.2
R2 2,319.9 2,319.9 2,299.2
R1 2,306.6 2,306.6 2,296.2 2,313.3
PP 2,287.0 2,287.0 2,287.0 2,290.4
S1 2,273.7 2,273.7 2,290.2 2,280.4
S2 2,254.1 2,254.1 2,287.2
S3 2,221.2 2,240.8 2,284.2
S4 2,188.3 2,207.9 2,275.1
Weekly Pivots for week ending 23-Apr-2021
Classic Woodie Camarilla DeMark
R4 2,583.9 2,542.0 2,332.9
R3 2,468.6 2,426.7 2,301.2
R2 2,353.3 2,353.3 2,290.6
R1 2,311.4 2,311.4 2,280.1 2,332.4
PP 2,238.0 2,238.0 2,238.0 2,248.5
S1 2,196.1 2,196.1 2,258.9 2,217.1
S2 2,122.7 2,122.7 2,248.4
S3 2,007.4 2,080.8 2,237.8
S4 1,892.1 1,965.5 2,206.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,300.4 2,164.6 135.8 5.9% 53.9 2.4% 95% True False 198,642
10 2,300.4 2,164.6 135.8 5.9% 46.8 2.0% 95% True False 186,376
20 2,300.4 2,143.5 156.9 6.8% 45.9 2.0% 95% True False 176,894
40 2,366.0 2,081.3 284.7 12.4% 57.4 2.5% 74% False False 153,455
60 2,366.0 2,025.7 340.3 14.8% 57.7 2.5% 79% False False 102,413
80 2,366.0 1,918.0 448.0 19.5% 55.8 2.4% 84% False False 76,830
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 8.4
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 2,440.2
2.618 2,386.5
1.618 2,353.6
1.000 2,333.3
0.618 2,320.7
HIGH 2,300.4
0.618 2,287.8
0.500 2,284.0
0.382 2,280.1
LOW 2,267.5
0.618 2,247.2
1.000 2,234.6
1.618 2,214.3
2.618 2,181.4
4.250 2,127.7
Fisher Pivots for day following 26-Apr-2021
Pivot 1 day 3 day
R1 2,290.1 2,282.2
PP 2,287.0 2,271.3
S1 2,284.0 2,260.3

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

View Archives - Comment on this page... - Back to Index of Symbols