CME E-mini Russell 2000 Index Futures September 2021


Trading Metrics calculated at close of trading on 28-Apr-2021
Day Change Summary
Previous Current
27-Apr-2021 28-Apr-2021 Change Change % Previous Week
Open 2,297.7 2,291.6 -6.1 -0.3% 2,245.1
High 2,303.3 2,303.4 0.1 0.0% 2,275.0
Low 2,285.5 2,278.9 -6.6 -0.3% 2,162.1
Close 2,293.5 2,297.1 3.6 0.2% 2,266.1
Range 17.8 24.5 6.7 37.6% 112.9
ATR 46.5 45.0 -1.6 -3.4% 0.0
Volume 59 33 -26 -44.1% 275
Daily Pivots for day following 28-Apr-2021
Classic Woodie Camarilla DeMark
R4 2,366.6 2,356.4 2,310.6
R3 2,342.1 2,331.9 2,303.8
R2 2,317.6 2,317.6 2,301.6
R1 2,307.4 2,307.4 2,299.3 2,312.5
PP 2,293.1 2,293.1 2,293.1 2,295.7
S1 2,282.9 2,282.9 2,294.9 2,288.0
S2 2,268.6 2,268.6 2,292.6
S3 2,244.1 2,258.4 2,290.4
S4 2,219.6 2,233.9 2,283.6
Weekly Pivots for week ending 23-Apr-2021
Classic Woodie Camarilla DeMark
R4 2,573.1 2,532.5 2,328.2
R3 2,460.2 2,419.6 2,297.1
R2 2,347.3 2,347.3 2,286.8
R1 2,306.7 2,306.7 2,276.4 2,327.0
PP 2,234.4 2,234.4 2,234.4 2,244.6
S1 2,193.8 2,193.8 2,255.8 2,214.1
S2 2,121.5 2,121.5 2,245.4
S3 2,008.6 2,080.9 2,235.1
S4 1,895.7 1,968.0 2,204.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,303.4 2,217.4 86.0 3.7% 31.7 1.4% 93% True False 44
10 2,303.4 2,162.1 141.3 6.2% 39.5 1.7% 96% True False 54
20 2,303.4 2,162.1 141.3 6.2% 39.5 1.7% 96% True False 49
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,407.5
2.618 2,367.5
1.618 2,343.0
1.000 2,327.9
0.618 2,318.5
HIGH 2,303.4
0.618 2,294.0
0.500 2,291.2
0.382 2,288.3
LOW 2,278.9
0.618 2,263.8
1.000 2,254.4
1.618 2,239.3
2.618 2,214.8
4.250 2,174.8
Fisher Pivots for day following 28-Apr-2021
Pivot 1 day 3 day
R1 2,295.1 2,292.8
PP 2,293.1 2,288.5
S1 2,291.2 2,284.3

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

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