CME E-mini Russell 2000 Index Futures September 2021


Trading Metrics calculated at close of trading on 07-Jun-2021
Day Change Summary
Previous Current
04-Jun-2021 07-Jun-2021 Change Change % Previous Week
Open 2,277.4 2,282.1 4.7 0.2% 2,266.4
High 2,289.5 2,317.2 27.7 1.2% 2,301.0
Low 2,263.0 2,267.2 4.2 0.2% 2,249.8
Close 2,283.1 2,313.9 30.8 1.3% 2,283.1
Range 26.5 50.0 23.5 88.7% 51.2
ATR 42.0 42.5 0.6 1.4% 0.0
Volume 459 1,726 1,267 276.0% 1,896
Daily Pivots for day following 07-Jun-2021
Classic Woodie Camarilla DeMark
R4 2,449.4 2,431.7 2,341.4
R3 2,399.4 2,381.7 2,327.7
R2 2,349.4 2,349.4 2,323.1
R1 2,331.7 2,331.7 2,318.5 2,340.6
PP 2,299.4 2,299.4 2,299.4 2,303.9
S1 2,281.7 2,281.7 2,309.3 2,290.6
S2 2,249.4 2,249.4 2,304.7
S3 2,199.4 2,231.7 2,300.2
S4 2,149.4 2,181.7 2,286.4
Weekly Pivots for week ending 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 2,431.6 2,408.5 2,311.3
R3 2,380.4 2,357.3 2,297.2
R2 2,329.2 2,329.2 2,292.5
R1 2,306.1 2,306.1 2,287.8 2,317.7
PP 2,278.0 2,278.0 2,278.0 2,283.7
S1 2,254.9 2,254.9 2,278.4 2,266.5
S2 2,226.8 2,226.8 2,273.7
S3 2,175.6 2,203.7 2,269.0
S4 2,124.4 2,152.5 2,254.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,317.2 2,249.8 67.4 2.9% 37.8 1.6% 95% True False 724
10 2,317.2 2,198.0 119.2 5.2% 36.3 1.6% 97% True False 517
20 2,317.2 2,110.1 207.1 9.0% 45.7 2.0% 98% True False 416
40 2,318.3 2,110.1 208.2 9.0% 42.4 1.8% 98% False False 245
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 9.8
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 2,529.7
2.618 2,448.1
1.618 2,398.1
1.000 2,367.2
0.618 2,348.1
HIGH 2,317.2
0.618 2,298.1
0.500 2,292.2
0.382 2,286.3
LOW 2,267.2
0.618 2,236.3
1.000 2,217.2
1.618 2,186.3
2.618 2,136.3
4.250 2,054.7
Fisher Pivots for day following 07-Jun-2021
Pivot 1 day 3 day
R1 2,306.7 2,303.8
PP 2,299.4 2,293.6
S1 2,292.2 2,283.5

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

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