CME E-mini Russell 2000 Index Futures December 2021


Trading Metrics calculated at close of trading on 08-Dec-2021
Day Change Summary
Previous Current
07-Dec-2021 08-Dec-2021 Change Change % Previous Week
Open 2,207.9 2,262.1 54.2 2.5% 2,231.1
High 2,274.3 2,279.9 5.6 0.2% 2,282.3
Low 2,201.7 2,243.9 42.2 1.9% 2,136.8
Close 2,253.9 2,269.8 15.9 0.7% 2,159.3
Range 72.6 36.0 -36.6 -50.4% 145.5
ATR 60.4 58.7 -1.7 -2.9% 0.0
Volume 217,576 200,531 -17,045 -7.8% 1,782,667
Daily Pivots for day following 08-Dec-2021
Classic Woodie Camarilla DeMark
R4 2,372.5 2,357.2 2,289.6
R3 2,336.5 2,321.2 2,279.7
R2 2,300.5 2,300.5 2,276.4
R1 2,285.2 2,285.2 2,273.1 2,292.9
PP 2,264.5 2,264.5 2,264.5 2,268.4
S1 2,249.2 2,249.2 2,266.5 2,256.9
S2 2,228.5 2,228.5 2,263.2
S3 2,192.5 2,213.2 2,259.9
S4 2,156.5 2,177.2 2,250.0
Weekly Pivots for week ending 03-Dec-2021
Classic Woodie Camarilla DeMark
R4 2,629.3 2,539.8 2,239.3
R3 2,483.8 2,394.3 2,199.3
R2 2,338.3 2,338.3 2,186.0
R1 2,248.8 2,248.8 2,172.6 2,220.8
PP 2,192.8 2,192.8 2,192.8 2,178.8
S1 2,103.3 2,103.3 2,146.0 2,075.3
S2 2,047.3 2,047.3 2,132.6
S3 1,901.8 1,957.8 2,119.3
S4 1,756.3 1,812.3 2,079.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,279.9 2,139.2 140.7 6.2% 66.4 2.9% 93% True False 265,766
10 2,345.4 2,136.8 208.6 9.2% 76.8 3.4% 64% False False 295,023
20 2,431.4 2,136.8 294.6 13.0% 57.6 2.5% 45% False False 232,830
40 2,460.8 2,136.8 324.0 14.3% 48.9 2.2% 41% False False 201,458
60 2,460.8 2,136.8 324.0 14.3% 48.2 2.1% 41% False False 202,971
80 2,460.8 2,104.7 356.1 15.7% 46.2 2.0% 46% False False 163,211
100 2,460.8 2,104.7 356.1 15.7% 45.0 2.0% 46% False False 130,600
120 2,460.8 2,096.4 364.4 16.1% 44.5 2.0% 48% False False 108,851
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 13.1
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 2,432.9
2.618 2,374.1
1.618 2,338.1
1.000 2,315.9
0.618 2,302.1
HIGH 2,279.9
0.618 2,266.1
0.500 2,261.9
0.382 2,257.7
LOW 2,243.9
0.618 2,221.7
1.000 2,207.9
1.618 2,185.7
2.618 2,149.7
4.250 2,090.9
Fisher Pivots for day following 08-Dec-2021
Pivot 1 day 3 day
R1 2,267.2 2,251.5
PP 2,264.5 2,233.2
S1 2,261.9 2,214.9

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

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