CME E-mini Russell 2000 Index Futures March 2021


Trading Metrics calculated at close of trading on 09-Dec-2020
Day Change Summary
Previous Current
08-Dec-2020 09-Dec-2020 Change Change % Previous Week
Open 1,883.1 1,917.9 34.8 1.8% 1,854.9
High 1,916.9 1,934.6 17.7 0.9% 1,891.1
Low 1,873.4 1,886.4 13.0 0.7% 1,810.0
Close 1,914.6 1,901.2 -13.4 -0.7% 1,889.0
Range 43.5 48.2 4.7 10.8% 81.1
ATR 40.6 41.1 0.5 1.3% 0.0
Volume 5,027 15,509 10,482 208.5% 4,006
Daily Pivots for day following 09-Dec-2020
Classic Woodie Camarilla DeMark
R4 2,052.0 2,024.8 1,927.7
R3 2,003.8 1,976.6 1,914.5
R2 1,955.6 1,955.6 1,910.0
R1 1,928.4 1,928.4 1,905.6 1,917.9
PP 1,907.4 1,907.4 1,907.4 1,902.2
S1 1,880.2 1,880.2 1,896.8 1,869.7
S2 1,859.2 1,859.2 1,892.4
S3 1,811.0 1,832.0 1,887.9
S4 1,762.8 1,783.8 1,874.7
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 2,106.7 2,078.9 1,933.6
R3 2,025.6 1,997.8 1,911.3
R2 1,944.5 1,944.5 1,903.9
R1 1,916.7 1,916.7 1,896.4 1,930.6
PP 1,863.4 1,863.4 1,863.4 1,870.3
S1 1,835.6 1,835.6 1,881.6 1,849.5
S2 1,782.3 1,782.3 1,874.1
S3 1,701.2 1,754.5 1,866.7
S4 1,620.1 1,673.4 1,844.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,934.6 1,828.2 106.4 5.6% 38.1 2.0% 69% True False 5,108
10 1,934.6 1,810.0 124.6 6.6% 34.8 1.8% 73% True False 2,795
20 1,934.6 1,689.3 245.3 12.9% 37.9 2.0% 86% True False 1,567
40 1,934.6 1,515.9 418.7 22.0% 42.0 2.2% 92% True False 843
60 1,934.6 1,424.4 510.2 26.8% 40.1 2.1% 93% True False 581
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 6.8
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 2,139.5
2.618 2,060.8
1.618 2,012.6
1.000 1,982.8
0.618 1,964.4
HIGH 1,934.6
0.618 1,916.2
0.500 1,910.5
0.382 1,904.8
LOW 1,886.4
0.618 1,856.6
1.000 1,838.2
1.618 1,808.4
2.618 1,760.2
4.250 1,681.6
Fisher Pivots for day following 09-Dec-2020
Pivot 1 day 3 day
R1 1,910.5 1,903.9
PP 1,907.4 1,903.0
S1 1,904.3 1,902.1

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

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