CME E-mini Russell 2000 Index Futures June 2023


Trading Metrics calculated at close of trading on 28-Feb-2023
Day Change Summary
Previous Current
27-Feb-2023 28-Feb-2023 Change Change % Previous Week
Open 1,907.8 1,916.9 9.1 0.5% 1,964.0
High 1,936.0 1,933.7 -2.3 -0.1% 1,968.7
Low 1,907.7 1,907.0 -0.7 0.0% 1,892.4
Close 1,916.2 1,916.5 0.3 0.0% 1,908.7
Range 28.3 26.7 -1.6 -5.7% 76.3
ATR 36.8 36.1 -0.7 -2.0% 0.0
Volume 217 276 59 27.2% 1,137
Daily Pivots for day following 28-Feb-2023
Classic Woodie Camarilla DeMark
R4 1,999.2 1,984.5 1,931.2
R3 1,972.5 1,957.8 1,923.8
R2 1,945.8 1,945.8 1,921.4
R1 1,931.1 1,931.1 1,918.9 1,925.1
PP 1,919.1 1,919.1 1,919.1 1,916.1
S1 1,904.4 1,904.4 1,914.1 1,898.4
S2 1,892.4 1,892.4 1,911.6
S3 1,865.7 1,877.7 1,909.2
S4 1,839.0 1,851.0 1,901.8
Weekly Pivots for week ending 24-Feb-2023
Classic Woodie Camarilla DeMark
R4 2,152.2 2,106.7 1,950.7
R3 2,075.9 2,030.4 1,929.7
R2 1,999.6 1,999.6 1,922.7
R1 1,954.1 1,954.1 1,915.7 1,938.7
PP 1,923.3 1,923.3 1,923.3 1,915.6
S1 1,877.8 1,877.8 1,901.7 1,862.4
S2 1,847.0 1,847.0 1,894.7
S3 1,770.7 1,801.5 1,887.7
S4 1,694.4 1,725.2 1,866.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,938.0 1,892.4 45.6 2.4% 30.3 1.6% 53% False False 244
10 1,988.0 1,892.4 95.6 5.0% 35.5 1.9% 25% False False 240
20 2,033.3 1,892.4 140.9 7.4% 37.9 2.0% 17% False False 225
40 2,033.3 1,762.4 270.9 14.1% 35.8 1.9% 57% False False 256
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.9
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,047.2
2.618 2,003.6
1.618 1,976.9
1.000 1,960.4
0.618 1,950.2
HIGH 1,933.7
0.618 1,923.5
0.500 1,920.4
0.382 1,917.2
LOW 1,907.0
0.618 1,890.5
1.000 1,880.3
1.618 1,863.8
2.618 1,837.1
4.250 1,793.5
Fisher Pivots for day following 28-Feb-2023
Pivot 1 day 3 day
R1 1,920.4 1,915.7
PP 1,919.1 1,915.0
S1 1,917.8 1,914.2

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.