CME E-mini Russell 2000 Index Futures June 2023


Trading Metrics calculated at close of trading on 02-Mar-2023
Day Change Summary
Previous Current
01-Mar-2023 02-Mar-2023 Change Change % Previous Week
Open 1,916.6 1,918.6 2.0 0.1% 1,964.0
High 1,927.6 1,925.5 -2.1 -0.1% 1,968.7
Low 1,905.0 1,893.7 -11.3 -0.6% 1,892.4
Close 1,917.1 1,921.6 4.5 0.2% 1,908.7
Range 22.6 31.8 9.2 40.7% 76.3
ATR 35.1 34.9 -0.2 -0.7% 0.0
Volume 400 872 472 118.0% 1,137
Daily Pivots for day following 02-Mar-2023
Classic Woodie Camarilla DeMark
R4 2,009.0 1,997.1 1,939.1
R3 1,977.2 1,965.3 1,930.3
R2 1,945.4 1,945.4 1,927.4
R1 1,933.5 1,933.5 1,924.5 1,939.5
PP 1,913.6 1,913.6 1,913.6 1,916.6
S1 1,901.7 1,901.7 1,918.7 1,907.7
S2 1,881.8 1,881.8 1,915.8
S3 1,850.0 1,869.9 1,912.9
S4 1,818.2 1,838.1 1,904.1
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 1,936.0 1,892.4 43.6 2.3% 29.7 1.5% 67% False False 396
10 1,988.0 1,892.4 95.6 5.0% 32.9 1.7% 31% False False 350
20 2,033.3 1,892.4 140.9 7.3% 34.9 1.8% 21% False False 279
40 2,033.3 1,767.8 265.5 13.8% 35.3 1.8% 58% False False 284
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,060.7
2.618 2,008.8
1.618 1,977.0
1.000 1,957.3
0.618 1,945.2
HIGH 1,925.5
0.618 1,913.4
0.500 1,909.6
0.382 1,905.8
LOW 1,893.7
0.618 1,874.0
1.000 1,861.9
1.618 1,842.2
2.618 1,810.4
4.250 1,758.6
Fisher Pivots for day following 02-Mar-2023
Pivot 1 day 3 day
R1 1,917.6 1,919.0
PP 1,913.6 1,916.3
S1 1,909.6 1,913.7

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

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