CME E-mini Russell 2000 Index Futures June 2023


Trading Metrics calculated at close of trading on 27-Mar-2023
Day Change Summary
Previous Current
24-Mar-2023 27-Mar-2023 Change Change % Previous Week
Open 1,741.9 1,748.1 6.2 0.4% 1,749.2
High 1,751.2 1,777.5 26.3 1.5% 1,808.2
Low 1,703.0 1,745.3 42.3 2.5% 1,703.0
Close 1,747.7 1,767.3 19.6 1.1% 1,747.7
Range 48.2 32.2 -16.0 -33.2% 105.2
ATR 51.8 50.4 -1.4 -2.7% 0.0
Volume 274,333 205,332 -69,001 -25.2% 1,275,922
Daily Pivots for day following 27-Mar-2023
Classic Woodie Camarilla DeMark
R4 1,860.0 1,845.8 1,785.0
R3 1,827.8 1,813.6 1,776.2
R2 1,795.6 1,795.6 1,773.2
R1 1,781.4 1,781.4 1,770.3 1,788.5
PP 1,763.4 1,763.4 1,763.4 1,766.9
S1 1,749.2 1,749.2 1,764.3 1,756.3
S2 1,731.2 1,731.2 1,761.4
S3 1,699.0 1,717.0 1,758.4
S4 1,666.8 1,684.8 1,749.6
Weekly Pivots for week ending 24-Mar-2023
Classic Woodie Camarilla DeMark
R4 2,068.6 2,013.3 1,805.6
R3 1,963.4 1,908.1 1,776.6
R2 1,858.2 1,858.2 1,767.0
R1 1,802.9 1,802.9 1,757.3 1,778.0
PP 1,753.0 1,753.0 1,753.0 1,740.5
S1 1,697.7 1,697.7 1,738.1 1,672.8
S2 1,647.8 1,647.8 1,728.4
S3 1,542.6 1,592.5 1,718.8
S4 1,437.4 1,487.3 1,689.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,808.2 1,703.0 105.2 6.0% 49.1 2.8% 61% False False 243,574
10 1,820.0 1,703.0 117.0 6.6% 58.6 3.3% 55% False False 303,242
20 1,954.6 1,703.0 251.6 14.2% 52.0 2.9% 26% False False 196,879
40 2,033.3 1,703.0 330.3 18.7% 44.9 2.5% 19% False False 98,546
60 2,033.3 1,703.0 330.3 18.7% 41.6 2.4% 19% False False 65,796
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 13.3
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1,914.4
2.618 1,861.8
1.618 1,829.6
1.000 1,809.7
0.618 1,797.4
HIGH 1,777.5
0.618 1,765.2
0.500 1,761.4
0.382 1,757.6
LOW 1,745.3
0.618 1,725.4
1.000 1,713.1
1.618 1,693.2
2.618 1,661.0
4.250 1,608.5
Fisher Pivots for day following 27-Mar-2023
Pivot 1 day 3 day
R1 1,765.3 1,758.3
PP 1,763.4 1,749.3
S1 1,761.4 1,740.3

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

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