CME E-mini Russell 2000 Index Futures June 2023


Trading Metrics calculated at close of trading on 29-Mar-2023
Day Change Summary
Previous Current
28-Mar-2023 29-Mar-2023 Change Change % Previous Week
Open 1,771.7 1,767.5 -4.2 -0.2% 1,749.2
High 1,779.0 1,788.4 9.4 0.5% 1,808.2
Low 1,756.3 1,766.9 10.6 0.6% 1,703.0
Close 1,764.8 1,784.3 19.5 1.1% 1,747.7
Range 22.7 21.5 -1.2 -5.3% 105.2
ATR 48.4 46.6 -1.8 -3.7% 0.0
Volume 136,954 158,741 21,787 15.9% 1,275,922
Daily Pivots for day following 29-Mar-2023
Classic Woodie Camarilla DeMark
R4 1,844.4 1,835.8 1,796.1
R3 1,822.9 1,814.3 1,790.2
R2 1,801.4 1,801.4 1,788.2
R1 1,792.8 1,792.8 1,786.3 1,797.1
PP 1,779.9 1,779.9 1,779.9 1,782.0
S1 1,771.3 1,771.3 1,782.3 1,775.6
S2 1,758.4 1,758.4 1,780.4
S3 1,736.9 1,749.8 1,778.4
S4 1,715.4 1,728.3 1,772.5
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 1,788.4 1,703.0 85.4 4.8% 36.6 2.0% 95% True False 212,065
10 1,808.2 1,703.0 105.2 5.9% 49.5 2.8% 77% False False 246,823
20 1,954.6 1,703.0 251.6 14.1% 51.8 2.9% 32% False False 211,630
40 2,033.3 1,703.0 330.3 18.5% 44.0 2.5% 25% False False 105,935
60 2,033.3 1,703.0 330.3 18.5% 41.1 2.3% 25% False False 70,719
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.6
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 1,879.8
2.618 1,844.7
1.618 1,823.2
1.000 1,809.9
0.618 1,801.7
HIGH 1,788.4
0.618 1,780.2
0.500 1,777.7
0.382 1,775.1
LOW 1,766.9
0.618 1,753.6
1.000 1,745.4
1.618 1,732.1
2.618 1,710.6
4.250 1,675.5
Fisher Pivots for day following 29-Mar-2023
Pivot 1 day 3 day
R1 1,782.1 1,778.5
PP 1,779.9 1,772.7
S1 1,777.7 1,766.9

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.