CME E-mini Russell 2000 Index Futures June 2023


Trading Metrics calculated at close of trading on 12-Apr-2023
Day Change Summary
Previous Current
11-Apr-2023 12-Apr-2023 Change Change % Previous Week
Open 1,787.8 1,798.2 10.4 0.6% 1,810.2
High 1,807.2 1,822.0 14.8 0.8% 1,827.4
Low 1,785.2 1,782.7 -2.5 -0.1% 1,752.7
Close 1,798.3 1,784.9 -13.4 -0.7% 1,766.8
Range 22.0 39.3 17.3 78.6% 74.7
ATR 40.1 40.0 -0.1 -0.1% 0.0
Volume 140,805 175,833 35,028 24.9% 699,374
Daily Pivots for day following 12-Apr-2023
Classic Woodie Camarilla DeMark
R4 1,914.4 1,889.0 1,806.5
R3 1,875.1 1,849.7 1,795.7
R2 1,835.8 1,835.8 1,792.1
R1 1,810.4 1,810.4 1,788.5 1,803.5
PP 1,796.5 1,796.5 1,796.5 1,793.1
S1 1,771.1 1,771.1 1,781.3 1,764.2
S2 1,757.2 1,757.2 1,777.7
S3 1,717.9 1,731.8 1,774.1
S4 1,678.6 1,692.5 1,763.3
Weekly Pivots for week ending 07-Apr-2023
Classic Woodie Camarilla DeMark
R4 2,006.4 1,961.3 1,807.9
R3 1,931.7 1,886.6 1,787.3
R2 1,857.0 1,857.0 1,780.5
R1 1,811.9 1,811.9 1,773.6 1,797.1
PP 1,782.3 1,782.3 1,782.3 1,774.9
S1 1,737.2 1,737.2 1,760.0 1,722.4
S2 1,707.6 1,707.6 1,753.1
S3 1,632.9 1,662.5 1,746.3
S4 1,558.2 1,587.8 1,725.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,822.0 1,752.7 69.3 3.9% 29.3 1.6% 46% True False 157,209
10 1,827.4 1,752.7 74.7 4.2% 32.2 1.8% 43% False False 170,961
20 1,827.4 1,703.0 124.4 7.0% 43.4 2.4% 66% False False 222,679
40 1,988.0 1,703.0 285.0 16.0% 42.8 2.4% 29% False False 144,657
60 2,033.3 1,703.0 330.3 18.5% 40.6 2.3% 25% False False 96,534
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.7
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,989.0
2.618 1,924.9
1.618 1,885.6
1.000 1,861.3
0.618 1,846.3
HIGH 1,822.0
0.618 1,807.0
0.500 1,802.4
0.382 1,797.7
LOW 1,782.7
0.618 1,758.4
1.000 1,743.4
1.618 1,719.1
2.618 1,679.8
4.250 1,615.7
Fisher Pivots for day following 12-Apr-2023
Pivot 1 day 3 day
R1 1,802.4 1,788.2
PP 1,796.5 1,787.1
S1 1,790.7 1,786.0

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

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