CME E-mini Russell 2000 Index Futures June 2023


Trading Metrics calculated at close of trading on 19-Apr-2023
Day Change Summary
Previous Current
18-Apr-2023 19-Apr-2023 Change Change % Previous Week
Open 1,814.3 1,806.3 -8.0 -0.4% 1,779.2
High 1,825.5 1,814.0 -11.5 -0.6% 1,822.0
Low 1,794.8 1,790.6 -4.2 -0.2% 1,754.3
Close 1,806.0 1,809.9 3.9 0.2% 1,791.7
Range 30.7 23.4 -7.3 -23.8% 67.7
ATR 38.0 37.0 -1.0 -2.7% 0.0
Volume 149,234 139,078 -10,156 -6.8% 772,837
Daily Pivots for day following 19-Apr-2023
Classic Woodie Camarilla DeMark
R4 1,875.0 1,865.9 1,822.8
R3 1,851.6 1,842.5 1,816.3
R2 1,828.2 1,828.2 1,814.2
R1 1,819.1 1,819.1 1,812.0 1,823.7
PP 1,804.8 1,804.8 1,804.8 1,807.1
S1 1,795.7 1,795.7 1,807.8 1,800.3
S2 1,781.4 1,781.4 1,805.6
S3 1,758.0 1,772.3 1,803.5
S4 1,734.6 1,748.9 1,797.0
Weekly Pivots for week ending 14-Apr-2023
Classic Woodie Camarilla DeMark
R4 1,992.4 1,959.8 1,828.9
R3 1,924.7 1,892.1 1,810.3
R2 1,857.0 1,857.0 1,804.1
R1 1,824.4 1,824.4 1,797.9 1,840.7
PP 1,789.3 1,789.3 1,789.3 1,797.5
S1 1,756.7 1,756.7 1,785.5 1,773.0
S2 1,721.6 1,721.6 1,779.3
S3 1,653.9 1,689.0 1,773.1
S4 1,586.2 1,621.3 1,754.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,825.5 1,779.1 46.4 2.6% 30.3 1.7% 66% False False 147,667
10 1,825.5 1,752.7 72.8 4.0% 29.8 1.6% 79% False False 152,438
20 1,827.4 1,703.0 124.4 6.9% 34.8 1.9% 86% False False 179,328
40 1,954.6 1,703.0 251.6 13.9% 41.5 2.3% 42% False False 163,086
60 2,033.3 1,703.0 330.3 18.2% 40.2 2.2% 32% False False 108,793
80 2,033.3 1,703.0 330.3 18.2% 39.3 2.2% 32% False False 81,659
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.6
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,913.5
2.618 1,875.3
1.618 1,851.9
1.000 1,837.4
0.618 1,828.5
HIGH 1,814.0
0.618 1,805.1
0.500 1,802.3
0.382 1,799.5
LOW 1,790.6
0.618 1,776.1
1.000 1,767.2
1.618 1,752.7
2.618 1,729.3
4.250 1,691.2
Fisher Pivots for day following 19-Apr-2023
Pivot 1 day 3 day
R1 1,807.4 1,809.3
PP 1,804.8 1,808.7
S1 1,802.3 1,808.1

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

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