CME E-mini Russell 2000 Index Futures June 2023


Trading Metrics calculated at close of trading on 05-May-2023
Day Change Summary
Previous Current
04-May-2023 05-May-2023 Change Change % Previous Week
Open 1,730.0 1,724.0 -6.0 -0.3% 1,776.6
High 1,743.5 1,772.2 28.7 1.6% 1,796.5
Low 1,707.9 1,723.4 15.5 0.9% 1,707.9
Close 1,724.0 1,765.4 41.4 2.4% 1,765.4
Range 35.6 48.8 13.2 37.1% 88.6
ATR 36.7 37.6 0.9 2.3% 0.0
Volume 266,607 218,289 -48,318 -18.1% 1,177,106
Daily Pivots for day following 05-May-2023
Classic Woodie Camarilla DeMark
R4 1,900.1 1,881.5 1,792.2
R3 1,851.3 1,832.7 1,778.8
R2 1,802.5 1,802.5 1,774.3
R1 1,783.9 1,783.9 1,769.9 1,793.2
PP 1,753.7 1,753.7 1,753.7 1,758.3
S1 1,735.1 1,735.1 1,760.9 1,744.4
S2 1,704.9 1,704.9 1,756.5
S3 1,656.1 1,686.3 1,752.0
S4 1,607.3 1,637.5 1,738.6
Weekly Pivots for week ending 05-May-2023
Classic Woodie Camarilla DeMark
R4 2,022.4 1,982.5 1,814.1
R3 1,933.8 1,893.9 1,789.8
R2 1,845.2 1,845.2 1,781.6
R1 1,805.3 1,805.3 1,773.5 1,781.0
PP 1,756.6 1,756.6 1,756.6 1,744.4
S1 1,716.7 1,716.7 1,757.3 1,692.4
S2 1,668.0 1,668.0 1,749.2
S3 1,579.4 1,628.1 1,741.0
S4 1,490.8 1,539.5 1,716.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,796.5 1,707.9 88.6 5.0% 43.4 2.5% 65% False False 235,421
10 1,809.7 1,707.9 101.8 5.8% 38.2 2.2% 56% False False 211,770
20 1,825.5 1,707.9 117.6 6.7% 33.8 1.9% 49% False False 181,481
40 1,855.1 1,703.0 152.1 8.6% 42.1 2.4% 41% False False 223,041
60 1,989.7 1,703.0 286.7 16.2% 40.1 2.3% 22% False False 149,230
80 2,033.3 1,703.0 330.3 18.7% 38.9 2.2% 19% False False 112,003
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 6.7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,979.6
2.618 1,900.0
1.618 1,851.2
1.000 1,821.0
0.618 1,802.4
HIGH 1,772.2
0.618 1,753.6
0.500 1,747.8
0.382 1,742.0
LOW 1,723.4
0.618 1,693.2
1.000 1,674.6
1.618 1,644.4
2.618 1,595.6
4.250 1,516.0
Fisher Pivots for day following 05-May-2023
Pivot 1 day 3 day
R1 1,759.5 1,758.1
PP 1,753.7 1,750.7
S1 1,747.8 1,743.4

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

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