CME E-mini Russell 2000 Index Futures June 2023


Trading Metrics calculated at close of trading on 08-May-2023
Day Change Summary
Previous Current
05-May-2023 08-May-2023 Change Change % Previous Week
Open 1,724.0 1,765.6 41.6 2.4% 1,776.6
High 1,772.2 1,776.1 3.9 0.2% 1,796.5
Low 1,723.4 1,751.4 28.0 1.6% 1,707.9
Close 1,765.4 1,761.0 -4.4 -0.2% 1,765.4
Range 48.8 24.7 -24.1 -49.4% 88.6
ATR 37.6 36.7 -0.9 -2.5% 0.0
Volume 218,289 135,621 -82,668 -37.9% 1,177,106
Daily Pivots for day following 08-May-2023
Classic Woodie Camarilla DeMark
R4 1,836.9 1,823.7 1,774.6
R3 1,812.2 1,799.0 1,767.8
R2 1,787.5 1,787.5 1,765.5
R1 1,774.3 1,774.3 1,763.3 1,768.6
PP 1,762.8 1,762.8 1,762.8 1,760.0
S1 1,749.6 1,749.6 1,758.7 1,743.9
S2 1,738.1 1,738.1 1,756.5
S3 1,713.4 1,724.9 1,754.2
S4 1,688.7 1,700.2 1,747.4
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 1,778.9 1,707.9 71.0 4.0% 42.8 2.4% 75% False False 230,571
10 1,796.9 1,707.9 89.0 5.1% 38.5 2.2% 60% False False 213,115
20 1,825.5 1,707.9 117.6 6.7% 33.3 1.9% 45% False False 180,967
40 1,827.4 1,703.0 124.4 7.1% 40.6 2.3% 47% False False 219,269
60 1,988.0 1,703.0 285.0 16.2% 39.6 2.2% 20% False False 151,485
80 2,033.3 1,703.0 330.3 18.8% 39.0 2.2% 18% False False 113,695
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 6.9
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,881.1
2.618 1,840.8
1.618 1,816.1
1.000 1,800.8
0.618 1,791.4
HIGH 1,776.1
0.618 1,766.7
0.500 1,763.8
0.382 1,760.8
LOW 1,751.4
0.618 1,736.1
1.000 1,726.7
1.618 1,711.4
2.618 1,686.7
4.250 1,646.4
Fisher Pivots for day following 08-May-2023
Pivot 1 day 3 day
R1 1,763.8 1,754.7
PP 1,762.8 1,748.3
S1 1,761.9 1,742.0

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

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