CME E-mini Russell 2000 Index Futures June 2023


Trading Metrics calculated at close of trading on 17-May-2023
Day Change Summary
Previous Current
16-May-2023 17-May-2023 Change Change % Previous Week
Open 1,766.3 1,744.9 -21.4 -1.2% 1,765.6
High 1,768.0 1,784.0 16.0 0.9% 1,786.8
Low 1,739.7 1,739.7 0.0 0.0% 1,734.9
Close 1,740.9 1,781.0 40.1 2.3% 1,746.5
Range 28.3 44.3 16.0 56.5% 51.9
ATR 34.8 35.5 0.7 1.9% 0.0
Volume 187,372 240,694 53,322 28.5% 811,207
Daily Pivots for day following 17-May-2023
Classic Woodie Camarilla DeMark
R4 1,901.1 1,885.4 1,805.4
R3 1,856.8 1,841.1 1,793.2
R2 1,812.5 1,812.5 1,789.1
R1 1,796.8 1,796.8 1,785.1 1,804.7
PP 1,768.2 1,768.2 1,768.2 1,772.2
S1 1,752.5 1,752.5 1,776.9 1,760.4
S2 1,723.9 1,723.9 1,772.9
S3 1,679.6 1,708.2 1,768.8
S4 1,635.3 1,663.9 1,756.6
Weekly Pivots for week ending 12-May-2023
Classic Woodie Camarilla DeMark
R4 1,911.8 1,881.0 1,775.0
R3 1,859.9 1,829.1 1,760.8
R2 1,808.0 1,808.0 1,756.0
R1 1,777.2 1,777.2 1,751.3 1,766.7
PP 1,756.1 1,756.1 1,756.1 1,750.8
S1 1,725.3 1,725.3 1,741.7 1,714.8
S2 1,704.2 1,704.2 1,737.0
S3 1,652.3 1,673.4 1,732.2
S4 1,600.4 1,621.5 1,718.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,784.0 1,734.9 49.1 2.8% 34.3 1.9% 94% True False 181,749
10 1,786.8 1,707.9 78.9 4.4% 34.2 1.9% 93% False False 188,127
20 1,809.7 1,707.9 101.8 5.7% 34.3 1.9% 72% False False 191,256
40 1,827.4 1,703.0 124.4 7.0% 34.5 1.9% 63% False False 185,292
60 1,954.6 1,703.0 251.6 14.1% 39.1 2.2% 31% False False 172,476
80 2,033.3 1,703.0 330.3 18.5% 38.7 2.2% 24% False False 129,409
100 2,033.3 1,703.0 330.3 18.5% 38.3 2.2% 24% False False 103,579
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.4
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,972.3
2.618 1,900.0
1.618 1,855.7
1.000 1,828.3
0.618 1,811.4
HIGH 1,784.0
0.618 1,767.1
0.500 1,761.9
0.382 1,756.6
LOW 1,739.7
0.618 1,712.3
1.000 1,695.4
1.618 1,668.0
2.618 1,623.7
4.250 1,551.4
Fisher Pivots for day following 17-May-2023
Pivot 1 day 3 day
R1 1,774.6 1,774.6
PP 1,768.2 1,768.2
S1 1,761.9 1,761.9

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

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