CME E-mini Russell 2000 Index Futures June 2023


Trading Metrics calculated at close of trading on 18-May-2023
Day Change Summary
Previous Current
17-May-2023 18-May-2023 Change Change % Previous Week
Open 1,744.9 1,781.3 36.4 2.1% 1,765.6
High 1,784.0 1,794.4 10.4 0.6% 1,786.8
Low 1,739.7 1,768.1 28.4 1.6% 1,734.9
Close 1,781.0 1,791.1 10.1 0.6% 1,746.5
Range 44.3 26.3 -18.0 -40.6% 51.9
ATR 35.5 34.8 -0.7 -1.8% 0.0
Volume 240,694 218,916 -21,778 -9.0% 811,207
Daily Pivots for day following 18-May-2023
Classic Woodie Camarilla DeMark
R4 1,863.4 1,853.6 1,805.6
R3 1,837.1 1,827.3 1,798.3
R2 1,810.8 1,810.8 1,795.9
R1 1,801.0 1,801.0 1,793.5 1,805.9
PP 1,784.5 1,784.5 1,784.5 1,787.0
S1 1,774.7 1,774.7 1,788.7 1,779.6
S2 1,758.2 1,758.2 1,786.3
S3 1,731.9 1,748.4 1,783.9
S4 1,705.6 1,722.1 1,776.6
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 1,794.4 1,734.9 59.5 3.3% 32.6 1.8% 94% True False 190,598
10 1,794.4 1,723.4 71.0 4.0% 33.2 1.9% 95% True False 183,358
20 1,809.7 1,707.9 101.8 5.7% 34.6 1.9% 82% False False 194,565
40 1,827.4 1,703.0 124.4 6.9% 33.7 1.9% 71% False False 184,839
60 1,954.6 1,703.0 251.6 14.0% 39.2 2.2% 35% False False 176,121
80 2,033.3 1,703.0 330.3 18.4% 38.8 2.2% 27% False False 132,143
100 2,033.3 1,703.0 330.3 18.4% 38.0 2.1% 27% False False 105,768
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 6.3
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,906.2
2.618 1,863.3
1.618 1,837.0
1.000 1,820.7
0.618 1,810.7
HIGH 1,794.4
0.618 1,784.4
0.500 1,781.3
0.382 1,778.1
LOW 1,768.1
0.618 1,751.8
1.000 1,741.8
1.618 1,725.5
2.618 1,699.2
4.250 1,656.3
Fisher Pivots for day following 18-May-2023
Pivot 1 day 3 day
R1 1,787.8 1,783.1
PP 1,784.5 1,775.1
S1 1,781.3 1,767.1

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

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