CME E-mini Russell 2000 Index Futures June 2023


Trading Metrics calculated at close of trading on 19-May-2023
Day Change Summary
Previous Current
18-May-2023 19-May-2023 Change Change % Previous Week
Open 1,781.3 1,793.1 11.8 0.7% 1,742.7
High 1,794.4 1,805.6 11.2 0.6% 1,805.6
Low 1,768.1 1,770.4 2.3 0.1% 1,739.7
Close 1,791.1 1,779.2 -11.9 -0.7% 1,779.2
Range 26.3 35.2 8.9 33.8% 65.9
ATR 34.8 34.9 0.0 0.1% 0.0
Volume 218,916 230,866 11,950 5.5% 1,034,957
Daily Pivots for day following 19-May-2023
Classic Woodie Camarilla DeMark
R4 1,890.7 1,870.1 1,798.6
R3 1,855.5 1,834.9 1,788.9
R2 1,820.3 1,820.3 1,785.7
R1 1,799.7 1,799.7 1,782.4 1,792.4
PP 1,785.1 1,785.1 1,785.1 1,781.4
S1 1,764.5 1,764.5 1,776.0 1,757.2
S2 1,749.9 1,749.9 1,772.7
S3 1,714.7 1,729.3 1,769.5
S4 1,679.5 1,694.1 1,759.8
Weekly Pivots for week ending 19-May-2023
Classic Woodie Camarilla DeMark
R4 1,972.5 1,941.8 1,815.4
R3 1,906.6 1,875.9 1,797.3
R2 1,840.7 1,840.7 1,791.3
R1 1,810.0 1,810.0 1,785.2 1,825.4
PP 1,774.8 1,774.8 1,774.8 1,782.5
S1 1,744.1 1,744.1 1,773.2 1,759.5
S2 1,708.9 1,708.9 1,767.1
S3 1,643.0 1,678.2 1,761.1
S4 1,577.1 1,612.3 1,743.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,805.6 1,739.7 65.9 3.7% 34.0 1.9% 60% True False 206,991
10 1,805.6 1,734.9 70.7 4.0% 31.9 1.8% 63% True False 184,616
20 1,809.7 1,707.9 101.8 5.7% 35.0 2.0% 70% False False 198,193
40 1,827.4 1,703.0 124.4 7.0% 33.1 1.9% 61% False False 183,487
60 1,954.6 1,703.0 251.6 14.1% 39.2 2.2% 30% False False 179,964
80 2,033.3 1,703.0 330.3 18.6% 38.8 2.2% 23% False False 135,027
100 2,033.3 1,703.0 330.3 18.6% 38.1 2.1% 23% False False 108,076
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 7.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,955.2
2.618 1,897.8
1.618 1,862.6
1.000 1,840.8
0.618 1,827.4
HIGH 1,805.6
0.618 1,792.2
0.500 1,788.0
0.382 1,783.8
LOW 1,770.4
0.618 1,748.6
1.000 1,735.2
1.618 1,713.4
2.618 1,678.2
4.250 1,620.8
Fisher Pivots for day following 19-May-2023
Pivot 1 day 3 day
R1 1,788.0 1,777.0
PP 1,785.1 1,774.8
S1 1,782.1 1,772.7

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

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