CME E-mini Russell 2000 Index Futures June 2023


Trading Metrics calculated at close of trading on 23-May-2023
Day Change Summary
Previous Current
22-May-2023 23-May-2023 Change Change % Previous Week
Open 1,771.6 1,802.8 31.2 1.8% 1,742.7
High 1,808.6 1,823.7 15.1 0.8% 1,805.6
Low 1,769.4 1,791.7 22.3 1.3% 1,739.7
Close 1,800.9 1,793.1 -7.8 -0.4% 1,779.2
Range 39.2 32.0 -7.2 -18.4% 65.9
ATR 35.2 34.9 -0.2 -0.6% 0.0
Volume 190,686 236,468 45,782 24.0% 1,034,957
Daily Pivots for day following 23-May-2023
Classic Woodie Camarilla DeMark
R4 1,898.8 1,878.0 1,810.7
R3 1,866.8 1,846.0 1,801.9
R2 1,834.8 1,834.8 1,799.0
R1 1,814.0 1,814.0 1,796.0 1,808.4
PP 1,802.8 1,802.8 1,802.8 1,800.1
S1 1,782.0 1,782.0 1,790.2 1,776.4
S2 1,770.8 1,770.8 1,787.2
S3 1,738.8 1,750.0 1,784.3
S4 1,706.8 1,718.0 1,775.5
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 1,823.7 1,739.7 84.0 4.7% 35.4 2.0% 64% True False 223,526
10 1,823.7 1,734.9 88.8 5.0% 34.4 1.9% 66% True False 200,516
20 1,823.7 1,707.9 115.8 6.5% 35.0 2.0% 74% True False 203,292
40 1,827.4 1,707.9 119.5 6.7% 32.9 1.8% 71% False False 182,174
60 1,954.6 1,703.0 251.6 14.0% 39.3 2.2% 36% False False 187,076
80 2,033.3 1,703.0 330.3 18.4% 38.9 2.2% 27% False False 140,360
100 2,033.3 1,703.0 330.3 18.4% 38.1 2.1% 27% False False 112,347
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 7.6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,959.7
2.618 1,907.5
1.618 1,875.5
1.000 1,855.7
0.618 1,843.5
HIGH 1,823.7
0.618 1,811.5
0.500 1,807.7
0.382 1,803.9
LOW 1,791.7
0.618 1,771.9
1.000 1,759.7
1.618 1,739.9
2.618 1,707.9
4.250 1,655.7
Fisher Pivots for day following 23-May-2023
Pivot 1 day 3 day
R1 1,807.7 1,796.6
PP 1,802.8 1,795.4
S1 1,798.0 1,794.3

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

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