CME E-mini Russell 2000 Index Futures June 2023


Trading Metrics calculated at close of trading on 25-May-2023
Day Change Summary
Previous Current
24-May-2023 25-May-2023 Change Change % Previous Week
Open 1,794.7 1,775.0 -19.7 -1.1% 1,742.7
High 1,798.9 1,775.5 -23.4 -1.3% 1,805.6
Low 1,763.5 1,742.7 -20.8 -1.2% 1,739.7
Close 1,772.0 1,758.7 -13.3 -0.8% 1,779.2
Range 35.4 32.8 -2.6 -7.3% 65.9
ATR 35.0 34.8 -0.2 -0.4% 0.0
Volume 241,020 254,499 13,479 5.6% 1,034,957
Daily Pivots for day following 25-May-2023
Classic Woodie Camarilla DeMark
R4 1,857.4 1,840.8 1,776.7
R3 1,824.6 1,808.0 1,767.7
R2 1,791.8 1,791.8 1,764.7
R1 1,775.2 1,775.2 1,761.7 1,767.1
PP 1,759.0 1,759.0 1,759.0 1,754.9
S1 1,742.4 1,742.4 1,755.7 1,734.3
S2 1,726.2 1,726.2 1,752.7
S3 1,693.4 1,709.6 1,749.7
S4 1,660.6 1,676.8 1,740.7
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 1,742.7 81.0 4.6% 34.9 2.0% 20% False True 230,707
10 1,823.7 1,734.9 88.8 5.0% 33.8 1.9% 27% False False 210,653
20 1,823.7 1,707.9 115.8 6.6% 35.7 2.0% 44% False False 208,326
40 1,827.4 1,707.9 119.5 6.8% 33.5 1.9% 43% False False 187,170
60 1,954.6 1,703.0 251.6 14.3% 39.6 2.3% 22% False False 195,323
80 2,033.3 1,703.0 330.3 18.8% 38.7 2.2% 17% False False 146,552
100 2,033.3 1,703.0 330.3 18.8% 38.1 2.2% 17% False False 117,299
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 6.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,914.9
2.618 1,861.4
1.618 1,828.6
1.000 1,808.3
0.618 1,795.8
HIGH 1,775.5
0.618 1,763.0
0.500 1,759.1
0.382 1,755.2
LOW 1,742.7
0.618 1,722.4
1.000 1,709.9
1.618 1,689.6
2.618 1,656.8
4.250 1,603.3
Fisher Pivots for day following 25-May-2023
Pivot 1 day 3 day
R1 1,759.1 1,783.2
PP 1,759.0 1,775.0
S1 1,758.8 1,766.9

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

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