CME E-mini Russell 2000 Index Futures June 2023


Trading Metrics calculated at close of trading on 05-Jun-2023
Day Change Summary
Previous Current
02-Jun-2023 05-Jun-2023 Change Change % Previous Week
Open 1,773.0 1,835.8 62.8 3.5% 1,787.7
High 1,836.1 1,842.8 6.7 0.4% 1,836.1
Low 1,771.5 1,798.5 27.0 1.5% 1,738.5
Close 1,834.6 1,809.6 -25.0 -1.4% 1,834.6
Range 64.6 44.3 -20.3 -31.4% 97.6
ATR 36.4 37.0 0.6 1.5% 0.0
Volume 285,999 266,603 -19,396 -6.8% 982,393
Daily Pivots for day following 05-Jun-2023
Classic Woodie Camarilla DeMark
R4 1,949.9 1,924.0 1,834.0
R3 1,905.6 1,879.7 1,821.8
R2 1,861.3 1,861.3 1,817.7
R1 1,835.4 1,835.4 1,813.7 1,826.2
PP 1,817.0 1,817.0 1,817.0 1,812.4
S1 1,791.1 1,791.1 1,805.5 1,781.9
S2 1,772.7 1,772.7 1,801.5
S3 1,728.4 1,746.8 1,797.4
S4 1,684.1 1,702.5 1,785.2
Weekly Pivots for week ending 02-Jun-2023
Classic Woodie Camarilla DeMark
R4 2,095.9 2,062.8 1,888.3
R3 1,998.3 1,965.2 1,861.4
R2 1,900.7 1,900.7 1,852.5
R1 1,867.6 1,867.6 1,843.5 1,884.2
PP 1,803.1 1,803.1 1,803.1 1,811.3
S1 1,770.0 1,770.0 1,825.7 1,786.6
S2 1,705.5 1,705.5 1,816.7
S3 1,607.9 1,672.4 1,807.8
S4 1,510.3 1,574.8 1,780.9
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,842.8 1,738.5 104.3 5.8% 41.7 2.3% 68% True False 249,799
10 1,842.8 1,738.5 104.3 5.8% 37.8 2.1% 68% True False 237,163
20 1,842.8 1,734.9 107.9 6.0% 34.8 1.9% 69% True False 210,890
40 1,842.8 1,707.9 134.9 7.5% 34.3 1.9% 75% True False 196,185
60 1,855.1 1,703.0 152.1 8.4% 39.7 2.2% 70% False False 218,991
80 1,989.7 1,703.0 286.7 15.8% 38.8 2.1% 37% False False 164,645
100 2,033.3 1,703.0 330.3 18.3% 38.1 2.1% 32% False False 131,780
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 4.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,031.1
2.618 1,958.8
1.618 1,914.5
1.000 1,887.1
0.618 1,870.2
HIGH 1,842.8
0.618 1,825.9
0.500 1,820.7
0.382 1,815.4
LOW 1,798.5
0.618 1,771.1
1.000 1,754.2
1.618 1,726.8
2.618 1,682.5
4.250 1,610.2
Fisher Pivots for day following 05-Jun-2023
Pivot 1 day 3 day
R1 1,820.7 1,804.1
PP 1,817.0 1,798.6
S1 1,813.3 1,793.1

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

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