CME E-mini Russell 2000 Index Futures June 2023


Trading Metrics calculated at close of trading on 08-Jun-2023
Day Change Summary
Previous Current
07-Jun-2023 08-Jun-2023 Change Change % Previous Week
Open 1,858.6 1,896.9 38.3 2.1% 1,787.7
High 1,898.6 1,899.9 1.3 0.1% 1,836.1
Low 1,854.8 1,868.0 13.2 0.7% 1,738.5
Close 1,892.4 1,883.3 -9.1 -0.5% 1,834.6
Range 43.8 31.9 -11.9 -27.2% 97.6
ATR 39.1 38.6 -0.5 -1.3% 0.0
Volume 307,688 237,770 -69,918 -22.7% 982,393
Daily Pivots for day following 08-Jun-2023
Classic Woodie Camarilla DeMark
R4 1,979.4 1,963.3 1,900.8
R3 1,947.5 1,931.4 1,892.1
R2 1,915.6 1,915.6 1,889.1
R1 1,899.5 1,899.5 1,886.2 1,891.6
PP 1,883.7 1,883.7 1,883.7 1,879.8
S1 1,867.6 1,867.6 1,880.4 1,859.7
S2 1,851.8 1,851.8 1,877.5
S3 1,819.9 1,835.7 1,874.5
S4 1,788.0 1,803.8 1,865.8
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 1,899.9 1,771.5 128.4 6.8% 49.3 2.6% 87% True False 273,101
10 1,899.9 1,738.5 161.4 8.6% 40.9 2.2% 90% True False 251,637
20 1,899.9 1,734.9 165.0 8.8% 37.4 2.0% 90% True False 227,153
40 1,899.9 1,707.9 192.0 10.2% 35.4 1.9% 91% True False 204,944
60 1,899.9 1,703.0 196.9 10.5% 38.1 2.0% 92% True False 210,856
80 1,988.0 1,703.0 285.0 15.1% 39.1 2.1% 63% False False 174,801
100 2,033.3 1,703.0 330.3 17.5% 38.5 2.0% 55% False False 139,898
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 4.6
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2,035.5
2.618 1,983.4
1.618 1,951.5
1.000 1,931.8
0.618 1,919.6
HIGH 1,899.9
0.618 1,887.7
0.500 1,884.0
0.382 1,880.2
LOW 1,868.0
0.618 1,848.3
1.000 1,836.1
1.618 1,816.4
2.618 1,784.5
4.250 1,732.4
Fisher Pivots for day following 08-Jun-2023
Pivot 1 day 3 day
R1 1,884.0 1,872.6
PP 1,883.7 1,861.9
S1 1,883.5 1,851.2

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

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