CME E-mini Russell 2000 Index Futures June 2023


Trading Metrics calculated at close of trading on 12-Jun-2023
Day Change Summary
Previous Current
09-Jun-2023 12-Jun-2023 Change Change % Previous Week
Open 1,881.2 1,867.0 -14.2 -0.8% 1,835.8
High 1,884.7 1,885.3 0.6 0.0% 1,899.9
Low 1,862.9 1,860.4 -2.5 -0.1% 1,798.5
Close 1,868.4 1,876.7 8.3 0.4% 1,868.4
Range 21.8 24.9 3.1 14.2% 101.4
ATR 37.4 36.5 -0.9 -2.4% 0.0
Volume 259,845 321,960 62,115 23.9% 1,339,353
Daily Pivots for day following 12-Jun-2023
Classic Woodie Camarilla DeMark
R4 1,948.8 1,937.7 1,890.4
R3 1,923.9 1,912.8 1,883.5
R2 1,899.0 1,899.0 1,881.3
R1 1,887.9 1,887.9 1,879.0 1,893.5
PP 1,874.1 1,874.1 1,874.1 1,876.9
S1 1,863.0 1,863.0 1,874.4 1,868.6
S2 1,849.2 1,849.2 1,872.1
S3 1,824.3 1,838.1 1,869.9
S4 1,799.4 1,813.2 1,863.0
Weekly Pivots for week ending 09-Jun-2023
Classic Woodie Camarilla DeMark
R4 2,159.8 2,115.5 1,924.2
R3 2,058.4 2,014.1 1,896.3
R2 1,957.0 1,957.0 1,887.0
R1 1,912.7 1,912.7 1,877.7 1,934.9
PP 1,855.6 1,855.6 1,855.6 1,866.7
S1 1,811.3 1,811.3 1,859.1 1,833.5
S2 1,754.2 1,754.2 1,849.8
S3 1,652.8 1,709.9 1,840.5
S4 1,551.4 1,608.5 1,812.6
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 1,802.5 97.4 5.2% 36.9 2.0% 76% False False 278,942
10 1,899.9 1,738.5 161.4 8.6% 39.3 2.1% 86% False False 264,370
20 1,899.9 1,738.5 161.4 8.6% 36.6 2.0% 86% False False 240,065
40 1,899.9 1,707.9 192.0 10.2% 34.7 1.8% 88% False False 211,732
60 1,899.9 1,703.0 196.9 10.5% 36.4 1.9% 88% False False 207,054
80 1,988.0 1,703.0 285.0 15.2% 38.7 2.1% 61% False False 182,071
100 2,033.3 1,703.0 330.3 17.6% 38.3 2.0% 53% False False 145,710
120 2,033.3 1,703.0 330.3 17.6% 38.0 2.0% 53% False False 121,457
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,991.1
2.618 1,950.5
1.618 1,925.6
1.000 1,910.2
0.618 1,900.7
HIGH 1,885.3
0.618 1,875.8
0.500 1,872.9
0.382 1,869.9
LOW 1,860.4
0.618 1,845.0
1.000 1,835.5
1.618 1,820.1
2.618 1,795.2
4.250 1,754.6
Fisher Pivots for day following 12-Jun-2023
Pivot 1 day 3 day
R1 1,875.4 1,880.2
PP 1,874.1 1,879.0
S1 1,872.9 1,877.9

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

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