CME E-mini Russell 2000 Index Futures June 2023


Trading Metrics calculated at close of trading on 13-Jun-2023
Day Change Summary
Previous Current
12-Jun-2023 13-Jun-2023 Change Change % Previous Week
Open 1,867.0 1,879.7 12.7 0.7% 1,835.8
High 1,885.3 1,908.7 23.4 1.2% 1,899.9
Low 1,860.4 1,875.0 14.6 0.8% 1,798.5
Close 1,876.7 1,898.2 21.5 1.1% 1,868.4
Range 24.9 33.7 8.8 35.3% 101.4
ATR 36.5 36.3 -0.2 -0.6% 0.0
Volume 321,960 211,218 -110,742 -34.4% 1,339,353
Daily Pivots for day following 13-Jun-2023
Classic Woodie Camarilla DeMark
R4 1,995.1 1,980.3 1,916.7
R3 1,961.4 1,946.6 1,907.5
R2 1,927.7 1,927.7 1,904.4
R1 1,912.9 1,912.9 1,901.3 1,920.3
PP 1,894.0 1,894.0 1,894.0 1,897.7
S1 1,879.2 1,879.2 1,895.1 1,886.6
S2 1,860.3 1,860.3 1,892.0
S3 1,826.6 1,845.5 1,888.9
S4 1,792.9 1,811.8 1,879.7
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 1,908.7 1,854.8 53.9 2.8% 31.2 1.6% 81% True False 267,696
10 1,908.7 1,738.5 170.2 9.0% 39.8 2.1% 94% True False 263,938
20 1,908.7 1,738.5 170.2 9.0% 36.5 1.9% 94% True False 242,770
40 1,908.7 1,707.9 200.8 10.6% 34.9 1.8% 95% True False 213,519
60 1,908.7 1,703.0 205.7 10.8% 36.0 1.9% 95% True False 205,310
80 1,970.2 1,703.0 267.2 14.1% 38.6 2.0% 73% False False 184,709
100 2,033.3 1,703.0 330.3 17.4% 38.3 2.0% 59% False False 147,811
120 2,033.3 1,703.0 330.3 17.4% 38.0 2.0% 59% False False 123,213
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 5.1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,051.9
2.618 1,996.9
1.618 1,963.2
1.000 1,942.4
0.618 1,929.5
HIGH 1,908.7
0.618 1,895.8
0.500 1,891.9
0.382 1,887.9
LOW 1,875.0
0.618 1,854.2
1.000 1,841.3
1.618 1,820.5
2.618 1,786.8
4.250 1,731.8
Fisher Pivots for day following 13-Jun-2023
Pivot 1 day 3 day
R1 1,896.1 1,893.7
PP 1,894.0 1,889.1
S1 1,891.9 1,884.6

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

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