CME E-mini Russell 2000 Index Futures June 2023


Trading Metrics calculated at close of trading on 15-Jun-2023
Day Change Summary
Previous Current
14-Jun-2023 15-Jun-2023 Change Change % Previous Week
Open 1,901.2 1,878.6 -22.6 -1.2% 1,835.8
High 1,910.4 1,894.0 -16.4 -0.9% 1,899.9
Low 1,862.4 1,858.6 -3.8 -0.2% 1,798.5
Close 1,876.9 1,890.6 13.7 0.7% 1,868.4
Range 48.0 35.4 -12.6 -26.3% 101.4
ATR 37.2 37.0 -0.1 -0.3% 0.0
Volume 113,914 57,491 -56,423 -49.5% 1,339,353
Daily Pivots for day following 15-Jun-2023
Classic Woodie Camarilla DeMark
R4 1,987.3 1,974.3 1,910.1
R3 1,951.9 1,938.9 1,900.3
R2 1,916.5 1,916.5 1,897.1
R1 1,903.5 1,903.5 1,893.8 1,910.0
PP 1,881.1 1,881.1 1,881.1 1,884.3
S1 1,868.1 1,868.1 1,887.4 1,874.6
S2 1,845.7 1,845.7 1,884.1
S3 1,810.3 1,832.7 1,880.9
S4 1,774.9 1,797.3 1,871.1
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 1,910.4 1,858.6 51.8 2.7% 32.8 1.7% 62% False True 192,885
10 1,910.4 1,771.5 138.9 7.3% 41.0 2.2% 86% False False 232,993
20 1,910.4 1,738.5 171.9 9.1% 37.0 2.0% 88% False False 229,937
40 1,910.4 1,707.9 202.5 10.7% 35.7 1.9% 90% False False 210,597
60 1,910.4 1,703.0 207.4 11.0% 35.4 1.9% 90% False False 200,174
80 1,954.6 1,703.0 251.6 13.3% 38.6 2.0% 75% False False 186,841
100 2,033.3 1,703.0 330.3 17.5% 38.4 2.0% 57% False False 149,514
120 2,033.3 1,703.0 330.3 17.5% 38.1 2.0% 57% False False 124,638
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 6.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,044.5
2.618 1,986.7
1.618 1,951.3
1.000 1,929.4
0.618 1,915.9
HIGH 1,894.0
0.618 1,880.5
0.500 1,876.3
0.382 1,872.1
LOW 1,858.6
0.618 1,836.7
1.000 1,823.2
1.618 1,801.3
2.618 1,765.9
4.250 1,708.2
Fisher Pivots for day following 15-Jun-2023
Pivot 1 day 3 day
R1 1,885.8 1,888.6
PP 1,881.1 1,886.5
S1 1,876.3 1,884.5

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

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