CME E-mini Russell 2000 Index Futures June 2023


Trading Metrics calculated at close of trading on 16-Jun-2023
Day Change Summary
Previous Current
15-Jun-2023 16-Jun-2023 Change Change % Previous Week
Open 1,878.6 1,888.8 10.2 0.5% 1,867.0
High 1,894.0 1,909.1 15.1 0.8% 1,910.4
Low 1,858.6 1,884.1 25.5 1.4% 1,858.6
Close 1,890.6 1,909.1 18.5 1.0% 1,909.1
Range 35.4 25.0 -10.4 -29.4% 51.8
ATR 37.0 36.2 -0.9 -2.3% 0.0
Volume 57,491 2,447 -55,044 -95.7% 707,030
Daily Pivots for day following 16-Jun-2023
Classic Woodie Camarilla DeMark
R4 1,975.8 1,967.4 1,922.9
R3 1,950.8 1,942.4 1,916.0
R2 1,925.8 1,925.8 1,913.7
R1 1,917.4 1,917.4 1,911.4 1,921.6
PP 1,900.8 1,900.8 1,900.8 1,902.9
S1 1,892.4 1,892.4 1,906.8 1,896.6
S2 1,875.8 1,875.8 1,904.5
S3 1,850.8 1,867.4 1,902.2
S4 1,825.8 1,842.4 1,895.4
Weekly Pivots for week ending 16-Jun-2023
Classic Woodie Camarilla DeMark
R4 2,048.1 2,030.4 1,937.6
R3 1,996.3 1,978.6 1,923.3
R2 1,944.5 1,944.5 1,918.6
R1 1,926.8 1,926.8 1,913.8 1,935.7
PP 1,892.7 1,892.7 1,892.7 1,897.1
S1 1,875.0 1,875.0 1,904.4 1,883.9
S2 1,840.9 1,840.9 1,899.6
S3 1,789.1 1,823.2 1,894.9
S4 1,737.3 1,771.4 1,880.6
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% 33.4 1.7% 97% False False 141,406
10 1,910.4 1,798.5 111.9 5.9% 37.1 1.9% 99% False False 204,638
20 1,910.4 1,738.5 171.9 9.0% 37.0 1.9% 99% False False 219,114
40 1,910.4 1,707.9 202.5 10.6% 35.8 1.9% 99% False False 206,839
60 1,910.4 1,703.0 207.4 10.9% 34.8 1.8% 99% False False 196,264
80 1,954.6 1,703.0 251.6 13.2% 38.6 2.0% 82% False False 186,869
100 2,033.3 1,703.0 330.3 17.3% 38.4 2.0% 62% False False 149,537
120 2,033.3 1,703.0 330.3 17.3% 37.8 2.0% 62% False False 124,659
Crabel Price Patterns
NR True
NR4 True
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 6.6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2,015.4
2.618 1,974.6
1.618 1,949.6
1.000 1,934.1
0.618 1,924.6
HIGH 1,909.1
0.618 1,899.6
0.500 1,896.6
0.382 1,893.7
LOW 1,884.1
0.618 1,868.7
1.000 1,859.1
1.618 1,843.7
2.618 1,818.7
4.250 1,777.9
Fisher Pivots for day following 16-Jun-2023
Pivot 1 day 3 day
R1 1,904.9 1,900.9
PP 1,900.8 1,892.7
S1 1,896.6 1,884.5

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

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