CME E-mini Russell 2000 Index Futures March 2024


Trading Metrics calculated at close of trading on 27-Jun-2023
Day Change Summary
Previous Current
26-Jun-2023 27-Jun-2023 Change Change % Previous Week
Open 1,876.5 1,903.3 26.8 1.4% 1,921.9
High 1,888.6 1,903.3 14.7 0.8% 1,923.9
Low 1,864.0 1,872.7 8.7 0.5% 1,870.6
Close 1,876.5 1,903.3 26.8 1.4% 1,874.5
Range 24.6 30.6 6.0 24.4% 53.3
ATR 20.4 21.2 0.7 3.6% 0.0
Volume
Daily Pivots for day following 27-Jun-2023
Classic Woodie Camarilla DeMark
R4 1,984.9 1,974.7 1,920.1
R3 1,954.3 1,944.1 1,911.7
R2 1,923.7 1,923.7 1,908.9
R1 1,913.5 1,913.5 1,906.1 1,918.6
PP 1,893.1 1,893.1 1,893.1 1,895.7
S1 1,882.9 1,882.9 1,900.5 1,888.0
S2 1,862.5 1,862.5 1,897.7
S3 1,831.9 1,852.3 1,894.9
S4 1,801.3 1,821.7 1,886.5
Weekly Pivots for week ending 23-Jun-2023
Classic Woodie Camarilla DeMark
R4 2,049.6 2,015.3 1,903.8
R3 1,996.3 1,962.0 1,889.2
R2 1,943.0 1,943.0 1,884.3
R1 1,908.7 1,908.7 1,879.4 1,899.2
PP 1,889.7 1,889.7 1,889.7 1,884.9
S1 1,855.4 1,855.4 1,869.6 1,845.9
S2 1,836.4 1,836.4 1,864.7
S3 1,783.1 1,802.1 1,859.8
S4 1,729.8 1,748.8 1,845.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,923.9 1,864.0 59.9 3.1% 15.7 0.8% 66% False False
10 1,954.7 1,864.0 90.7 4.8% 8.9 0.5% 43% False False
20 1,954.7 1,799.5 155.2 8.2% 4.4 0.2% 67% False False
40 1,954.7 1,772.1 182.6 9.6% 2.2 0.1% 72% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.8
Widest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 2,033.4
2.618 1,983.4
1.618 1,952.8
1.000 1,933.9
0.618 1,922.2
HIGH 1,903.3
0.618 1,891.6
0.500 1,888.0
0.382 1,884.4
LOW 1,872.7
0.618 1,853.8
1.000 1,842.1
1.618 1,823.2
2.618 1,792.6
4.250 1,742.7
Fisher Pivots for day following 27-Jun-2023
Pivot 1 day 3 day
R1 1,898.2 1,896.8
PP 1,893.1 1,890.2
S1 1,888.0 1,883.7

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

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