CME E-mini Russell 2000 Index Futures June 2023


Trading Metrics calculated at close of trading on 20-Mar-2023
Day Change Summary
Previous Current
17-Mar-2023 20-Mar-2023 Change Change % Previous Week
Open 1,784.7 1,749.2 -35.5 -2.0% 1,797.4
High 1,795.6 1,779.4 -16.2 -0.9% 1,825.4
Low 1,733.0 1,708.0 -25.0 -1.4% 1,728.5
Close 1,738.4 1,760.7 22.3 1.3% 1,738.4
Range 62.6 71.4 8.8 14.1% 96.9
ATR 49.6 51.2 1.6 3.1% 0.0
Volume 315,824 263,382 -52,442 -16.6% 2,140,228
Daily Pivots for day following 20-Mar-2023
Classic Woodie Camarilla DeMark
R4 1,963.6 1,933.5 1,800.0
R3 1,892.2 1,862.1 1,780.3
R2 1,820.8 1,820.8 1,773.8
R1 1,790.7 1,790.7 1,767.2 1,805.8
PP 1,749.4 1,749.4 1,749.4 1,756.9
S1 1,719.3 1,719.3 1,754.2 1,734.4
S2 1,678.0 1,678.0 1,747.6
S3 1,606.6 1,647.9 1,741.1
S4 1,535.2 1,576.5 1,721.4
Weekly Pivots for week ending 17-Mar-2023
Classic Woodie Camarilla DeMark
R4 2,054.8 1,993.5 1,791.7
R3 1,957.9 1,896.6 1,765.0
R2 1,861.0 1,861.0 1,756.2
R1 1,799.7 1,799.7 1,747.3 1,781.9
PP 1,764.1 1,764.1 1,764.1 1,755.2
S1 1,702.8 1,702.8 1,729.5 1,685.0
S2 1,667.2 1,667.2 1,720.6
S3 1,570.3 1,605.9 1,711.8
S4 1,473.4 1,509.0 1,685.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,820.0 1,708.0 112.0 6.4% 68.0 3.9% 47% False True 362,909
10 1,927.0 1,708.0 219.0 12.4% 63.5 3.6% 24% False True 271,654
20 1,968.7 1,708.0 260.7 14.8% 49.0 2.8% 20% False True 136,054
40 2,033.3 1,708.0 325.3 18.5% 42.6 2.4% 16% False True 68,140
60 2,033.3 1,708.0 325.3 18.5% 40.6 2.3% 16% False True 45,505
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 14.9
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2,082.9
2.618 1,966.3
1.618 1,894.9
1.000 1,850.8
0.618 1,823.5
HIGH 1,779.4
0.618 1,752.1
0.500 1,743.7
0.382 1,735.3
LOW 1,708.0
0.618 1,663.9
1.000 1,636.6
1.618 1,592.5
2.618 1,521.1
4.250 1,404.6
Fisher Pivots for day following 20-Mar-2023
Pivot 1 day 3 day
R1 1,755.0 1,758.6
PP 1,749.4 1,756.5
S1 1,743.7 1,754.4

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

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