CME E-mini Russell 2000 Index Futures June 2023

Trading Metrics calculated at close of trading on 29-Mar-2023

Day Change Summary
	Previous	Current
	28-Mar-2023	29-Mar-2023	Change	Change %	Previous Week
Open	1,771.7	1,767.5	-4.2	-0.2%	1,749.2
High	1,779.0	1,788.4	9.4	0.5%	1,808.2
Low	1,756.3	1,766.9	10.6	0.6%	1,703.0
Close	1,764.8	1,784.3	19.5	1.1%	1,747.7
Range	22.7	21.5	-1.2	-5.3%	105.2
ATR	48.4	46.6	-1.8	-3.7%	0.0
Volume	136,954	158,741	21,787	15.9%	1,275,922

Daily Pivots for day following 29-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,844.4	1,835.8	1,796.1
R3	1,822.9	1,814.3	1,790.2
R2	1,801.4	1,801.4	1,788.2
R1	1,792.8	1,792.8	1,786.3	1,797.1
PP	1,779.9	1,779.9	1,779.9	1,782.0
S1	1,771.3	1,771.3	1,782.3	1,775.6
S2	1,758.4	1,758.4	1,780.4
S3	1,736.9	1,749.8	1,778.4
S4	1,715.4	1,728.3	1,772.5

Weekly Pivots for week ending 24-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	2,068.6	2,013.3	1,805.6
R3	1,963.4	1,908.1	1,776.6
R2	1,858.2	1,858.2	1,767.0
R1	1,802.9	1,802.9	1,757.3	1,778.0
PP	1,753.0	1,753.0	1,753.0	1,740.5
S1	1,697.7	1,697.7	1,738.1	1,672.8
S2	1,647.8	1,647.8	1,728.4
S3	1,542.6	1,592.5	1,718.8
S4	1,437.4	1,487.3	1,689.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,788.4	1,703.0	85.4	4.8%	36.6	2.0%	95%	True	False	212,065
10	1,808.2	1,703.0	105.2	5.9%	49.5	2.8%	77%	False	False	246,823
20	1,954.6	1,703.0	251.6	14.1%	51.8	2.9%	32%	False	False	211,630
40	2,033.3	1,703.0	330.3	18.5%	44.0	2.5%	25%	False	False	105,935
60	2,033.3	1,703.0	330.3	18.5%	41.1	2.3%	25%	False	False	70,719

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.6
Narrowest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	1,879.8
2.618	1,844.7
1.618	1,823.2
1.000	1,809.9
0.618	1,801.7
HIGH	1,788.4
0.618	1,780.2
0.500	1,777.7
0.382	1,775.1
LOW	1,766.9
0.618	1,753.6
1.000	1,745.4
1.618	1,732.1
2.618	1,710.6
4.250	1,675.5

Fisher Pivots for day following 29-Mar-2023
Pivot	1 day	3 day
R1	1,782.1	1,778.5
PP	1,779.9	1,772.7
S1	1,777.7	1,766.9

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols