CME E-mini Russell 2000 Index Futures June 2023


Trading Metrics calculated at close of trading on 11-Apr-2023
Day Change Summary
Previous Current
10-Apr-2023 11-Apr-2023 Change Change % Previous Week
Open 1,779.2 1,787.8 8.6 0.5% 1,810.2
High 1,789.1 1,807.2 18.1 1.0% 1,827.4
Low 1,754.3 1,785.2 30.9 1.8% 1,752.7
Close 1,785.6 1,798.3 12.7 0.7% 1,766.8
Range 34.8 22.0 -12.8 -36.8% 74.7
ATR 41.5 40.1 -1.4 -3.4% 0.0
Volume 145,893 140,805 -5,088 -3.5% 699,374
Daily Pivots for day following 11-Apr-2023
Classic Woodie Camarilla DeMark
R4 1,862.9 1,852.6 1,810.4
R3 1,840.9 1,830.6 1,804.4
R2 1,818.9 1,818.9 1,802.3
R1 1,808.6 1,808.6 1,800.3 1,813.8
PP 1,796.9 1,796.9 1,796.9 1,799.5
S1 1,786.6 1,786.6 1,796.3 1,791.8
S2 1,774.9 1,774.9 1,794.3
S3 1,752.9 1,764.6 1,792.3
S4 1,730.9 1,742.6 1,786.2
Weekly Pivots for week ending 07-Apr-2023
Classic Woodie Camarilla DeMark
R4 2,006.4 1,961.3 1,807.9
R3 1,931.7 1,886.6 1,787.3
R2 1,857.0 1,857.0 1,780.5
R1 1,811.9 1,811.9 1,773.6 1,797.1
PP 1,782.3 1,782.3 1,782.3 1,774.9
S1 1,737.2 1,737.2 1,760.0 1,722.4
S2 1,707.6 1,707.6 1,753.1
S3 1,632.9 1,662.5 1,746.3
S4 1,558.2 1,587.8 1,725.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,823.0 1,752.7 70.3 3.9% 31.8 1.8% 65% False False 158,056
10 1,827.4 1,752.7 74.7 4.2% 30.6 1.7% 61% False False 167,073
20 1,827.4 1,703.0 124.4 6.9% 44.6 2.5% 77% False False 235,157
40 1,988.0 1,703.0 285.0 15.8% 42.7 2.4% 33% False False 140,263
60 2,033.3 1,703.0 330.3 18.4% 40.5 2.3% 29% False False 93,607
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 6.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,900.7
2.618 1,864.8
1.618 1,842.8
1.000 1,829.2
0.618 1,820.8
HIGH 1,807.2
0.618 1,798.8
0.500 1,796.2
0.382 1,793.6
LOW 1,785.2
0.618 1,771.6
1.000 1,763.2
1.618 1,749.6
2.618 1,727.6
4.250 1,691.7
Fisher Pivots for day following 11-Apr-2023
Pivot 1 day 3 day
R1 1,797.6 1,792.4
PP 1,796.9 1,786.4
S1 1,796.2 1,780.5

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

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