CME E-mini Russell 2000 Index Futures June 2023

Trading Metrics calculated at close of trading on 30-May-2023

Day Change Summary
	Previous	Current
	26-May-2023	30-May-2023	Change	Change %	Previous Week
Open	1,756.3	1,787.7	31.4	1.8%	1,771.6
High	1,780.3	1,791.7	11.4	0.6%	1,823.7
Low	1,750.5	1,763.3	12.8	0.7%	1,742.7
Close	1,777.3	1,771.2	-6.1	-0.3%	1,777.3
Range	29.8	28.4	-1.4	-4.7%	81.0
ATR	34.5	34.0	-0.4	-1.3%	0.0
Volume	199,970	215,541	15,571	7.8%	1,122,643

Daily Pivots for day following 30-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	1,860.6	1,844.3	1,786.8
R3	1,832.2	1,815.9	1,779.0
R2	1,803.8	1,803.8	1,776.4
R1	1,787.5	1,787.5	1,773.8	1,781.5
PP	1,775.4	1,775.4	1,775.4	1,772.4
S1	1,759.1	1,759.1	1,768.6	1,753.1
S2	1,747.0	1,747.0	1,766.0
S3	1,718.6	1,730.7	1,763.4
S4	1,690.2	1,702.3	1,755.6

Weekly Pivots for week ending 26-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	2,024.2	1,981.8	1,821.9
R3	1,943.2	1,900.8	1,799.6
R2	1,862.2	1,862.2	1,792.2
R1	1,819.8	1,819.8	1,784.7	1,841.0
PP	1,781.2	1,781.2	1,781.2	1,791.9
S1	1,738.8	1,738.8	1,769.9	1,760.0
S2	1,700.2	1,700.2	1,762.5
S3	1,619.2	1,657.8	1,755.0
S4	1,538.2	1,576.8	1,732.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,823.7	1,742.7	81.0	4.6%	31.7	1.8%	35%	False	False	229,499
10	1,823.7	1,739.7	84.0	4.7%	33.2	1.9%	38%	False	False	221,603
20	1,823.7	1,707.9	115.8	6.5%	35.3	2.0%	55%	False	False	210,079
40	1,827.4	1,707.9	119.5	6.7%	33.2	1.9%	53%	False	False	187,833
60	1,954.6	1,703.0	251.6	14.2%	39.4	2.2%	27%	False	False	202,226
80	2,032.2	1,703.0	329.2	18.6%	38.1	2.2%	21%	False	False	151,744
100	2,033.3	1,703.0	330.3	18.6%	37.8	2.1%	21%	False	False	121,453

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	True
Stretch	6.0
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,912.4
2.618	1,866.1
1.618	1,837.7
1.000	1,820.1
0.618	1,809.3
HIGH	1,791.7
0.618	1,780.9
0.500	1,777.5
0.382	1,774.1
LOW	1,763.3
0.618	1,745.7
1.000	1,734.9
1.618	1,717.3
2.618	1,688.9
4.250	1,642.6

Fisher Pivots for day following 30-May-2023
Pivot	1 day	3 day
R1	1,777.5	1,769.9
PP	1,775.4	1,768.5
S1	1,773.3	1,767.2

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