ICE Russell 2000 Mini Future June 2017

Trading Metrics calculated at close of trading on 24-May-2017

Day Change Summary
	Previous	Current
	23-May-2017	24-May-2017	Change	Change %	Previous Week
Open	1,372.3	1,379.2	6.9	0.5%	1,383.0
High	1,383.3	1,386.5	3.2	0.2%	1,399.2
Low	1,369.5	1,374.2	4.7	0.3%	1,344.1
Close	1,380.3	1,380.8	0.5	0.0%	1,365.9
Range	13.8	12.3	-1.5	-10.9%	55.1
ATR	18.6	18.2	-0.5	-2.4%	0.0
Volume	114,718	106,881	-7,837	-6.8%	873,996

Daily Pivots for day following 24-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,417.5	1,411.5	1,387.5
R3	1,405.0	1,399.0	1,384.3
R2	1,392.8	1,392.8	1,383.0
R1	1,386.8	1,386.8	1,382.0	1,389.8
PP	1,380.5	1,380.5	1,380.5	1,382.0
S1	1,374.5	1,374.5	1,379.8	1,377.5
S2	1,368.3	1,368.3	1,378.5
S3	1,356.0	1,362.3	1,377.5
S4	1,343.5	1,350.0	1,374.0

Weekly Pivots for week ending 19-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,535.0	1,505.5	1,396.3
R3	1,480.0	1,450.5	1,381.0
R2	1,424.8	1,424.8	1,376.0
R1	1,395.3	1,395.3	1,371.0	1,382.5
PP	1,369.8	1,369.8	1,369.8	1,363.3
S1	1,340.3	1,340.3	1,360.8	1,327.5
S2	1,314.8	1,314.8	1,355.8
S3	1,259.5	1,285.3	1,350.8
S4	1,204.5	1,230.0	1,335.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,386.5	1,344.1	42.4	3.1%	16.0	1.2%	87%	True	False	141,843
10	1,399.2	1,344.1	55.1	4.0%	17.8	1.3%	67%	False	False	148,223
20	1,426.0	1,344.1	81.9	5.9%	17.3	1.3%	45%	False	False	134,640
40	1,426.3	1,338.6	87.7	6.4%	18.5	1.3%	48%	False	False	140,722
60	1,426.3	1,331.8	94.5	6.8%	18.5	1.3%	52%	False	False	138,469
80	1,426.3	1,331.8	94.5	6.8%	16.5	1.2%	52%	False	False	103,863
100	1,426.3	1,331.8	94.5	6.8%	14.8	1.1%	52%	False	False	83,092
120	1,426.3	1,331.8	94.5	6.8%	13.0	0.9%	52%	False	False	69,245

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	3.0
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1,438.8
2.618	1,418.8
1.618	1,406.5
1.000	1,398.8
0.618	1,394.0
HIGH	1,386.5
0.618	1,381.8
0.500	1,380.3
0.382	1,379.0
LOW	1,374.3
0.618	1,366.5
1.000	1,362.0
1.618	1,354.3
2.618	1,342.0
4.250	1,322.0

Fisher Pivots for day following 24-May-2017
Pivot	1 day	3 day
R1	1,380.8	1,378.8
PP	1,380.5	1,376.5
S1	1,380.3	1,374.5

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

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