ICE Russell 2000 Mini Future June 2017

Trading Metrics calculated at close of trading on 30-May-2017

Day Change Summary
	Previous	Current
	26-May-2017	30-May-2017	Change	Change %	Previous Week
Open	1,381.0	1,378.6	-2.4	-0.2%	1,365.9
High	1,383.8	1,380.3	-3.5	-0.3%	1,392.3
Low	1,373.5	1,367.8	-5.7	-0.4%	1,362.5
Close	1,379.8	1,370.0	-9.8	-0.7%	1,379.8
Range	10.3	12.5	2.2	21.4%	29.8
ATR	17.3	17.0	-0.3	-2.0%	0.0
Volume	97,886	113,450	15,564	15.9%	541,699

Daily Pivots for day following 30-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,410.3	1,402.5	1,377.0
R3	1,397.8	1,390.0	1,373.5
R2	1,385.3	1,385.3	1,372.3
R1	1,377.5	1,377.5	1,371.3	1,375.3
PP	1,372.8	1,372.8	1,372.8	1,371.5
S1	1,365.0	1,365.0	1,368.8	1,362.8
S2	1,360.3	1,360.3	1,367.8
S3	1,347.8	1,352.5	1,366.5
S4	1,335.3	1,340.0	1,363.0

Weekly Pivots for week ending 26-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,467.5	1,453.5	1,396.3
R3	1,437.8	1,423.8	1,388.0
R2	1,408.0	1,408.0	1,385.3
R1	1,394.0	1,394.0	1,382.5	1,401.0
PP	1,378.3	1,378.3	1,378.3	1,381.8
S1	1,364.0	1,364.0	1,377.0	1,371.3
S2	1,348.5	1,348.5	1,374.3
S3	1,318.5	1,334.3	1,371.5
S4	1,288.8	1,304.5	1,363.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,392.3	1,367.8	24.5	1.8%	12.8	0.9%	9%	False	True	109,068
10	1,396.9	1,344.1	52.8	3.9%	16.5	1.2%	49%	False	False	141,072
20	1,410.9	1,344.1	66.8	4.9%	16.5	1.2%	39%	False	False	130,732
40	1,426.3	1,338.6	87.7	6.4%	18.3	1.3%	36%	False	False	139,989
60	1,426.3	1,331.8	94.5	6.9%	18.3	1.3%	40%	False	False	143,844
80	1,426.3	1,331.8	94.5	6.9%	16.8	1.2%	40%	False	False	107,909
100	1,426.3	1,331.8	94.5	6.9%	15.0	1.1%	40%	False	False	86,330
120	1,426.3	1,331.8	94.5	6.9%	13.0	1.0%	40%	False	False	71,943

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,433.5
2.618	1,413.0
1.618	1,400.5
1.000	1,392.8
0.618	1,388.0
HIGH	1,380.3
0.618	1,375.5
0.500	1,374.0
0.382	1,372.5
LOW	1,367.8
0.618	1,360.0
1.000	1,355.3
1.618	1,347.5
2.618	1,335.0
4.250	1,314.8

Fisher Pivots for day following 30-May-2017
Pivot	1 day	3 day
R1	1,374.0	1,380.0
PP	1,372.8	1,376.8
S1	1,371.3	1,373.3

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

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