ICE Russell 2000 Mini Future June 2017

Trading Metrics calculated at close of trading on 08-Jun-2017

Day Change Summary
	Previous	Current
	07-Jun-2017	08-Jun-2017	Change	Change %	Previous Week
Open	1,394.1	1,394.6	0.5	0.0%	1,378.6
High	1,401.3	1,420.5	19.2	1.4%	1,416.6
Low	1,390.6	1,393.2	2.6	0.2%	1,351.8
Close	1,394.8	1,415.0	20.2	1.4%	1,406.6
Range	10.7	27.3	16.6	155.1%	64.8
ATR	17.9	18.6	0.7	3.7%	0.0
Volume	127,663	250,900	123,237	96.5%	665,129

Daily Pivots for day following 08-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,491.5	1,480.5	1,430.0
R3	1,464.3	1,453.3	1,422.5
R2	1,436.8	1,436.8	1,420.0
R1	1,426.0	1,426.0	1,417.5	1,431.5
PP	1,409.5	1,409.5	1,409.5	1,412.3
S1	1,398.8	1,398.8	1,412.5	1,404.0
S2	1,382.3	1,382.3	1,410.0
S3	1,355.0	1,371.3	1,407.5
S4	1,327.8	1,344.0	1,400.0

Weekly Pivots for week ending 02-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	1,586.0	1,561.3	1,442.3
R3	1,521.3	1,496.3	1,424.5
R2	1,456.5	1,456.5	1,418.5
R1	1,431.5	1,431.5	1,412.5	1,444.0
PP	1,391.8	1,391.8	1,391.8	1,398.0
S1	1,366.8	1,366.8	1,400.8	1,379.3
S2	1,326.8	1,326.8	1,394.8
S3	1,262.0	1,302.0	1,388.8
S4	1,197.3	1,237.3	1,371.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,420.5	1,383.0	37.5	2.7%	18.8	1.3%	85%	True	False	157,885
10	1,420.5	1,351.8	68.7	4.9%	18.5	1.3%	92%	True	False	146,543
20	1,420.5	1,344.1	76.4	5.4%	18.3	1.3%	93%	True	False	147,383
40	1,426.3	1,341.0	85.3	6.0%	18.0	1.3%	87%	False	False	139,351
60	1,426.3	1,331.8	94.5	6.7%	18.8	1.3%	88%	False	False	147,369
80	1,426.3	1,331.8	94.5	6.7%	17.8	1.3%	88%	False	False	122,177
100	1,426.3	1,331.8	94.5	6.7%	16.0	1.1%	88%	False	False	97,746
120	1,426.3	1,331.8	94.5	6.7%	14.3	1.0%	88%	False	False	81,457

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.6
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,536.5
2.618	1,492.0
1.618	1,464.8
1.000	1,447.8
0.618	1,437.3
HIGH	1,420.5
0.618	1,410.0
0.500	1,406.8
0.382	1,403.8
LOW	1,393.3
0.618	1,376.3
1.000	1,366.0
1.618	1,349.0
2.618	1,321.8
4.250	1,277.3

Fisher Pivots for day following 08-Jun-2017
Pivot	1 day	3 day
R1	1,412.3	1,410.5
PP	1,409.5	1,406.3
S1	1,406.8	1,401.8

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

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