ICE Russell 2000 Mini Future June 2018

Trading Metrics calculated at close of trading on 22-May-2018

Day Change Summary
	Previous	Current
	21-May-2018	22-May-2018	Change	Change %	Previous Week
Open	1,632.8	1,639.8	7.0	0.4%	1,608.1
High	1,641.3	1,643.3	2.0	0.1%	1,632.2
Low	1,631.0	1,625.3	-5.7	-0.3%	1,591.2
Close	1,640.4	1,626.7	-13.7	-0.8%	1,626.9
Range	10.3	18.0	7.7	74.8%	41.0
ATR	19.3	19.2	-0.1	-0.5%	0.0
Volume	3,171	2,420	-751	-23.7%	21,740

Daily Pivots for day following 22-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,685.8	1,674.3	1,636.5
R3	1,667.8	1,656.3	1,631.8
R2	1,649.8	1,649.8	1,630.0
R1	1,638.3	1,638.3	1,628.3	1,635.0
PP	1,631.8	1,631.8	1,631.8	1,630.3
S1	1,620.3	1,620.3	1,625.0	1,617.0
S2	1,613.8	1,613.8	1,623.5
S3	1,595.8	1,602.3	1,621.8
S4	1,577.8	1,584.3	1,616.8

Weekly Pivots for week ending 18-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,739.8	1,724.3	1,649.5
R3	1,698.8	1,683.3	1,638.3
R2	1,657.8	1,657.8	1,634.5
R1	1,642.3	1,642.3	1,630.8	1,650.0
PP	1,616.8	1,616.8	1,616.8	1,620.5
S1	1,601.3	1,601.3	1,623.3	1,609.0
S2	1,575.8	1,575.8	1,619.5
S3	1,534.8	1,560.3	1,615.5
S4	1,493.8	1,519.3	1,604.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,643.3	1,600.3	43.0	2.6%	14.5	0.9%	61%	True	False	3,327
10	1,643.3	1,583.3	60.0	3.7%	14.8	0.9%	72%	True	False	3,837
20	1,643.3	1,527.2	116.1	7.1%	18.5	1.1%	86%	True	False	4,009
40	1,643.3	1,482.6	160.7	9.9%	22.8	1.4%	90%	True	False	6,123
60	1,643.3	1,482.6	160.7	9.9%	24.0	1.5%	90%	True	False	6,405
80	1,643.3	1,464.3	179.0	11.0%	20.3	1.2%	91%	True	False	4,805
100	1,643.3	1,464.3	179.0	11.0%	16.5	1.0%	91%	True	False	3,844
120	1,643.3	1,464.3	179.0	11.0%	14.3	0.9%	91%	True	False	3,204

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.5
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,719.8
2.618	1,690.5
1.618	1,672.5
1.000	1,661.3
0.618	1,654.5
HIGH	1,643.3
0.618	1,636.5
0.500	1,634.3
0.382	1,632.3
LOW	1,625.3
0.618	1,614.3
1.000	1,607.3
1.618	1,596.3
2.618	1,578.3
4.250	1,548.8

Fisher Pivots for day following 22-May-2018
Pivot	1 day	3 day
R1	1,634.3	1,633.8
PP	1,631.8	1,631.3
S1	1,629.3	1,629.0

Download as Excel Spreadsheet

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

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