ICE Russell 2000 Mini Future June 2018

Trading Metrics calculated at close of trading on 25-May-2018

Day Change Summary
	Previous	Current
	24-May-2018	25-May-2018	Change	Change %	Previous Week
Open	1,628.4	1,631.0	2.6	0.2%	1,632.8
High	1,632.3	1,635.8	3.5	0.2%	1,643.3
Low	1,614.9	1,623.2	8.3	0.5%	1,614.9
Close	1,630.1	1,625.7	-4.4	-0.3%	1,625.7
Range	17.4	12.6	-4.8	-27.6%	28.4
ATR	18.7	18.3	-0.4	-2.3%	0.0
Volume	3,610	3,092	-518	-14.3%	15,959

Daily Pivots for day following 25-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,666.0	1,658.5	1,632.8
R3	1,653.5	1,645.8	1,629.3
R2	1,640.8	1,640.8	1,628.0
R1	1,633.3	1,633.3	1,626.8	1,630.8
PP	1,628.3	1,628.3	1,628.3	1,627.0
S1	1,620.8	1,620.8	1,624.5	1,618.3
S2	1,615.8	1,615.8	1,623.5
S3	1,603.0	1,608.0	1,622.3
S4	1,590.5	1,595.5	1,618.8

Weekly Pivots for week ending 25-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,713.3	1,697.8	1,641.3
R3	1,684.8	1,669.5	1,633.5
R2	1,656.3	1,656.3	1,631.0
R1	1,641.0	1,641.0	1,628.3	1,634.5
PP	1,628.0	1,628.0	1,628.0	1,624.8
S1	1,612.8	1,612.8	1,623.0	1,606.0
S2	1,599.5	1,599.5	1,620.5
S3	1,571.3	1,584.3	1,618.0
S4	1,542.8	1,555.8	1,610.0

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	1,614.9	28.4	1.7%	14.5	0.9%	38%	False	False	3,191
10	1,643.3	1,591.2	52.1	3.2%	14.8	0.9%	66%	False	False	3,769
20	1,643.3	1,527.2	116.1	7.1%	18.3	1.1%	85%	False	False	3,983
40	1,643.3	1,482.6	160.7	9.9%	21.5	1.3%	89%	False	False	5,225
60	1,643.3	1,482.6	160.7	9.9%	23.5	1.5%	89%	False	False	6,569
80	1,643.3	1,464.3	179.0	11.0%	20.5	1.3%	90%	False	False	4,935
100	1,643.3	1,464.3	179.0	11.0%	16.8	1.0%	90%	False	False	3,948
120	1,643.3	1,464.3	179.0	11.0%	14.3	0.9%	90%	False	False	3,290

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	3.7
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,689.3
2.618	1,668.8
1.618	1,656.3
1.000	1,648.5
0.618	1,643.5
HIGH	1,635.8
0.618	1,631.0
0.500	1,629.5
0.382	1,628.0
LOW	1,623.3
0.618	1,615.5
1.000	1,610.5
1.618	1,602.8
2.618	1,590.3
4.250	1,569.8

Fisher Pivots for day following 25-May-2018
Pivot	1 day	3 day
R1	1,629.5	1,625.5
PP	1,628.3	1,625.5
S1	1,627.0	1,625.3

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

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