ICE Russell 2000 Mini Future June 2018

Trading Metrics calculated at close of trading on 29-May-2018

Day Change Summary
	Previous	Current
	25-May-2018	29-May-2018	Change	Change %	Previous Week
Open	1,631.0	1,624.7	-6.3	-0.4%	1,632.8
High	1,635.8	1,630.7	-5.1	-0.3%	1,643.3
Low	1,623.2	1,607.2	-16.0	-1.0%	1,614.9
Close	1,625.7	1,625.1	-0.6	0.0%	1,625.7
Range	12.6	23.5	10.9	86.5%	28.4
ATR	18.3	18.7	0.4	2.0%	0.0
Volume	3,092	5,275	2,183	70.6%	15,959

Daily Pivots for day following 29-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,691.5	1,681.8	1,638.0
R3	1,668.0	1,658.3	1,631.5
R2	1,644.5	1,644.5	1,629.5
R1	1,634.8	1,634.8	1,627.3	1,639.8
PP	1,621.0	1,621.0	1,621.0	1,623.5
S1	1,611.3	1,611.3	1,623.0	1,616.3
S2	1,597.5	1,597.5	1,620.8
S3	1,574.0	1,587.8	1,618.8
S4	1,550.5	1,564.3	1,612.3

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	1,607.2	36.1	2.2%	17.0	1.0%	50%	False	True	3,612
10	1,643.3	1,591.2	52.1	3.2%	15.5	0.9%	65%	False	False	3,813
20	1,643.3	1,527.2	116.1	7.1%	18.3	1.1%	84%	False	False	4,016
40	1,643.3	1,484.3	159.0	9.8%	20.8	1.3%	89%	False	False	5,010
60	1,643.3	1,482.6	160.7	9.9%	23.3	1.4%	89%	False	False	6,651
80	1,643.3	1,464.3	179.0	11.0%	21.0	1.3%	90%	False	False	5,001
100	1,643.3	1,464.3	179.0	11.0%	17.0	1.0%	90%	False	False	4,001
120	1,643.3	1,464.3	179.0	11.0%	14.5	0.9%	90%	False	False	3,334

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	3.5
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	1,730.5
2.618	1,692.3
1.618	1,668.8
1.000	1,654.3
0.618	1,645.3
HIGH	1,630.8
0.618	1,621.8
0.500	1,619.0
0.382	1,616.3
LOW	1,607.3
0.618	1,592.8
1.000	1,583.8
1.618	1,569.3
2.618	1,545.8
4.250	1,507.3

Fisher Pivots for day following 29-May-2018
Pivot	1 day	3 day
R1	1,623.0	1,624.0
PP	1,621.0	1,622.8
S1	1,619.0	1,621.5

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

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