ICE Russell 2000 Mini Future June 2018

Trading Metrics calculated at close of trading on 08-Jun-2018

Day Change Summary
	Previous	Current
	07-Jun-2018	08-Jun-2018	Change	Change %	Previous Week
Open	1,676.8	1,670.1	-6.7	-0.4%	1,651.0
High	1,681.1	1,673.8	-7.3	-0.4%	1,681.1
Low	1,660.0	1,661.7	1.7	0.1%	1,641.6
Close	1,670.1	1,671.3	1.2	0.1%	1,671.3
Range	21.1	12.1	-9.0	-42.7%	39.5
ATR	18.9	18.5	-0.5	-2.6%	0.0
Volume	4,694	2,485	-2,209	-47.1%	18,820

Daily Pivots for day following 08-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,705.3	1,700.3	1,678.0
R3	1,693.3	1,688.3	1,674.8
R2	1,681.0	1,681.0	1,673.5
R1	1,676.3	1,676.3	1,672.5	1,678.5
PP	1,669.0	1,669.0	1,669.0	1,670.3
S1	1,664.0	1,664.0	1,670.3	1,666.5
S2	1,656.8	1,656.8	1,669.0
S3	1,644.8	1,652.0	1,668.0
S4	1,632.8	1,639.8	1,664.8

Weekly Pivots for week ending 08-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	1,783.3	1,766.8	1,693.0
R3	1,743.8	1,727.3	1,682.3
R2	1,704.3	1,704.3	1,678.5
R1	1,687.8	1,687.8	1,675.0	1,696.0
PP	1,664.8	1,664.8	1,664.8	1,668.8
S1	1,648.3	1,648.3	1,667.8	1,656.5
S2	1,625.3	1,625.3	1,664.0
S3	1,585.8	1,608.8	1,660.5
S4	1,546.3	1,569.3	1,649.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,681.1	1,641.6	39.5	2.4%	15.8	0.9%	75%	False	False	3,764
10	1,681.1	1,607.2	73.9	4.4%	18.5	1.1%	87%	False	False	4,300
20	1,681.1	1,591.2	89.9	5.4%	16.5	1.0%	89%	False	False	4,054
40	1,681.1	1,527.2	153.9	9.2%	18.8	1.1%	94%	False	False	4,281
60	1,681.1	1,482.6	198.5	11.9%	22.5	1.4%	95%	False	False	6,610
80	1,681.1	1,482.6	198.5	11.9%	21.0	1.3%	95%	False	False	5,433
100	1,681.1	1,464.3	216.8	13.0%	18.3	1.1%	95%	False	False	4,347
120	1,681.1	1,464.3	216.8	13.0%	15.5	0.9%	95%	False	False	3,623

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.7
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1,725.3
2.618	1,705.5
1.618	1,693.5
1.000	1,686.0
0.618	1,681.3
HIGH	1,673.8
0.618	1,669.3
0.500	1,667.8
0.382	1,666.3
LOW	1,661.8
0.618	1,654.3
1.000	1,649.5
1.618	1,642.0
2.618	1,630.0
4.250	1,610.3

Fisher Pivots for day following 08-Jun-2018
Pivot	1 day	3 day
R1	1,670.0	1,671.0
PP	1,669.0	1,670.8
S1	1,667.8	1,670.5

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

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