Currently study in Illinois but have a California driver's license, made income from Michigan this summer, what is my domicile?

  • My parents are not US citizen but I am
  • I used to visit CA a lot as a child, but do not have a permanent home there, I do have a CA driver's license though
  • I currently reside in Illinois for university
  • I went to Michigan summer 2018 for an internship, had income there
  • I trade stocks in my free time so I have Capital Gains

I'm trying to figure out my domicile, do I even need to file in CA since I don't ever live there anymore? Do I file in Illinois because I live here 9/12 months? Do I file as a non-resident or part-year resident in Michigan? What should be my residency status in all 3 states?