E-mini S&P 500 Future September 2016

Trading Metrics calculated at close of trading on 27-May-2016

Day Change Summary
	Previous	Current
	26-May-2016	27-May-2016	Change	Change %	Previous Week
Open	2,080.50	2,082.00	1.50	0.1%	2,043.75
High	2,083.75	2,090.25	6.50	0.3%	2,090.25
Low	2,074.50	2,080.00	5.50	0.3%	2,032.75
Close	2,081.50	2,089.00	7.50	0.4%	2,089.00
Range	9.25	10.25	1.00	10.8%	57.50
ATR	22.20	21.34	-0.85	-3.8%	0.00
Volume	6,788	13,468	6,680	98.4%	47,015

Daily Pivots for day following 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,117.25	2,113.25	2,094.75
R3	2,107.00	2,103.00	2,091.75
R2	2,096.75	2,096.75	2,091.00
R1	2,092.75	2,092.75	2,090.00	2,094.75
PP	2,086.50	2,086.50	2,086.50	2,087.50
S1	2,082.50	2,082.50	2,088.00	2,084.50
S2	2,076.25	2,076.25	2,087.00
S3	2,066.00	2,072.25	2,086.25
S4	2,055.75	2,062.00	2,083.25

Weekly Pivots for week ending 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,243.25	2,223.50	2,120.50
R3	2,185.75	2,166.00	2,104.75
R2	2,128.25	2,128.25	2,099.50
R1	2,108.50	2,108.50	2,094.25	2,118.50
PP	2,070.75	2,070.75	2,070.75	2,075.50
S1	2,051.00	2,051.00	2,083.75	2,061.00
S2	2,013.25	2,013.25	2,078.50
S3	1,955.75	1,993.50	2,073.25
S4	1,898.25	1,936.00	2,057.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,090.25	2,032.75	57.50	2.8%	17.25	0.8%	98%	True	False	9,403
10	2,090.25	2,014.00	76.25	3.7%	22.00	1.0%	98%	True	False	8,095
20	2,090.25	2,014.00	76.25	3.7%	22.25	1.1%	98%	True	False	7,610
40	2,097.00	2,014.00	83.00	4.0%	21.75	1.0%	90%	False	False	5,275
60	2,097.00	1,950.50	146.50	7.0%	21.75	1.0%	95%	False	False	3,906
80	2,097.00	1,787.50	309.50	14.8%	24.75	1.2%	97%	False	False	3,009
100	2,097.00	1,787.50	309.50	14.8%	29.75	1.4%	97%	False	False	2,576
120	2,097.00	1,787.50	309.50	14.8%	29.75	1.4%	97%	False	False	2,213

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.33
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,133.75
2.618	2,117.00
1.618	2,106.75
1.000	2,100.50
0.618	2,096.50
HIGH	2,090.25
0.618	2,086.25
0.500	2,085.00
0.382	2,084.00
LOW	2,080.00
0.618	2,073.75
1.000	2,069.75
1.618	2,063.50
2.618	2,053.25
4.250	2,036.50

Fisher Pivots for day following 27-May-2016
Pivot	1 day	3 day
R1	2,087.75	2,085.25
PP	2,086.50	2,081.75
S1	2,085.00	2,078.00

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

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