E-mini S&P 500 Future June 2016

Trading Metrics calculated at close of trading on 18-Feb-2016

Day Change Summary
	Previous	Current
	17-Feb-2016	18-Feb-2016	Change	Change %	Previous Week
Open	1,878.50	1,917.50	39.00	2.1%	1,866.75
High	1,918.75	1,924.50	5.75	0.3%	1,875.75
Low	1,873.00	1,902.50	29.50	1.6%	1,794.50
Close	1,913.75	1,907.75	-6.00	-0.3%	1,849.25
Range	45.75	22.00	-23.75	-51.9%	81.25
ATR	42.97	41.47	-1.50	-3.5%	0.00
Volume	7,454	3,594	-3,860	-51.8%	64,239

Daily Pivots for day following 18-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,977.50	1,964.75	1,919.75
R3	1,955.50	1,942.75	1,913.75
R2	1,933.50	1,933.50	1,911.75
R1	1,920.75	1,920.75	1,909.75	1,916.00
PP	1,911.50	1,911.50	1,911.50	1,909.25
S1	1,898.75	1,898.75	1,905.75	1,894.00
S2	1,889.50	1,889.50	1,903.75
S3	1,867.50	1,876.75	1,901.75
S4	1,845.50	1,854.75	1,895.75

Weekly Pivots for week ending 12-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,083.50	2,047.75	1,894.00
R3	2,002.25	1,966.50	1,871.50
R2	1,921.00	1,921.00	1,864.25
R1	1,885.25	1,885.25	1,856.75	1,862.50
PP	1,839.75	1,839.75	1,839.75	1,828.50
S1	1,804.00	1,804.00	1,841.75	1,781.25
S2	1,758.50	1,758.50	1,834.25
S3	1,677.25	1,722.75	1,827.00
S4	1,596.00	1,641.50	1,804.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,924.50	1,794.50	130.00	6.8%	35.50	1.9%	87%	True	False	10,389
10	1,924.50	1,794.50	130.00	6.8%	39.50	2.1%	87%	True	False	9,937
20	1,931.50	1,794.50	137.00	7.2%	41.50	2.2%	83%	False	False	8,027
40	2,068.00	1,794.50	273.50	14.3%	41.50	2.2%	41%	False	False	5,727
60	2,090.50	1,794.50	296.00	15.5%	37.75	2.0%	38%	False	False	3,980
80	2,095.75	1,794.50	301.25	15.8%	34.25	1.8%	38%	False	False	3,091
100	2,095.75	1,794.50	301.25	15.8%	33.25	1.7%	38%	False	False	2,511

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.85
Narrowest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	2,018.00
2.618	1,982.00
1.618	1,960.00
1.000	1,946.50
0.618	1,938.00
HIGH	1,924.50
0.618	1,916.00
0.500	1,913.50
0.382	1,911.00
LOW	1,902.50
0.618	1,889.00
1.000	1,880.50
1.618	1,867.00
2.618	1,845.00
4.250	1,809.00

Fisher Pivots for day following 18-Feb-2016
Pivot	1 day	3 day
R1	1,913.50	1,901.75
PP	1,911.50	1,895.75
S1	1,909.75	1,889.75

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

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