E-mini S&P 500 Future June 2016

Trading Metrics calculated at close of trading on 03-Mar-2016

Day Change Summary
	Previous	Current
	02-Mar-2016	03-Mar-2016	Change	Change %	Previous Week
Open	1,967.00	1,972.00	5.00	0.3%	1,904.00
High	1,976.25	1,983.00	6.75	0.3%	1,959.25
Low	1,957.25	1,965.75	8.50	0.4%	1,877.25
Close	1,974.25	1,981.25	7.00	0.4%	1,933.50
Range	19.00	17.25	-1.75	-9.2%	82.00
ATR	37.23	35.80	-1.43	-3.8%	0.00
Volume	29,129	37,901	8,772	30.1%	46,528

Daily Pivots for day following 03-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,028.50	2,022.00	1,990.75
R3	2,011.25	2,004.75	1,986.00
R2	1,994.00	1,994.00	1,984.50
R1	1,987.50	1,987.50	1,982.75	1,990.75
PP	1,976.75	1,976.75	1,976.75	1,978.25
S1	1,970.25	1,970.25	1,979.75	1,973.50
S2	1,959.50	1,959.50	1,978.00
S3	1,942.25	1,953.00	1,976.50
S4	1,925.00	1,935.75	1,971.75

Weekly Pivots for week ending 26-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,169.25	2,133.50	1,978.50
R3	2,087.25	2,051.50	1,956.00
R2	2,005.25	2,005.25	1,948.50
R1	1,969.50	1,969.50	1,941.00	1,987.50
PP	1,923.25	1,923.25	1,923.25	1,932.25
S1	1,887.50	1,887.50	1,926.00	1,905.50
S2	1,841.25	1,841.25	1,918.50
S3	1,759.25	1,805.50	1,911.00
S4	1,677.25	1,723.50	1,888.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,983.00	1,911.75	71.25	3.6%	30.00	1.5%	98%	True	False	22,612
10	1,983.00	1,877.25	105.75	5.3%	31.00	1.6%	98%	True	False	15,629
20	1,983.00	1,794.50	188.50	9.5%	35.25	1.8%	99%	True	False	12,783
40	2,005.75	1,794.50	211.25	10.7%	42.50	2.1%	88%	False	False	9,194
60	2,081.25	1,794.50	286.75	14.5%	39.00	2.0%	65%	False	False	6,555
80	2,090.50	1,794.50	296.00	14.9%	35.75	1.8%	63%	False	False	4,976
100	2,095.75	1,794.50	301.25	15.2%	32.50	1.6%	62%	False	False	4,049
120	2,095.75	1,794.50	301.25	15.2%	33.00	1.7%	62%	False	False	3,403

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.95
Narrowest range in 46 trading days

Fibonacci Retracements and Extensions
4.250	2,056.25
2.618	2,028.25
1.618	2,011.00
1.000	2,000.25
0.618	1,993.75
HIGH	1,983.00
0.618	1,976.50
0.500	1,974.50
0.382	1,972.25
LOW	1,965.75
0.618	1,955.00
1.000	1,948.50
1.618	1,937.75
2.618	1,920.50
4.250	1,892.50

Fisher Pivots for day following 03-Mar-2016
Pivot	1 day	3 day
R1	1,979.00	1,970.00
PP	1,976.75	1,958.75
S1	1,974.50	1,947.50

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

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