E-mini S&P 500 Future June 2016

Trading Metrics calculated at close of trading on 04-Mar-2016

Day Change Summary
	Previous	Current
	03-Mar-2016	04-Mar-2016	Change	Change %	Previous Week
Open	1,972.00	1,981.75	9.75	0.5%	1,933.50
High	1,983.00	1,998.00	15.00	0.8%	1,998.00
Low	1,965.75	1,975.00	9.25	0.5%	1,911.75
Close	1,981.25	1,985.75	4.50	0.2%	1,985.75
Range	17.25	23.00	5.75	33.3%	86.25
ATR	35.80	34.89	-0.91	-2.6%	0.00
Volume	37,901	67,714	29,813	78.7%	169,433

Daily Pivots for day following 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,055.25	2,043.50	1,998.50
R3	2,032.25	2,020.50	1,992.00
R2	2,009.25	2,009.25	1,990.00
R1	1,997.50	1,997.50	1,987.75	2,003.50
PP	1,986.25	1,986.25	1,986.25	1,989.25
S1	1,974.50	1,974.50	1,983.75	1,980.50
S2	1,963.25	1,963.25	1,981.50
S3	1,940.25	1,951.50	1,979.50
S4	1,917.25	1,928.50	1,973.00

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,224.00	2,191.00	2,033.25
R3	2,137.75	2,104.75	2,009.50
R2	2,051.50	2,051.50	2,001.50
R1	2,018.50	2,018.50	1,993.75	2,035.00
PP	1,965.25	1,965.25	1,965.25	1,973.50
S1	1,932.25	1,932.25	1,977.75	1,948.75
S2	1,879.00	1,879.00	1,970.00
S3	1,792.75	1,846.00	1,962.00
S4	1,706.50	1,759.75	1,938.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,998.00	1,911.75	86.25	4.3%	29.25	1.5%	86%	True	False	33,886
10	1,998.00	1,877.25	120.75	6.1%	30.75	1.6%	90%	True	False	21,596
20	1,998.00	1,794.50	203.50	10.2%	34.75	1.8%	94%	True	False	15,765
40	1,998.00	1,794.50	203.50	10.2%	42.00	2.1%	94%	True	False	10,749
60	2,068.00	1,794.50	273.50	13.8%	38.75	2.0%	70%	False	False	7,680
80	2,090.50	1,794.50	296.00	14.9%	35.75	1.8%	65%	False	False	5,817
100	2,095.75	1,794.50	301.25	15.2%	32.75	1.6%	63%	False	False	4,726
120	2,095.75	1,794.50	301.25	15.2%	33.00	1.7%	63%	False	False	3,965

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	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.98
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2,095.75
2.618	2,058.25
1.618	2,035.25
1.000	2,021.00
0.618	2,012.25
HIGH	1,998.00
0.618	1,989.25
0.500	1,986.50
0.382	1,983.75
LOW	1,975.00
0.618	1,960.75
1.000	1,952.00
1.618	1,937.75
2.618	1,914.75
4.250	1,877.25

Fisher Pivots for day following 04-Mar-2016
Pivot	1 day	3 day
R1	1,986.50	1,983.00
PP	1,986.25	1,980.25
S1	1,986.00	1,977.50

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

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