E-mini S&P 500 Future June 2016

Trading Metrics calculated at close of trading on 10-Mar-2016

Day Change Summary
	Previous	Current
	09-Mar-2016	10-Mar-2016	Change	Change %	Previous Week
Open	1,972.25	1,981.00	8.75	0.4%	1,933.50
High	1,984.50	2,001.00	16.50	0.8%	1,998.00
Low	1,968.75	1,958.00	-10.75	-0.5%	1,911.75
Close	1,979.75	1,979.50	-0.25	0.0%	1,985.75
Range	15.75	43.00	27.25	173.0%	86.25
ATR	31.87	32.66	0.80	2.5%	0.00
Volume	299,594	1,048,138	748,544	249.9%	169,433

Daily Pivots for day following 10-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,108.50	2,087.00	2,003.25
R3	2,065.50	2,044.00	1,991.25
R2	2,022.50	2,022.50	1,987.50
R1	2,001.00	2,001.00	1,983.50	1,990.25
PP	1,979.50	1,979.50	1,979.50	1,974.00
S1	1,958.00	1,958.00	1,975.50	1,947.25
S2	1,936.50	1,936.50	1,971.50
S3	1,893.50	1,915.00	1,967.75
S4	1,850.50	1,872.00	1,955.75

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	2,001.00	1,958.00	43.00	2.2%	25.00	1.3%	50%	True	True	329,897
10	2,001.00	1,911.75	89.25	4.5%	27.50	1.4%	76%	True	False	176,254
20	2,001.00	1,794.50	206.50	10.4%	30.50	1.5%	90%	True	False	92,886
40	2,001.00	1,794.50	206.50	10.4%	39.75	2.0%	90%	True	False	49,883
60	2,068.00	1,794.50	273.50	13.8%	38.00	1.9%	68%	False	False	34,007
80	2,090.50	1,794.50	296.00	15.0%	35.75	1.8%	63%	False	False	25,582
100	2,095.75	1,794.50	301.25	15.2%	32.75	1.7%	61%	False	False	20,541
120	2,095.75	1,794.50	301.25	15.2%	32.75	1.7%	61%	False	False	17,144

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.35
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	2,183.75
2.618	2,113.50
1.618	2,070.50
1.000	2,044.00
0.618	2,027.50
HIGH	2,001.00
0.618	1,984.50
0.500	1,979.50
0.382	1,974.50
LOW	1,958.00
0.618	1,931.50
1.000	1,915.00
1.618	1,888.50
2.618	1,845.50
4.250	1,775.25

Fisher Pivots for day following 10-Mar-2016
Pivot	1 day	3 day
R1	1,979.50	1,979.50
PP	1,979.50	1,979.50
S1	1,979.50	1,979.50

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

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