E-mini S&P 500 Future June 2016

Trading Metrics calculated at close of trading on 14-Mar-2016

Day Change Summary
	Previous	Current
	11-Mar-2016	14-Mar-2016	Change	Change %	Previous Week
Open	1,979.75	2,009.50	29.75	1.5%	1,985.00
High	2,012.75	2,015.00	2.25	0.1%	2,012.75
Low	1,978.00	2,002.00	24.00	1.2%	1,958.00
Close	2,010.50	2,009.25	-1.25	-0.1%	2,010.50
Range	34.75	13.00	-21.75	-62.6%	54.75
ATR	32.81	31.40	-1.42	-4.3%	0.00
Volume	1,828,591	1,651,775	-176,816	-9.7%	3,410,362

Daily Pivots for day following 14-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,047.75	2,041.50	2,016.50
R3	2,034.75	2,028.50	2,012.75
R2	2,021.75	2,021.75	2,011.75
R1	2,015.50	2,015.50	2,010.50	2,012.00
PP	2,008.75	2,008.75	2,008.75	2,007.00
S1	2,002.50	2,002.50	2,008.00	1,999.00
S2	1,995.75	1,995.75	2,006.75
S3	1,982.75	1,989.50	2,005.75
S4	1,969.75	1,976.50	2,002.00

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,158.00	2,139.00	2,040.50
R3	2,103.25	2,084.25	2,025.50
R2	2,048.50	2,048.50	2,020.50
R1	2,029.50	2,029.50	2,015.50	2,039.00
PP	1,993.75	1,993.75	1,993.75	1,998.50
S1	1,974.75	1,974.75	2,005.50	1,984.25
S2	1,939.00	1,939.00	2,000.50
S3	1,884.25	1,920.00	1,995.50
S4	1,829.50	1,865.25	1,980.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,015.00	1,958.00	57.00	2.8%	26.25	1.3%	90%	True	False	996,227
10	2,015.00	1,911.75	103.25	5.1%	26.75	1.3%	94%	True	False	521,646
20	2,015.00	1,855.00	160.00	8.0%	29.00	1.4%	96%	True	False	265,283
40	2,015.00	1,794.50	220.50	11.0%	37.75	1.9%	97%	True	False	136,600
60	2,068.00	1,794.50	273.50	13.6%	37.75	1.9%	79%	False	False	91,994
80	2,090.50	1,794.50	296.00	14.7%	35.25	1.8%	73%	False	False	69,078
100	2,095.75	1,794.50	301.25	15.0%	33.00	1.6%	71%	False	False	55,344
120	2,095.75	1,794.50	301.25	15.0%	32.75	1.6%	71%	False	False	46,146

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	7.05
Narrowest range in 53 trading days

Fibonacci Retracements and Extensions
4.250	2,070.25
2.618	2,049.00
1.618	2,036.00
1.000	2,028.00
0.618	2,023.00
HIGH	2,015.00
0.618	2,010.00
0.500	2,008.50
0.382	2,007.00
LOW	2,002.00
0.618	1,994.00
1.000	1,989.00
1.618	1,981.00
2.618	1,968.00
4.250	1,946.75

Fisher Pivots for day following 14-Mar-2016
Pivot	1 day	3 day
R1	2,009.00	2,001.75
PP	2,008.75	1,994.00
S1	2,008.50	1,986.50

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

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