E-mini S&P 500 Future June 2016

Trading Metrics calculated at close of trading on 16-Mar-2016

Day Change Summary
	Previous	Current
	15-Mar-2016	16-Mar-2016	Change	Change %	Previous Week
Open	2,009.25	2,006.75	-2.50	-0.1%	1,985.00
High	2,010.00	2,022.75	12.75	0.6%	2,012.75
Low	1,995.00	1,997.00	2.00	0.1%	1,958.00
Close	2,006.50	2,017.25	10.75	0.5%	2,010.50
Range	15.00	25.75	10.75	71.7%	54.75
ATR	30.22	29.90	-0.32	-1.1%	0.00
Volume	1,910,850	2,043,775	132,925	7.0%	3,410,362

Daily Pivots for day following 16-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,089.50	2,079.25	2,031.50
R3	2,063.75	2,053.50	2,024.25
R2	2,038.00	2,038.00	2,022.00
R1	2,027.75	2,027.75	2,019.50	2,033.00
PP	2,012.25	2,012.25	2,012.25	2,015.00
S1	2,002.00	2,002.00	2,015.00	2,007.00
S2	1,986.50	1,986.50	2,012.50
S3	1,960.75	1,976.25	2,010.25
S4	1,935.00	1,950.50	2,003.00

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	2,022.75	1,958.00	64.75	3.2%	26.25	1.3%	92%	True	False	1,696,625
10	2,022.75	1,958.00	64.75	3.2%	23.00	1.1%	92%	True	False	912,237
20	2,022.75	1,877.25	145.50	7.2%	27.25	1.4%	96%	True	False	462,218
40	2,022.75	1,794.50	228.25	11.3%	35.75	1.8%	98%	True	False	235,209
60	2,068.00	1,794.50	273.50	13.6%	37.00	1.8%	81%	False	False	157,874
80	2,090.50	1,794.50	296.00	14.7%	35.00	1.7%	75%	False	False	118,507
100	2,095.75	1,794.50	301.25	14.9%	33.00	1.6%	74%	False	False	94,889
120	2,095.75	1,794.50	301.25	14.9%	32.50	1.6%	74%	False	False	79,100

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	6.45
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2,132.25
2.618	2,090.25
1.618	2,064.50
1.000	2,048.50
0.618	2,038.75
HIGH	2,022.75
0.618	2,013.00
0.500	2,010.00
0.382	2,006.75
LOW	1,997.00
0.618	1,981.00
1.000	1,971.25
1.618	1,955.25
2.618	1,929.50
4.250	1,887.50

Fisher Pivots for day following 16-Mar-2016
Pivot	1 day	3 day
R1	2,014.75	2,014.50
PP	2,012.25	2,011.75
S1	2,010.00	2,009.00

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

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