E-mini S&P 500 Future June 2016

Trading Metrics calculated at close of trading on 22-Mar-2016

Day Change Summary
	Previous	Current
	21-Mar-2016	22-Mar-2016	Change	Change %	Previous Week
Open	2,036.50	2,043.25	6.75	0.3%	2,009.50
High	2,044.50	2,047.50	3.00	0.1%	2,042.75
Low	2,031.00	2,028.75	-2.25	-0.1%	1,995.00
Close	2,042.75	2,042.50	-0.25	0.0%	2,037.50
Range	13.50	18.75	5.25	38.9%	47.75
ATR	27.86	27.21	-0.65	-2.3%	0.00
Volume	1,278,261	1,496,196	217,935	17.0%	9,518,941

Daily Pivots for day following 22-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,095.75	2,088.00	2,052.75
R3	2,077.00	2,069.25	2,047.75
R2	2,058.25	2,058.25	2,046.00
R1	2,050.50	2,050.50	2,044.25	2,045.00
PP	2,039.50	2,039.50	2,039.50	2,037.00
S1	2,031.75	2,031.75	2,040.75	2,026.25
S2	2,020.75	2,020.75	2,039.00
S3	2,002.00	2,013.00	2,037.25
S4	1,983.25	1,994.25	2,032.25

Weekly Pivots for week ending 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,168.25	2,150.75	2,063.75
R3	2,120.50	2,103.00	2,050.75
R2	2,072.75	2,072.75	2,046.25
R1	2,055.25	2,055.25	2,042.00	2,064.00
PP	2,025.00	2,025.00	2,025.00	2,029.50
S1	2,007.50	2,007.50	2,033.00	2,016.25
S2	1,977.25	1,977.25	2,028.75
S3	1,929.50	1,959.75	2,024.25
S4	1,881.75	1,912.00	2,011.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,047.50	1,997.00	50.50	2.5%	21.00	1.0%	90%	True	False	1,746,154
10	2,047.50	1,958.00	89.50	4.4%	22.50	1.1%	94%	True	False	1,546,972
20	2,047.50	1,877.25	170.25	8.3%	26.00	1.3%	97%	True	False	795,511
40	2,047.50	1,794.50	253.00	12.4%	32.50	1.6%	98%	True	False	401,940
60	2,068.00	1,794.50	273.50	13.4%	36.25	1.8%	91%	False	False	269,222
80	2,090.50	1,794.50	296.00	14.5%	35.25	1.7%	84%	False	False	202,074
100	2,095.75	1,794.50	301.25	14.7%	33.00	1.6%	82%	False	False	161,744
120	2,095.75	1,794.50	301.25	14.7%	31.75	1.6%	82%	False	False	134,814

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.65
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2,127.25
2.618	2,096.50
1.618	2,077.75
1.000	2,066.25
0.618	2,059.00
HIGH	2,047.50
0.618	2,040.25
0.500	2,038.00
0.382	2,036.00
LOW	2,028.75
0.618	2,017.25
1.000	2,010.00
1.618	1,998.50
2.618	1,979.75
4.250	1,949.00

Fisher Pivots for day following 22-Mar-2016
Pivot	1 day	3 day
R1	2,041.00	2,040.75
PP	2,039.50	2,039.00
S1	2,038.00	2,037.25

Download as Excel Spreadsheet

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

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