E-mini S&P 500 Future June 2016

Trading Metrics calculated at close of trading on 24-Mar-2016

Day Change Summary
	Previous	Current
	23-Mar-2016	24-Mar-2016	Change	Change %	Previous Week
Open	2,043.00	2,028.00	-15.00	-0.7%	2,009.50
High	2,045.25	2,030.25	-15.00	-0.7%	2,042.75
Low	2,025.25	2,012.25	-13.00	-0.6%	1,995.00
Close	2,028.75	2,028.50	-0.25	0.0%	2,037.50
Range	20.00	18.00	-2.00	-10.0%	47.75
ATR	26.70	26.07	-0.62	-2.3%	0.00
Volume	1,557,185	1,524,072	-33,113	-2.1%	9,518,941

Daily Pivots for day following 24-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,077.75	2,071.00	2,038.50
R3	2,059.75	2,053.00	2,033.50
R2	2,041.75	2,041.75	2,031.75
R1	2,035.00	2,035.00	2,030.25	2,038.50
PP	2,023.75	2,023.75	2,023.75	2,025.25
S1	2,017.00	2,017.00	2,026.75	2,020.50
S2	2,005.75	2,005.75	2,025.25
S3	1,987.75	1,999.00	2,023.50
S4	1,969.75	1,981.00	2,018.50

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	2,012.25	35.25	1.7%	17.25	0.8%	46%	False	True	1,526,275
10	2,047.50	1,978.00	69.50	3.4%	20.50	1.0%	73%	False	False	1,720,324
20	2,047.50	1,911.75	135.75	6.7%	24.00	1.2%	86%	False	False	948,289
40	2,047.50	1,794.50	253.00	12.5%	31.00	1.5%	92%	False	False	478,759
60	2,068.00	1,794.50	273.50	13.5%	36.50	1.8%	86%	False	False	320,547
80	2,090.50	1,794.50	296.00	14.6%	35.25	1.7%	79%	False	False	240,589
100	2,095.75	1,794.50	301.25	14.9%	33.00	1.6%	78%	False	False	192,535
120	2,095.75	1,794.50	301.25	14.9%	31.50	1.6%	78%	False	False	160,488

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	4.75
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2,106.75
2.618	2,077.25
1.618	2,059.25
1.000	2,048.25
0.618	2,041.25
HIGH	2,030.25
0.618	2,023.25
0.500	2,021.25
0.382	2,019.25
LOW	2,012.25
0.618	2,001.25
1.000	1,994.25
1.618	1,983.25
2.618	1,965.25
4.250	1,935.75

Fisher Pivots for day following 24-Mar-2016
Pivot	1 day	3 day
R1	2,026.00	2,030.00
PP	2,023.75	2,029.50
S1	2,021.25	2,029.00

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

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