E-mini S&P 500 Future June 2016

Trading Metrics calculated at close of trading on 29-Mar-2016

Day Change Summary
	Previous	Current
	28-Mar-2016	29-Mar-2016	Change	Change %	Previous Week
Open	2,030.25	2,027.75	-2.50	-0.1%	2,036.50
High	2,039.75	2,049.25	9.50	0.5%	2,047.50
Low	2,022.00	2,019.25	-2.75	-0.1%	2,012.25
Close	2,028.00	2,047.50	19.50	1.0%	2,028.50
Range	17.75	30.00	12.25	69.0%	35.25
ATR	25.48	25.80	0.32	1.3%	0.00
Volume	907,834	1,549,483	641,649	70.7%	5,855,714

Daily Pivots for day following 29-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,128.75	2,118.00	2,064.00
R3	2,098.75	2,088.00	2,055.75
R2	2,068.75	2,068.75	2,053.00
R1	2,058.00	2,058.00	2,050.25	2,063.50
PP	2,038.75	2,038.75	2,038.75	2,041.25
S1	2,028.00	2,028.00	2,044.75	2,033.50
S2	2,008.75	2,008.75	2,042.00
S3	1,978.75	1,998.00	2,039.25
S4	1,948.75	1,968.00	2,031.00

Weekly Pivots for week ending 25-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,135.25	2,117.00	2,048.00
R3	2,100.00	2,081.75	2,038.25
R2	2,064.75	2,064.75	2,035.00
R1	2,046.50	2,046.50	2,031.75	2,038.00
PP	2,029.50	2,029.50	2,029.50	2,025.00
S1	2,011.25	2,011.25	2,025.25	2,002.75
S2	1,994.25	1,994.25	2,022.00
S3	1,959.00	1,976.00	2,018.75
S4	1,923.75	1,940.75	2,009.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,049.25	2,012.25	37.00	1.8%	21.00	1.0%	95%	True	False	1,406,954
10	2,049.25	1,995.00	54.25	2.6%	20.50	1.0%	97%	True	False	1,618,019
20	2,049.25	1,911.75	137.50	6.7%	23.50	1.2%	99%	True	False	1,069,832
40	2,049.25	1,794.50	254.75	12.4%	30.00	1.5%	99%	True	False	539,689
60	2,051.25	1,794.50	256.75	12.5%	36.50	1.8%	99%	False	False	361,442
80	2,090.50	1,794.50	296.00	14.5%	35.50	1.7%	85%	False	False	271,303
100	2,095.75	1,794.50	301.25	14.7%	33.00	1.6%	84%	False	False	217,089
120	2,095.75	1,794.50	301.25	14.7%	31.00	1.5%	84%	False	False	180,961

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	True
Bear Hook	False
Bull Hook	False
Stretch	5.70
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	2,176.75
2.618	2,127.75
1.618	2,097.75
1.000	2,079.25
0.618	2,067.75
HIGH	2,049.25
0.618	2,037.75
0.500	2,034.25
0.382	2,030.75
LOW	2,019.25
0.618	2,000.75
1.000	1,989.25
1.618	1,970.75
2.618	1,940.75
4.250	1,891.75

Fisher Pivots for day following 29-Mar-2016
Pivot	1 day	3 day
R1	2,043.00	2,042.00
PP	2,038.75	2,036.25
S1	2,034.25	2,030.75

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

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