E-mini S&P 500 Future June 2016

Trading Metrics calculated at close of trading on 18-Apr-2016

Day Change Summary
	Previous	Current
	15-Apr-2016	18-Apr-2016	Change	Change %	Previous Week
Open	2,077.75	2,064.25	-13.50	-0.6%	2,041.00
High	2,080.00	2,088.75	8.75	0.4%	2,081.75
Low	2,069.50	2,058.50	-11.00	-0.5%	2,029.25
Close	2,075.00	2,086.75	11.75	0.6%	2,075.00
Range	10.50	30.25	19.75	188.1%	52.50
ATR	23.30	23.80	0.50	2.1%	0.00
Volume	1,230,494	1,400,343	169,849	13.8%	7,742,314

Daily Pivots for day following 18-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,168.75	2,158.00	2,103.50
R3	2,138.50	2,127.75	2,095.00
R2	2,108.25	2,108.25	2,092.25
R1	2,097.50	2,097.50	2,089.50	2,103.00
PP	2,078.00	2,078.00	2,078.00	2,080.75
S1	2,067.25	2,067.25	2,084.00	2,072.50
S2	2,047.75	2,047.75	2,081.25
S3	2,017.50	2,037.00	2,078.50
S4	1,987.25	2,006.75	2,070.00

Weekly Pivots for week ending 15-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,219.50	2,199.75	2,104.00
R3	2,167.00	2,147.25	2,089.50
R2	2,114.50	2,114.50	2,084.50
R1	2,094.75	2,094.75	2,079.75	2,104.50
PP	2,062.00	2,062.00	2,062.00	2,067.00
S1	2,042.25	2,042.25	2,070.25	2,052.00
S2	2,009.50	2,009.50	2,065.50
S3	1,957.00	1,989.75	2,060.50
S4	1,904.50	1,937.25	2,046.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,088.75	2,029.25	59.50	2.9%	21.25	1.0%	97%	True	False	1,492,580
10	2,088.75	2,026.00	62.75	3.0%	23.75	1.1%	97%	True	False	1,668,535
20	2,088.75	2,012.25	76.50	3.7%	21.75	1.0%	97%	True	False	1,589,661
40	2,088.75	1,877.25	211.50	10.1%	24.50	1.2%	99%	True	False	1,123,462
60	2,088.75	1,794.50	294.25	14.1%	29.75	1.4%	99%	True	False	751,701
80	2,088.75	1,794.50	294.25	14.1%	33.00	1.6%	99%	True	False	564,683
100	2,090.50	1,794.50	296.00	14.2%	32.50	1.6%	99%	False	False	451,848
120	2,095.75	1,794.50	301.25	14.4%	31.00	1.5%	97%	False	False	376,612

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	False
Bear Hook	False
Bull Hook	False
Stretch	4.00
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	2,217.25
2.618	2,168.00
1.618	2,137.75
1.000	2,119.00
0.618	2,107.50
HIGH	2,088.75
0.618	2,077.25
0.500	2,073.50
0.382	2,070.00
LOW	2,058.50
0.618	2,039.75
1.000	2,028.25
1.618	2,009.50
2.618	1,979.25
4.250	1,930.00

Fisher Pivots for day following 18-Apr-2016
Pivot	1 day	3 day
R1	2,082.50	2,082.50
PP	2,078.00	2,078.00
S1	2,073.50	2,073.50

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

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