E-mini S&P 500 Future June 2016

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

Day Change Summary
	Previous	Current
	21-Apr-2016	22-Apr-2016	Change	Change %	Previous Week
Open	2,097.75	2,079.75	-18.00	-0.9%	2,064.25
High	2,104.00	2,089.00	-15.00	-0.7%	2,105.25
Low	2,078.75	2,075.00	-3.75	-0.2%	2,058.50
Close	2,082.75	2,086.00	3.25	0.2%	2,086.00
Range	25.25	14.00	-11.25	-44.6%	46.75
ATR	23.00	22.36	-0.64	-2.8%	0.00
Volume	1,638,276	1,497,994	-140,282	-8.6%	7,566,457

Daily Pivots for day following 22-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,125.25	2,119.75	2,093.75
R3	2,111.25	2,105.75	2,089.75
R2	2,097.25	2,097.25	2,088.50
R1	2,091.75	2,091.75	2,087.25	2,094.50
PP	2,083.25	2,083.25	2,083.25	2,084.75
S1	2,077.75	2,077.75	2,084.75	2,080.50
S2	2,069.25	2,069.25	2,083.50
S3	2,055.25	2,063.75	2,082.25
S4	2,041.25	2,049.75	2,078.25

Weekly Pivots for week ending 22-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,223.50	2,201.50	2,111.75
R3	2,176.75	2,154.75	2,098.75
R2	2,130.00	2,130.00	2,094.50
R1	2,108.00	2,108.00	2,090.25	2,119.00
PP	2,083.25	2,083.25	2,083.25	2,088.75
S1	2,061.25	2,061.25	2,081.75	2,072.25
S2	2,036.50	2,036.50	2,077.50
S3	1,989.75	2,014.50	2,073.25
S4	1,943.00	1,967.75	2,060.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,105.25	2,058.50	46.75	2.2%	20.50	1.0%	59%	False	False	1,513,291
10	2,105.25	2,029.25	76.00	3.6%	20.25	1.0%	75%	False	False	1,530,877
20	2,105.25	2,019.25	86.00	4.1%	21.75	1.0%	78%	False	False	1,605,181
40	2,105.25	1,911.75	193.50	9.3%	23.00	1.1%	90%	False	False	1,276,735
60	2,105.25	1,794.50	310.75	14.9%	28.00	1.3%	94%	False	False	854,233
80	2,105.25	1,794.50	310.75	14.9%	32.75	1.6%	94%	False	False	641,706
100	2,105.25	1,794.50	310.75	14.9%	32.75	1.6%	94%	False	False	513,507
120	2,105.25	1,794.50	310.75	14.9%	31.25	1.5%	94%	False	False	427,976

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	False
Bear Hook	False
Bull Hook	False
Stretch	4.65
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2,148.50
2.618	2,125.75
1.618	2,111.75
1.000	2,103.00
0.618	2,097.75
HIGH	2,089.00
0.618	2,083.75
0.500	2,082.00
0.382	2,080.25
LOW	2,075.00
0.618	2,066.25
1.000	2,061.00
1.618	2,052.25
2.618	2,038.25
4.250	2,015.50

Fisher Pivots for day following 22-Apr-2016
Pivot	1 day	3 day
R1	2,084.75	2,090.00
PP	2,083.25	2,088.75
S1	2,082.00	2,087.50

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

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