E-mini S&P 500 Future June 2016

Trading Metrics calculated at close of trading on 06-Jun-2016

Day Change Summary
	Previous	Current
	03-Jun-2016	06-Jun-2016	Change	Change %	Previous Week
Open	2,103.50	2,097.50	-6.00	-0.3%	2,100.00
High	2,106.00	2,112.25	6.25	0.3%	2,106.00
Low	2,082.75	2,094.00	11.25	0.5%	2,082.75
Close	2,097.75	2,108.25	10.50	0.5%	2,097.75
Range	23.25	18.25	-5.00	-21.5%	23.25
ATR	21.01	20.81	-0.20	-0.9%	0.00
Volume	1,746,160	1,272,974	-473,186	-27.1%	5,994,941

Daily Pivots for day following 06-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,159.50	2,152.25	2,118.25
R3	2,141.25	2,134.00	2,113.25
R2	2,123.00	2,123.00	2,111.50
R1	2,115.75	2,115.75	2,110.00	2,119.50
PP	2,104.75	2,104.75	2,104.75	2,106.75
S1	2,097.50	2,097.50	2,106.50	2,101.00
S2	2,086.50	2,086.50	2,105.00
S3	2,068.25	2,079.25	2,103.25
S4	2,050.00	2,061.00	2,098.25

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,165.25	2,154.75	2,110.50
R3	2,142.00	2,131.50	2,104.25
R2	2,118.75	2,118.75	2,102.00
R1	2,108.25	2,108.25	2,100.00	2,102.00
PP	2,095.50	2,095.50	2,095.50	2,092.25
S1	2,085.00	2,085.00	2,095.50	2,078.50
S2	2,072.25	2,072.25	2,093.50
S3	2,049.00	2,061.75	2,091.25
S4	2,025.75	2,038.50	2,085.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,112.25	2,082.75	29.50	1.4%	18.75	0.9%	86%	True	False	1,453,583
10	2,112.25	2,041.25	71.00	3.4%	18.00	0.9%	94%	True	False	1,350,029
20	2,112.25	2,022.00	90.25	4.3%	21.50	1.0%	96%	True	False	1,528,631
40	2,112.25	2,022.00	90.25	4.3%	21.50	1.0%	96%	True	False	1,552,629
60	2,112.25	1,978.00	134.25	6.4%	21.50	1.0%	97%	True	False	1,601,721
80	2,112.25	1,794.50	317.75	15.1%	23.75	1.1%	99%	True	False	1,224,512
100	2,112.25	1,794.50	317.75	15.1%	28.75	1.4%	99%	True	False	980,986
120	2,112.25	1,794.50	317.75	15.1%	29.75	1.4%	99%	True	False	817,864

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	3.65
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,189.75
2.618	2,160.00
1.618	2,141.75
1.000	2,130.50
0.618	2,123.50
HIGH	2,112.25
0.618	2,105.25
0.500	2,103.00
0.382	2,101.00
LOW	2,094.00
0.618	2,082.75
1.000	2,075.75
1.618	2,064.50
2.618	2,046.25
4.250	2,016.50

Fisher Pivots for day following 06-Jun-2016
Pivot	1 day	3 day
R1	2,106.50	2,104.75
PP	2,104.75	2,101.00
S1	2,103.00	2,097.50

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

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