E-mini S&P 500 Future September 2016

Trading Metrics calculated at close of trading on 15-Mar-2016

Day Change Summary
	Previous	Current
	14-Mar-2016	15-Mar-2016	Change	Change %	Previous Week
Open	2,001.25	2,001.75	0.50	0.0%	1,977.00
High	2,006.75	2,002.00	-4.75	-0.2%	2,004.50
Low	1,993.50	1,988.00	-5.50	-0.3%	1,950.50
Close	2,001.25	1,998.50	-2.75	-0.1%	2,002.50
Range	13.25	14.00	0.75	5.7%	54.00
ATR	30.76	29.57	-1.20	-3.9%	0.00
Volume	696	337	-359	-51.6%	1,752

Daily Pivots for day following 15-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,038.25	2,032.25	2,006.25
R3	2,024.25	2,018.25	2,002.25
R2	2,010.25	2,010.25	2,001.00
R1	2,004.25	2,004.25	1,999.75	2,000.25
PP	1,996.25	1,996.25	1,996.25	1,994.00
S1	1,990.25	1,990.25	1,997.25	1,986.25
S2	1,982.25	1,982.25	1,996.00
S3	1,968.25	1,976.25	1,994.75
S4	1,954.25	1,962.25	1,990.75

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,147.75	2,129.25	2,032.25
R3	2,093.75	2,075.25	2,017.25
R2	2,039.75	2,039.75	2,012.50
R1	2,021.25	2,021.25	2,007.50	2,030.50
PP	1,985.75	1,985.75	1,985.75	1,990.50
S1	1,967.25	1,967.25	1,997.50	1,976.50
S2	1,931.75	1,931.75	1,992.50
S3	1,877.75	1,913.25	1,987.75
S4	1,823.75	1,859.25	1,972.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,006.75	1,950.50	56.25	2.8%	23.25	1.2%	85%	False	False	514
10	2,006.75	1,950.00	56.75	2.8%	21.50	1.1%	85%	False	False	349
20	2,006.75	1,865.50	141.25	7.1%	27.50	1.4%	94%	False	False	358
40	2,006.75	1,787.50	219.25	11.0%	35.50	1.8%	96%	False	False	397
60	2,061.75	1,787.50	274.25	13.7%	36.75	1.8%	77%	False	False	553

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.43
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,061.50
2.618	2,038.75
1.618	2,024.75
1.000	2,016.00
0.618	2,010.75
HIGH	2,002.00
0.618	1,996.75
0.500	1,995.00
0.382	1,993.25
LOW	1,988.00
0.618	1,979.25
1.000	1,974.00
1.618	1,965.25
2.618	1,951.25
4.250	1,928.50

Fisher Pivots for day following 15-Mar-2016
Pivot	1 day	3 day
R1	1,997.25	1,995.25
PP	1,996.25	1,992.25
S1	1,995.00	1,989.00

Download as Excel Spreadsheet

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

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