E-mini S&P 500 Future September 2016

Trading Metrics calculated at close of trading on 01-Apr-2016

Day Change Summary
	Previous	Current
	31-Mar-2016	01-Apr-2016	Change	Change %	Previous Week
Open	2,046.75	2,043.75	-3.00	-0.1%	2,023.00
High	2,051.50	2,059.00	7.50	0.4%	2,059.00
Low	2,039.50	2,027.50	-12.00	-0.6%	2,011.50
Close	2,043.50	2,057.25	13.75	0.7%	2,057.25
Range	12.00	31.50	19.50	162.5%	47.50
ATR	23.80	24.35	0.55	2.3%	0.00
Volume	2,867	4,199	1,332	46.5%	12,281

Daily Pivots for day following 01-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,142.50	2,131.25	2,074.50
R3	2,111.00	2,099.75	2,066.00
R2	2,079.50	2,079.50	2,063.00
R1	2,068.25	2,068.25	2,060.25	2,074.00
PP	2,048.00	2,048.00	2,048.00	2,050.75
S1	2,036.75	2,036.75	2,054.25	2,042.50
S2	2,016.50	2,016.50	2,051.50
S3	1,985.00	2,005.25	2,048.50
S4	1,953.50	1,973.75	2,040.00

Weekly Pivots for week ending 01-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,185.00	2,168.75	2,083.50
R3	2,137.50	2,121.25	2,070.25
R2	2,090.00	2,090.00	2,066.00
R1	2,073.75	2,073.75	2,061.50	2,082.00
PP	2,042.50	2,042.50	2,042.50	2,046.75
S1	2,026.25	2,026.25	2,053.00	2,034.50
S2	1,995.00	1,995.00	2,048.50
S3	1,947.50	1,978.75	2,044.25
S4	1,900.00	1,931.25	2,031.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,059.00	2,011.50	47.50	2.3%	21.50	1.0%	96%	True	False	2,456
10	2,059.00	2,004.50	54.50	2.6%	19.25	0.9%	97%	True	False	1,889
20	2,059.00	1,950.50	108.50	5.3%	21.50	1.0%	98%	True	False	1,168
40	2,059.00	1,787.50	271.50	13.2%	28.00	1.4%	99%	True	False	742
60	2,059.00	1,787.50	271.50	13.2%	35.00	1.7%	99%	True	False	777
80	2,069.50	1,787.50	282.00	13.7%	33.75	1.6%	96%	False	False	683

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	6.05
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	2,193.00
2.618	2,141.50
1.618	2,110.00
1.000	2,090.50
0.618	2,078.50
HIGH	2,059.00
0.618	2,047.00
0.500	2,043.25
0.382	2,039.50
LOW	2,027.50
0.618	2,008.00
1.000	1,996.00
1.618	1,976.50
2.618	1,945.00
4.250	1,893.50

Fisher Pivots for day following 01-Apr-2016
Pivot	1 day	3 day
R1	2,052.50	2,052.50
PP	2,048.00	2,048.00
S1	2,043.25	2,043.25

Download as Excel Spreadsheet

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

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