E-mini S&P 500 Future September 2016

Trading Metrics calculated at close of trading on 23-Jun-2016

Day Change Summary
	Previous	Current
	22-Jun-2016	23-Jun-2016	Change	Change %	Previous Week
Open	2,079.25	2,083.00	3.75	0.2%	2,081.00
High	2,091.25	2,113.25	22.00	1.1%	2,089.25
Low	2,075.25	2,083.00	7.75	0.4%	2,040.75
Close	2,076.75	2,105.75	29.00	1.4%	2,059.00
Range	16.00	30.25	14.25	89.1%	48.50
ATR	20.28	21.44	1.16	5.7%	0.00
Volume	1,419,838	1,314,510	-105,328	-7.4%	11,483,357

Daily Pivots for day following 23-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,191.50	2,178.75	2,122.50
R3	2,161.25	2,148.50	2,114.00
R2	2,131.00	2,131.00	2,111.25
R1	2,118.25	2,118.25	2,108.50	2,124.50
PP	2,100.75	2,100.75	2,100.75	2,103.75
S1	2,088.00	2,088.00	2,103.00	2,094.50
S2	2,070.50	2,070.50	2,100.25
S3	2,040.25	2,057.75	2,097.50
S4	2,010.00	2,027.50	2,089.00

Weekly Pivots for week ending 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,208.50	2,182.25	2,085.75
R3	2,160.00	2,133.75	2,072.25
R2	2,111.50	2,111.50	2,068.00
R1	2,085.25	2,085.25	2,063.50	2,074.00
PP	2,063.00	2,063.00	2,063.00	2,057.50
S1	2,036.75	2,036.75	2,054.50	2,025.50
S2	2,014.50	2,014.50	2,050.00
S3	1,966.00	1,988.25	2,045.75
S4	1,917.50	1,939.75	2,032.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,113.25	2,053.25	60.00	2.8%	20.50	1.0%	88%	True	False	1,513,416
10	2,113.25	2,040.75	72.50	3.4%	21.75	1.0%	90%	True	False	1,901,611
20	2,113.25	2,040.75	72.50	3.4%	18.25	0.9%	90%	True	False	1,014,475
40	2,113.25	2,014.00	99.25	4.7%	21.25	1.0%	92%	True	False	510,955
60	2,113.25	2,014.00	99.25	4.7%	21.00	1.0%	92%	True	False	341,455
80	2,113.25	1,950.00	163.25	7.8%	21.00	1.0%	95%	True	False	256,302
100	2,113.25	1,787.50	325.75	15.5%	24.25	1.1%	98%	True	False	205,105
120	2,113.25	1,787.50	325.75	15.5%	28.25	1.3%	98%	True	False	171,087

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.35
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2,241.75
2.618	2,192.50
1.618	2,162.25
1.000	2,143.50
0.618	2,132.00
HIGH	2,113.25
0.618	2,101.75
0.500	2,098.00
0.382	2,094.50
LOW	2,083.00
0.618	2,064.25
1.000	2,052.75
1.618	2,034.00
2.618	2,003.75
4.250	1,954.50

Fisher Pivots for day following 23-Jun-2016
Pivot	1 day	3 day
R1	2,103.25	2,101.75
PP	2,100.75	2,097.75
S1	2,098.00	2,093.50

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

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