E-mini S&P 500 Future September 2016

Trading Metrics calculated at close of trading on 13-Jul-2016

Day Change Summary
	Previous	Current
	12-Jul-2016	13-Jul-2016	Change	Change %	Previous Week
Open	2,130.75	2,145.75	15.00	0.7%	2,099.75
High	2,149.25	2,152.25	3.00	0.1%	2,125.50
Low	2,128.50	2,139.50	11.00	0.5%	2,065.75
Close	2,145.75	2,146.00	0.25	0.0%	2,120.50
Range	20.75	12.75	-8.00	-38.6%	59.75
ATR	29.38	28.19	-1.19	-4.0%	0.00
Volume	1,704,053	1,633,489	-70,564	-4.1%	7,546,443

Daily Pivots for day following 13-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,184.25	2,177.75	2,153.00
R3	2,171.50	2,165.00	2,149.50
R2	2,158.75	2,158.75	2,148.25
R1	2,152.25	2,152.25	2,147.25	2,155.50
PP	2,146.00	2,146.00	2,146.00	2,147.50
S1	2,139.50	2,139.50	2,144.75	2,142.75
S2	2,133.25	2,133.25	2,143.75
S3	2,120.50	2,126.75	2,142.50
S4	2,107.75	2,114.00	2,139.00

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,283.25	2,261.50	2,153.25
R3	2,223.50	2,201.75	2,137.00
R2	2,163.75	2,163.75	2,131.50
R1	2,142.00	2,142.00	2,126.00	2,153.00
PP	2,104.00	2,104.00	2,104.00	2,109.25
S1	2,082.25	2,082.25	2,115.00	2,093.00
S2	2,044.25	2,044.25	2,109.50
S3	1,984.50	2,022.50	2,104.00
S4	1,924.75	1,962.75	2,087.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,152.25	2,081.75	70.50	3.3%	21.75	1.0%	91%	True	False	1,686,715
10	2,152.25	2,022.75	129.50	6.0%	27.50	1.3%	95%	True	False	1,838,306
20	2,152.25	1,981.50	170.75	8.0%	31.75	1.5%	96%	True	False	1,989,791
40	2,152.25	1,981.50	170.75	8.0%	25.50	1.2%	96%	True	False	1,205,205
60	2,152.25	1,981.50	170.75	8.0%	24.25	1.1%	96%	True	False	805,295
80	2,152.25	1,981.50	170.75	8.0%	23.50	1.1%	96%	True	False	604,530
100	2,152.25	1,871.00	281.25	13.1%	24.00	1.1%	98%	True	False	483,711
120	2,152.25	1,787.50	364.75	17.0%	26.75	1.2%	98%	True	False	403,156

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	6.50
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	2,206.50
2.618	2,185.75
1.618	2,173.00
1.000	2,165.00
0.618	2,160.25
HIGH	2,152.25
0.618	2,147.50
0.500	2,146.00
0.382	2,144.25
LOW	2,139.50
0.618	2,131.50
1.000	2,126.75
1.618	2,118.75
2.618	2,106.00
4.250	2,085.25

Fisher Pivots for day following 13-Jul-2016
Pivot	1 day	3 day
R1	2,146.00	2,142.75
PP	2,146.00	2,139.50
S1	2,146.00	2,136.00

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

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