E-mini S&P 500 Future September 2016

Trading Metrics calculated at close of trading on 26-Aug-2016

Day Change Summary
	Previous	Current
	25-Aug-2016	26-Aug-2016	Change	Change %	Previous Week
Open	2,175.00	2,174.00	-1.00	0.0%	2,181.75
High	2,177.25	2,186.75	9.50	0.4%	2,191.50
Low	2,167.50	2,157.50	-10.00	-0.5%	2,157.50
Close	2,173.50	2,168.50	-5.00	-0.2%	2,168.50
Range	9.75	29.25	19.50	200.0%	34.00
ATR	14.84	15.87	1.03	6.9%	0.00
Volume	1,501,328	2,535,682	1,034,354	68.9%	8,213,810

Daily Pivots for day following 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,258.75	2,242.75	2,184.50
R3	2,229.50	2,213.50	2,176.50
R2	2,200.25	2,200.25	2,173.75
R1	2,184.25	2,184.25	2,171.25	2,177.50
PP	2,171.00	2,171.00	2,171.00	2,167.50
S1	2,155.00	2,155.00	2,165.75	2,148.50
S2	2,141.75	2,141.75	2,163.25
S3	2,112.50	2,125.75	2,160.50
S4	2,083.25	2,096.50	2,152.50

Weekly Pivots for week ending 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,274.50	2,255.50	2,187.25
R3	2,240.50	2,221.50	2,177.75
R2	2,206.50	2,206.50	2,174.75
R1	2,187.50	2,187.50	2,171.50	2,180.00
PP	2,172.50	2,172.50	2,172.50	2,168.75
S1	2,153.50	2,153.50	2,165.50	2,146.00
S2	2,138.50	2,138.50	2,162.25
S3	2,104.50	2,119.50	2,159.25
S4	2,070.50	2,085.50	2,149.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,191.50	2,157.50	34.00	1.6%	16.25	0.7%	32%	False	True	1,642,762
10	2,191.50	2,157.50	34.00	1.6%	14.00	0.6%	32%	False	True	1,503,165
20	2,191.50	2,141.50	50.00	2.3%	14.25	0.7%	54%	False	False	1,438,065
40	2,191.50	2,065.75	125.75	5.8%	16.50	0.8%	82%	False	False	1,496,522
60	2,191.50	1,981.50	210.00	9.7%	21.00	1.0%	89%	False	False	1,565,085
80	2,191.50	1,981.50	210.00	9.7%	21.00	1.0%	89%	False	False	1,176,356
100	2,191.50	1,981.50	210.00	9.7%	21.25	1.0%	89%	False	False	941,803
120	2,191.50	1,950.50	241.00	11.1%	21.25	1.0%	90%	False	False	785,099

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	3.08
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	2,311.00
2.618	2,263.25
1.618	2,234.00
1.000	2,216.00
0.618	2,204.75
HIGH	2,186.75
0.618	2,175.50
0.500	2,172.00
0.382	2,168.75
LOW	2,157.50
0.618	2,139.50
1.000	2,128.25
1.618	2,110.25
2.618	2,081.00
4.250	2,033.25

Fisher Pivots for day following 26-Aug-2016
Pivot	1 day	3 day
R1	2,172.00	2,172.50
PP	2,171.00	2,171.25
S1	2,169.75	2,170.00

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

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