E-mini S&P 500 Future December 2016

Trading Metrics calculated at close of trading on 27-Sep-2016

Day Change Summary
	Previous	Current
	26-Sep-2016	27-Sep-2016	Change	Change %	Previous Week
Open	2,156.25	2,139.25	-17.00	-0.8%	2,132.25
High	2,159.50	2,154.00	-5.50	-0.3%	2,172.75
Low	2,136.75	2,132.75	-4.00	-0.2%	2,126.25
Close	2,139.75	2,152.75	13.00	0.6%	2,158.00
Range	22.75	21.25	-1.50	-6.6%	46.50
ATR	21.90	21.85	-0.05	-0.2%	0.00
Volume	1,602,771	1,659,780	57,009	3.6%	7,713,004

Daily Pivots for day following 27-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,210.25	2,202.75	2,164.50
R3	2,189.00	2,181.50	2,158.50
R2	2,167.75	2,167.75	2,156.75
R1	2,160.25	2,160.25	2,154.75	2,164.00
PP	2,146.50	2,146.50	2,146.50	2,148.50
S1	2,139.00	2,139.00	2,150.75	2,142.75
S2	2,125.25	2,125.25	2,148.75
S3	2,104.00	2,117.75	2,147.00
S4	2,082.75	2,096.50	2,141.00

Weekly Pivots for week ending 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,291.75	2,271.50	2,183.50
R3	2,245.25	2,225.00	2,170.75
R2	2,198.75	2,198.75	2,166.50
R1	2,178.50	2,178.50	2,162.25	2,188.50
PP	2,152.25	2,152.25	2,152.25	2,157.50
S1	2,132.00	2,132.00	2,153.75	2,142.00
S2	2,105.75	2,105.75	2,149.50
S3	2,059.25	2,085.50	2,145.25
S4	2,012.75	2,039.00	2,132.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,172.75	2,126.25	46.50	2.2%	21.75	1.0%	57%	False	False	1,612,359
10	2,172.75	2,107.75	65.00	3.0%	21.50	1.0%	69%	False	False	1,788,751
20	2,182.75	2,100.25	82.50	3.8%	23.75	1.1%	64%	False	False	1,451,905
40	2,184.25	2,100.25	84.00	3.9%	18.75	0.9%	63%	False	False	729,245
60	2,184.25	2,057.50	126.75	5.9%	18.75	0.9%	75%	False	False	487,349
80	2,184.25	1,972.25	212.00	9.8%	21.25	1.0%	85%	False	False	366,069
100	2,184.25	1,972.25	212.00	9.8%	21.25	1.0%	85%	False	False	292,947
120	2,184.25	1,972.25	212.00	9.8%	21.00	1.0%	85%	False	False	244,192

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	4.48
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,244.25
2.618	2,209.75
1.618	2,188.50
1.000	2,175.25
0.618	2,167.25
HIGH	2,154.00
0.618	2,146.00
0.500	2,143.50
0.382	2,140.75
LOW	2,132.75
0.618	2,119.50
1.000	2,111.50
1.618	2,098.25
2.618	2,077.00
4.250	2,042.50

Fisher Pivots for day following 27-Sep-2016
Pivot	1 day	3 day
R1	2,149.50	2,152.25
PP	2,146.50	2,151.75
S1	2,143.50	2,151.00

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

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