E-mini S&P 500 Future March 2016

Trading Metrics calculated at close of trading on 09-Dec-2015

Day Change Summary
	Previous	Current
	08-Dec-2015	09-Dec-2015	Change	Change %	Previous Week
Open	2,072.25	2,051.75	-20.50	-1.0%	2,082.75
High	2,074.00	2,071.75	-2.25	-0.1%	2,097.75
Low	2,042.50	2,026.25	-16.25	-0.8%	2,033.00
Close	2,051.00	2,034.25	-16.75	-0.8%	2,081.25
Range	31.50	45.50	14.00	44.4%	64.75
ATR	27.97	29.23	1.25	4.5%	0.00
Volume	161,606	381,061	219,455	135.8%	179,438

Daily Pivots for day following 09-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2,180.50	2,153.00	2,059.25
R3	2,135.00	2,107.50	2,046.75
R2	2,089.50	2,089.50	2,042.50
R1	2,062.00	2,062.00	2,038.50	2,053.00
PP	2,044.00	2,044.00	2,044.00	2,039.50
S1	2,016.50	2,016.50	2,030.00	2,007.50
S2	1,998.50	1,998.50	2,026.00
S3	1,953.00	1,971.00	2,021.75
S4	1,907.50	1,925.50	2,009.25

Weekly Pivots for week ending 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2,265.00	2,237.75	2,116.75
R3	2,200.25	2,173.00	2,099.00
R2	2,135.50	2,135.50	2,093.00
R1	2,108.25	2,108.25	2,087.25	2,089.50
PP	2,070.75	2,070.75	2,070.75	2,061.25
S1	2,043.50	2,043.50	2,075.25	2,024.75
S2	2,006.00	2,006.00	2,069.50
S3	1,941.25	1,978.75	2,063.50
S4	1,876.50	1,914.00	2,045.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,088.75	2,026.25	62.50	3.1%	41.75	2.1%	13%	False	True	141,415
10	2,097.75	2,026.25	71.50	3.5%	30.00	1.5%	11%	False	True	79,554
20	2,097.75	1,991.75	106.00	5.2%	28.75	1.4%	40%	False	False	42,464
40	2,102.75	1,974.75	128.00	6.3%	25.25	1.2%	46%	False	False	23,551
60	2,102.75	1,853.00	249.75	12.3%	28.50	1.4%	73%	False	False	17,438
80	2,102.75	1,819.25	283.50	13.9%	33.50	1.6%	76%	False	False	13,258
100	2,111.25	1,819.25	292.00	14.4%	31.00	1.5%	74%	False	False	10,648
120	2,111.25	1,819.25	292.00	14.4%	29.00	1.4%	74%	False	False	8,887

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	6.60
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2,265.00
2.618	2,190.75
1.618	2,145.25
1.000	2,117.25
0.618	2,099.75
HIGH	2,071.75
0.618	2,054.25
0.500	2,049.00
0.382	2,043.75
LOW	2,026.25
0.618	1,998.25
1.000	1,980.75
1.618	1,952.75
2.618	1,907.25
4.250	1,833.00

Fisher Pivots for day following 09-Dec-2015
Pivot	1 day	3 day
R1	2,049.00	2,057.50
PP	2,044.00	2,049.75
S1	2,039.25	2,042.00

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

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