E-mini S&P 500 Future March 2016

Trading Metrics calculated at close of trading on 23-Dec-2015

Day Change Summary
	Previous	Current
	22-Dec-2015	23-Dec-2015	Change	Change %	Previous Week
Open	2,017.00	2,034.00	17.00	0.8%	2,001.50
High	2,036.50	2,057.75	21.25	1.0%	2,072.75
Low	2,007.25	2,030.75	23.50	1.2%	1,983.25
Close	2,036.00	2,053.00	17.00	0.8%	1,992.00
Range	29.25	27.00	-2.25	-7.7%	89.50
ATR	32.77	32.36	-0.41	-1.3%	0.00
Volume	1,144,898	1,003,982	-140,916	-12.3%	11,081,668

Daily Pivots for day following 23-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2,128.25	2,117.50	2,067.75
R3	2,101.25	2,090.50	2,060.50
R2	2,074.25	2,074.25	2,058.00
R1	2,063.50	2,063.50	2,055.50	2,069.00
PP	2,047.25	2,047.25	2,047.25	2,049.75
S1	2,036.50	2,036.50	2,050.50	2,042.00
S2	2,020.25	2,020.25	2,048.00
S3	1,993.25	2,009.50	2,045.50
S4	1,966.25	1,982.50	2,038.25

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2,284.50	2,227.75	2,041.25
R3	2,195.00	2,138.25	2,016.50
R2	2,105.50	2,105.50	2,008.50
R1	2,048.75	2,048.75	2,000.25	2,032.50
PP	2,016.00	2,016.00	2,016.00	2,007.75
S1	1,959.25	1,959.25	1,983.75	1,943.00
S2	1,926.50	1,926.50	1,975.50
S3	1,837.00	1,869.75	1,967.50
S4	1,747.50	1,780.25	1,942.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,072.75	1,991.00	81.75	4.0%	33.75	1.6%	76%	False	False	1,531,591
10	2,072.75	1,983.25	89.50	4.4%	35.25	1.7%	78%	False	False	1,763,483
20	2,097.75	1,983.25	114.50	5.6%	32.50	1.6%	61%	False	False	921,519
40	2,102.75	1,983.25	119.50	5.8%	29.00	1.4%	58%	False	False	463,032
60	2,102.75	1,863.25	239.50	11.7%	28.00	1.4%	79%	False	False	310,697
80	2,102.75	1,853.00	249.75	12.2%	30.75	1.5%	80%	False	False	233,621
100	2,102.75	1,819.25	283.50	13.8%	32.50	1.6%	82%	False	False	186,973
120	2,111.25	1,819.25	292.00	14.2%	30.25	1.5%	80%	False	False	155,841

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	6.70
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,172.50
2.618	2,128.50
1.618	2,101.50
1.000	2,084.75
0.618	2,074.50
HIGH	2,057.75
0.618	2,047.50
0.500	2,044.25
0.382	2,041.00
LOW	2,030.75
0.618	2,014.00
1.000	2,003.75
1.618	1,987.00
2.618	1,960.00
4.250	1,916.00

Fisher Pivots for day following 23-Dec-2015
Pivot	1 day	3 day
R1	2,050.00	2,044.25
PP	2,047.25	2,035.25
S1	2,044.25	2,026.50

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

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