E-mini S&P 500 Future March 2016

Trading Metrics calculated at close of trading on 28-Dec-2015

Day Change Summary
	Previous	Current
	24-Dec-2015	28-Dec-2015	Change	Change %	Previous Week
Open	2,052.75	2,051.25	-1.50	-0.1%	1,997.25
High	2,059.75	2,054.50	-5.25	-0.3%	2,059.75
Low	2,049.00	2,035.25	-13.75	-0.7%	1,995.25
Close	2,051.25	2,048.75	-2.50	-0.1%	2,051.25
Range	10.75	19.25	8.50	79.1%	64.50
ATR	30.81	29.99	-0.83	-2.7%	0.00
Volume	325,205	696,448	371,243	114.2%	3,749,351

Daily Pivots for day following 28-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2,104.00	2,095.50	2,059.25
R3	2,084.75	2,076.25	2,054.00
R2	2,065.50	2,065.50	2,052.25
R1	2,057.00	2,057.00	2,050.50	2,051.50
PP	2,046.25	2,046.25	2,046.25	2,043.50
S1	2,037.75	2,037.75	2,047.00	2,032.50
S2	2,027.00	2,027.00	2,045.25
S3	2,007.75	2,018.50	2,043.50
S4	1,988.50	1,999.25	2,038.25

Weekly Pivots for week ending 25-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2,229.00	2,204.50	2,086.75
R3	2,164.50	2,140.00	2,069.00
R2	2,100.00	2,100.00	2,063.00
R1	2,075.50	2,075.50	2,057.25	2,087.75
PP	2,035.50	2,035.50	2,035.50	2,041.50
S1	2,011.00	2,011.00	2,045.25	2,023.25
S2	1,971.00	1,971.00	2,039.50
S3	1,906.50	1,946.50	2,033.50
S4	1,842.00	1,882.00	2,015.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,059.75	1,995.25	64.50	3.1%	22.00	1.1%	83%	False	False	889,159
10	2,072.75	1,983.25	89.50	4.4%	31.00	1.5%	73%	False	False	1,552,746
20	2,097.75	1,983.25	114.50	5.6%	32.75	1.6%	57%	False	False	972,084
40	2,102.75	1,983.25	119.50	5.8%	28.75	1.4%	55%	False	False	488,418
60	2,102.75	1,874.75	228.00	11.1%	27.25	1.3%	76%	False	False	327,507
80	2,102.75	1,853.00	249.75	12.2%	30.00	1.5%	78%	False	False	246,376
100	2,102.75	1,819.25	283.50	13.8%	32.50	1.6%	81%	False	False	197,187
120	2,111.25	1,819.25	292.00	14.3%	30.00	1.5%	79%	False	False	164,354

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	6.73
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,136.25
2.618	2,105.00
1.618	2,085.75
1.000	2,073.75
0.618	2,066.50
HIGH	2,054.50
0.618	2,047.25
0.500	2,045.00
0.382	2,042.50
LOW	2,035.25
0.618	2,023.25
1.000	2,016.00
1.618	2,004.00
2.618	1,984.75
4.250	1,953.50

Fisher Pivots for day following 28-Dec-2015
Pivot	1 day	3 day
R1	2,047.50	2,047.50
PP	2,046.25	2,046.50
S1	2,045.00	2,045.25

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

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