E-mini S&P 500 Future March 2016

Trading Metrics calculated at close of trading on 31-Dec-2015

Day Change Summary
	Previous	Current
	30-Dec-2015	31-Dec-2015	Change	Change %	Previous Week
Open	2,072.00	2,055.25	-16.75	-0.8%	1,997.25
High	2,075.00	2,057.75	-17.25	-0.8%	2,059.75
Low	2,053.50	2,030.25	-23.25	-1.1%	1,995.25
Close	2,054.50	2,035.50	-19.00	-0.9%	2,051.25
Range	21.50	27.50	6.00	27.9%	64.50
ATR	29.18	29.06	-0.12	-0.4%	0.00
Volume	720,601	1,029,390	308,789	42.9%	3,749,351

Daily Pivots for day following 31-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2,123.75	2,107.00	2,050.50
R3	2,096.25	2,079.50	2,043.00
R2	2,068.75	2,068.75	2,040.50
R1	2,052.00	2,052.00	2,038.00	2,046.50
PP	2,041.25	2,041.25	2,041.25	2,038.50
S1	2,024.50	2,024.50	2,033.00	2,019.00
S2	2,013.75	2,013.75	2,030.50
S3	1,986.25	1,997.00	2,028.00
S4	1,958.75	1,969.50	2,020.50

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	2,075.00	2,030.25	44.75	2.2%	21.25	1.0%	12%	False	True	720,866
10	2,075.00	1,991.00	84.00	4.1%	27.50	1.4%	53%	False	False	1,126,228
20	2,088.75	1,983.25	105.50	5.2%	33.50	1.6%	50%	False	False	1,097,312
40	2,102.50	1,983.25	119.25	5.9%	28.50	1.4%	44%	False	False	552,766
60	2,102.75	1,952.50	150.25	7.4%	26.50	1.3%	55%	False	False	370,201
80	2,102.75	1,853.00	249.75	12.3%	29.50	1.4%	73%	False	False	278,632
100	2,102.75	1,819.25	283.50	13.9%	32.50	1.6%	76%	False	False	223,011
120	2,111.25	1,819.25	292.00	14.3%	30.00	1.5%	74%	False	False	185,876

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.75
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	2,174.50
2.618	2,129.75
1.618	2,102.25
1.000	2,085.25
0.618	2,074.75
HIGH	2,057.75
0.618	2,047.25
0.500	2,044.00
0.382	2,040.75
LOW	2,030.25
0.618	2,013.25
1.000	2,002.75
1.618	1,985.75
2.618	1,958.25
4.250	1,913.50

Fisher Pivots for day following 31-Dec-2015
Pivot	1 day	3 day
R1	2,044.00	2,052.50
PP	2,041.25	2,047.00
S1	2,038.25	2,041.25

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

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