E-mini S&P 500 Future March 2016

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

Day Change Summary
	Previous	Current
	26-Jan-2016	27-Jan-2016	Change	Change %	Previous Week
Open	1,871.75	1,885.25	13.50	0.7%	1,869.75
High	1,899.75	1,910.00	10.25	0.5%	1,907.50
Low	1,851.25	1,864.50	13.25	0.7%	1,804.25
Close	1,896.00	1,875.00	-21.00	-1.1%	1,899.25
Range	48.50	45.50	-3.00	-6.2%	103.25
ATR	45.52	45.51	0.00	0.0%	0.00
Volume	1,780,235	2,113,363	333,128	18.7%	11,562,388

Daily Pivots for day following 27-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,019.75	1,992.75	1,900.00
R3	1,974.25	1,947.25	1,887.50
R2	1,928.75	1,928.75	1,883.25
R1	1,901.75	1,901.75	1,879.25	1,892.50
PP	1,883.25	1,883.25	1,883.25	1,878.50
S1	1,856.25	1,856.25	1,870.75	1,847.00
S2	1,837.75	1,837.75	1,866.75
S3	1,792.25	1,810.75	1,862.50
S4	1,746.75	1,765.25	1,850.00

Weekly Pivots for week ending 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,180.00	2,143.00	1,956.00
R3	2,076.75	2,039.75	1,927.75
R2	1,973.50	1,973.50	1,918.25
R1	1,936.50	1,936.50	1,908.75	1,955.00
PP	1,870.25	1,870.25	1,870.25	1,879.50
S1	1,833.25	1,833.25	1,889.75	1,851.75
S2	1,767.00	1,767.00	1,880.25
S3	1,663.75	1,730.00	1,870.75
S4	1,560.50	1,626.75	1,842.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,910.00	1,836.25	73.75	3.9%	47.25	2.5%	53%	True	False	2,073,986
10	1,946.50	1,804.25	142.25	7.6%	55.75	3.0%	50%	False	False	2,648,412
20	2,075.00	1,804.25	270.75	14.4%	48.00	2.6%	26%	False	False	2,289,599
40	2,097.75	1,804.25	293.50	15.7%	40.25	2.2%	24%	False	False	1,630,841
60	2,102.75	1,804.25	298.50	15.9%	35.00	1.9%	24%	False	False	1,088,812
80	2,102.75	1,804.25	298.50	15.9%	32.50	1.7%	24%	False	False	818,030
100	2,102.75	1,804.25	298.50	15.9%	33.50	1.8%	24%	False	False	655,021
120	2,102.75	1,804.25	298.50	15.9%	35.25	1.9%	24%	False	False	545,922

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	13.05
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	2,103.50
2.618	2,029.00
1.618	1,983.50
1.000	1,955.50
0.618	1,938.00
HIGH	1,910.00
0.618	1,892.50
0.500	1,887.25
0.382	1,882.00
LOW	1,864.50
0.618	1,836.50
1.000	1,819.00
1.618	1,791.00
2.618	1,745.50
4.250	1,671.00

Fisher Pivots for day following 27-Jan-2016
Pivot	1 day	3 day
R1	1,887.25	1,880.50
PP	1,883.25	1,878.75
S1	1,879.00	1,877.00

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

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