E-mini S&P 500 Future March 2016

Trading Metrics calculated at close of trading on 29-Jan-2016

Day Change Summary
	Previous	Current
	28-Jan-2016	29-Jan-2016	Change	Change %	Previous Week
Open	1,880.00	1,878.75	-1.25	-0.1%	1,899.50
High	1,902.50	1,933.00	30.50	1.6%	1,933.00
Low	1,865.75	1,876.50	10.75	0.6%	1,851.25
Close	1,880.75	1,930.00	49.25	2.6%	1,930.00
Range	36.75	56.50	19.75	53.7%	81.75
ATR	44.89	45.72	0.83	1.8%	0.00
Volume	2,254,109	2,406,399	152,290	6.8%	10,194,507

Daily Pivots for day following 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,082.75	2,062.75	1,961.00
R3	2,026.25	2,006.25	1,945.50
R2	1,969.75	1,969.75	1,940.25
R1	1,949.75	1,949.75	1,935.25	1,959.75
PP	1,913.25	1,913.25	1,913.25	1,918.00
S1	1,893.25	1,893.25	1,924.75	1,903.25
S2	1,856.75	1,856.75	1,919.75
S3	1,800.25	1,836.75	1,914.50
S4	1,743.75	1,780.25	1,899.00

Weekly Pivots for week ending 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,150.00	2,121.75	1,975.00
R3	2,068.25	2,040.00	1,952.50
R2	1,986.50	1,986.50	1,945.00
R1	1,958.25	1,958.25	1,937.50	1,972.50
PP	1,904.75	1,904.75	1,904.75	1,911.75
S1	1,876.50	1,876.50	1,922.50	1,890.50
S2	1,823.00	1,823.00	1,915.00
S3	1,741.25	1,794.75	1,907.50
S4	1,659.50	1,713.00	1,885.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,933.00	1,851.25	81.75	4.2%	47.25	2.4%	96%	True	False	2,038,901
10	1,933.00	1,804.25	128.75	6.7%	52.50	2.7%	98%	True	False	2,519,885
20	2,057.75	1,804.25	253.50	13.1%	50.25	2.6%	50%	False	False	2,444,960
40	2,097.75	1,804.25	293.50	15.2%	41.75	2.2%	43%	False	False	1,746,254
60	2,102.75	1,804.25	298.50	15.5%	35.75	1.8%	42%	False	False	1,166,396
80	2,102.75	1,804.25	298.50	15.5%	32.25	1.7%	42%	False	False	876,156
100	2,102.75	1,804.25	298.50	15.5%	33.75	1.8%	42%	False	False	701,616
120	2,102.75	1,804.25	298.50	15.5%	35.50	1.8%	42%	False	False	584,759

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.03
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	2,173.00
2.618	2,081.00
1.618	2,024.50
1.000	1,989.50
0.618	1,968.00
HIGH	1,933.00
0.618	1,911.50
0.500	1,904.75
0.382	1,898.00
LOW	1,876.50
0.618	1,841.50
1.000	1,820.00
1.618	1,785.00
2.618	1,728.50
4.250	1,636.50

Fisher Pivots for day following 29-Jan-2016
Pivot	1 day	3 day
R1	1,921.50	1,919.50
PP	1,913.25	1,909.25
S1	1,904.75	1,898.75

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

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