E-mini S&P 500 Future March 2016

Trading Metrics calculated at close of trading on 26-Feb-2016

Day Change Summary
	Previous	Current
	25-Feb-2016	26-Feb-2016	Change	Change %	Previous Week
Open	1,933.00	1,949.00	16.00	0.8%	1,911.00
High	1,951.50	1,942.75	-8.75	-0.4%	1,951.50
Low	1,920.25	1,942.75	22.50	1.2%	1,886.75
Close	1,950.50	1,942.75	-7.75	-0.4%	1,942.75
Range	31.25	0.00	-31.25	-100.0%	64.75
ATR	39.16	36.91	-2.24	-5.7%	0.00
Volume	1,844,284	1,876,651	32,367	1.8%	9,062,505

Daily Pivots for day following 26-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1,942.75	1,942.75	1,942.75
R3	1,942.75	1,942.75	1,942.75
R2	1,942.75	1,942.75	1,942.75
R1	1,942.75	1,942.75	1,942.75	1,942.75
PP	1,942.75	1,942.75	1,942.75	1,942.75
S1	1,942.75	1,942.75	1,942.75	1,942.75
S2	1,942.75	1,942.75	1,942.75
S3	1,942.75	1,942.75	1,942.75
S4	1,942.75	1,942.75	1,942.75

Weekly Pivots for week ending 26-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,121.25	2,096.75	1,978.25
R3	2,056.50	2,032.00	1,960.50
R2	1,991.75	1,991.75	1,954.50
R1	1,967.25	1,967.25	1,948.75	1,979.50
PP	1,927.00	1,927.00	1,927.00	1,933.00
S1	1,902.50	1,902.50	1,936.75	1,914.75
S2	1,862.25	1,862.25	1,931.00
S3	1,797.50	1,837.75	1,925.00
S4	1,732.75	1,773.00	1,907.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,951.50	1,886.75	64.75	3.3%	27.50	1.4%	86%	False	False	1,812,501
10	1,951.50	1,822.50	129.00	6.6%	29.75	1.5%	93%	False	False	1,820,115
20	1,951.50	1,802.50	149.00	7.7%	36.75	1.9%	94%	False	False	2,145,643
40	2,075.00	1,802.50	272.50	14.0%	42.50	2.2%	51%	False	False	2,253,156
60	2,097.75	1,802.50	295.25	15.2%	39.50	2.0%	48%	False	False	1,839,783
80	2,102.75	1,802.50	300.25	15.5%	35.75	1.8%	47%	False	False	1,381,166
100	2,102.75	1,802.50	300.25	15.5%	33.00	1.7%	47%	False	False	1,106,022
120	2,102.75	1,802.50	300.25	15.5%	34.25	1.8%	47%	False	False	922,238

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	5.68
Narrowest range in 182 trading days

Fibonacci Retracements and Extensions
4.250	1,942.75
2.618	1,942.75
1.618	1,942.75
1.000	1,942.75
0.618	1,942.75
HIGH	1,942.75
0.618	1,942.75
0.500	1,942.75
0.382	1,942.75
LOW	1,942.75
0.618	1,942.75
1.000	1,942.75
1.618	1,942.75
2.618	1,942.75
4.250	1,942.75

Fisher Pivots for day following 26-Feb-2016
Pivot	1 day	3 day
R1	1,942.75	1,935.00
PP	1,942.75	1,927.00
S1	1,942.75	1,919.00

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

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