E-mini S&P 500 Future March 2016

Trading Metrics calculated at close of trading on 07-Mar-2016

Day Change Summary
	Previous	Current
	04-Mar-2016	07-Mar-2016	Change	Change %	Previous Week
Open	1,991.00	1,994.50	3.50	0.2%	1,943.00
High	2,007.50	2,004.50	-3.00	-0.1%	2,007.50
Low	1,984.00	1,984.50	0.50	0.0%	1,920.75
Close	1,995.00	1,999.00	4.00	0.2%	1,995.00
Range	23.50	20.00	-3.50	-14.9%	86.75
ATR	34.36	33.34	-1.03	-3.0%	0.00
Volume	2,247,812	1,633,347	-614,465	-27.3%	9,486,826

Daily Pivots for day following 07-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,056.00	2,047.50	2,010.00
R3	2,036.00	2,027.50	2,004.50
R2	2,016.00	2,016.00	2,002.75
R1	2,007.50	2,007.50	2,000.75	2,011.75
PP	1,996.00	1,996.00	1,996.00	1,998.00
S1	1,987.50	1,987.50	1,997.25	1,991.75
S2	1,976.00	1,976.00	1,995.25
S3	1,956.00	1,967.50	1,993.50
S4	1,936.00	1,947.50	1,988.00

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	2,234.75	2,201.50	2,042.75
R3	2,148.00	2,114.75	2,018.75
R2	2,061.25	2,061.25	2,011.00
R1	2,028.00	2,028.00	2,003.00	2,044.50
PP	1,974.50	1,974.50	1,974.50	1,982.75
S1	1,941.25	1,941.25	1,987.00	1,958.00
S2	1,887.75	1,887.75	1,979.00
S3	1,801.00	1,854.50	1,971.25
S4	1,714.25	1,767.75	1,947.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,007.50	1,920.75	86.75	4.3%	27.50	1.4%	90%	False	False	1,858,752
10	2,007.50	1,886.75	120.75	6.0%	27.00	1.3%	93%	False	False	1,875,735
20	2,007.50	1,802.50	205.00	10.3%	32.50	1.6%	96%	False	False	2,017,596
40	2,007.50	1,802.50	205.00	10.3%	40.75	2.0%	96%	False	False	2,259,602
60	2,075.00	1,802.50	272.50	13.6%	38.75	1.9%	72%	False	False	2,018,611
80	2,097.75	1,802.50	295.25	14.8%	35.75	1.8%	67%	False	False	1,519,854
100	2,102.75	1,802.50	300.25	15.0%	33.25	1.7%	65%	False	False	1,216,831
120	2,102.75	1,802.50	300.25	15.0%	33.50	1.7%	65%	False	False	1,014,859

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.33
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,089.50
2.618	2,056.75
1.618	2,036.75
1.000	2,024.50
0.618	2,016.75
HIGH	2,004.50
0.618	1,996.75
0.500	1,994.50
0.382	1,992.25
LOW	1,984.50
0.618	1,972.25
1.000	1,964.50
1.618	1,952.25
2.618	1,932.25
4.250	1,899.50

Fisher Pivots for day following 07-Mar-2016
Pivot	1 day	3 day
R1	1,997.50	1,996.50
PP	1,996.00	1,993.75
S1	1,994.50	1,991.00

Download as Excel Spreadsheet

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

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