E-mini S&P 500 Future December 2014

Trading Metrics calculated at close of trading on 03-Nov-2014

Day Change Summary
	Previous	Current
	31-Oct-2014	03-Nov-2014	Change	Change %	Previous Week
Open	1,987.75	2,011.25	23.50	1.2%	1,960.25
High	2,016.75	2,019.25	2.50	0.1%	2,016.75
Low	1,986.75	2,007.00	20.25	1.0%	1,944.50
Close	2,011.50	2,011.00	-0.50	0.0%	2,011.50
Range	30.00	12.25	-17.75	-59.2%	72.25
ATR	31.44	30.07	-1.37	-4.4%	0.00
Volume	1,924,396	1,361,523	-562,873	-29.2%	8,823,918

Daily Pivots for day following 03-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,049.25	2,042.25	2,017.75
R3	2,037.00	2,030.00	2,014.25
R2	2,024.75	2,024.75	2,013.25
R1	2,017.75	2,017.75	2,012.00	2,015.00
PP	2,012.50	2,012.50	2,012.50	2,011.00
S1	2,005.50	2,005.50	2,010.00	2,003.00
S2	2,000.25	2,000.25	2,008.75
S3	1,988.00	1,993.25	2,007.75
S4	1,975.75	1,981.00	2,004.25

Weekly Pivots for week ending 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,207.75	2,181.75	2,051.25
R3	2,135.50	2,109.50	2,031.25
R2	2,063.25	2,063.25	2,024.75
R1	2,037.25	2,037.25	2,018.00	2,050.25
PP	1,991.00	1,991.00	1,991.00	1,997.50
S1	1,965.00	1,965.00	2,005.00	1,978.00
S2	1,918.75	1,918.75	1,998.25
S3	1,846.50	1,892.75	1,991.75
S4	1,774.25	1,820.50	1,971.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,019.25	1,956.75	62.50	3.1%	25.00	1.2%	87%	True	False	1,746,676
10	2,019.25	1,885.75	133.50	6.6%	28.50	1.4%	94%	True	False	1,806,326
20	2,019.25	1,813.00	206.25	10.3%	36.25	1.8%	96%	True	False	2,362,470
40	2,019.25	1,813.00	206.25	10.3%	28.75	1.4%	96%	True	False	2,005,836
60	2,019.25	1,813.00	206.25	10.3%	23.75	1.2%	96%	True	False	1,342,003
80	2,019.25	1,813.00	206.25	10.3%	22.75	1.1%	96%	True	False	1,007,389
100	2,019.25	1,813.00	206.25	10.3%	20.75	1.0%	96%	True	False	806,238
120	2,019.25	1,813.00	206.25	10.3%	19.25	1.0%	96%	True	False	671,916

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	7.38
Narrowest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	2,071.25
2.618	2,051.25
1.618	2,039.00
1.000	2,031.50
0.618	2,026.75
HIGH	2,019.25
0.618	2,014.50
0.500	2,013.00
0.382	2,011.75
LOW	2,007.00
0.618	1,999.50
1.000	1,994.75
1.618	1,987.25
2.618	1,975.00
4.250	1,955.00

Fisher Pivots for day following 03-Nov-2014
Pivot	1 day	3 day
R1	2,013.00	2,003.75
PP	2,012.50	1,996.50
S1	2,011.75	1,989.25

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

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