E-mini S&P 500 Future March 2015

Trading Metrics calculated at close of trading on 08-Jan-2015

Day Change Summary
	Previous	Current
	07-Jan-2015	08-Jan-2015	Change	Change %	Previous Week
Open	1,996.50	2,020.50	24.00	1.2%	2,086.00
High	2,023.75	2,058.50	34.75	1.7%	2,088.75
Low	1,995.75	2,020.25	24.50	1.2%	2,038.75
Close	2,019.50	2,055.00	35.50	1.8%	2,046.25
Range	28.00	38.25	10.25	36.6%	50.00
ATR	25.57	26.53	0.96	3.8%	0.00
Volume	1,760,658	1,555,733	-204,925	-11.6%	3,548,944

Daily Pivots for day following 08-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	2,159.25	2,145.50	2,076.00
R3	2,121.00	2,107.25	2,065.50
R2	2,082.75	2,082.75	2,062.00
R1	2,069.00	2,069.00	2,058.50	2,076.00
PP	2,044.50	2,044.50	2,044.50	2,048.00
S1	2,030.75	2,030.75	2,051.50	2,037.50
S2	2,006.25	2,006.25	2,048.00
S3	1,968.00	1,992.50	2,044.50
S4	1,929.75	1,954.25	2,034.00

Weekly Pivots for week ending 02-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	2,208.00	2,177.00	2,073.75
R3	2,158.00	2,127.00	2,060.00
R2	2,108.00	2,108.00	2,055.50
R1	2,077.00	2,077.00	2,050.75	2,067.50
PP	2,058.00	2,058.00	2,058.00	2,053.00
S1	2,027.00	2,027.00	2,041.75	2,017.50
S2	2,008.00	2,008.00	2,037.00
S3	1,958.00	1,977.00	2,032.50
S4	1,908.00	1,927.00	2,018.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,067.25	1,984.25	83.00	4.0%	34.50	1.7%	85%	False	False	1,810,774
10	2,088.75	1,984.25	104.50	5.1%	25.00	1.2%	68%	False	False	1,178,880
20	2,088.75	1,961.50	127.25	6.2%	29.50	1.4%	73%	False	False	1,506,865
40	2,088.75	1,961.50	127.25	6.2%	22.00	1.1%	73%	False	False	765,103
60	2,088.75	1,805.00	283.75	13.8%	24.25	1.2%	88%	False	False	511,785
80	2,088.75	1,805.00	283.75	13.8%	25.00	1.2%	88%	False	False	384,370
100	2,088.75	1,805.00	283.75	13.8%	22.25	1.1%	88%	False	False	307,535
120	2,088.75	1,805.00	283.75	13.8%	21.00	1.0%	88%	False	False	256,287

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	3.25
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,221.00
2.618	2,158.75
1.618	2,120.50
1.000	2,096.75
0.618	2,082.25
HIGH	2,058.50
0.618	2,044.00
0.500	2,039.50
0.382	2,034.75
LOW	2,020.25
0.618	1,996.50
1.000	1,982.00
1.618	1,958.25
2.618	1,920.00
4.250	1,857.75

Fisher Pivots for day following 08-Jan-2015
Pivot	1 day	3 day
R1	2,049.75	2,043.75
PP	2,044.50	2,032.50
S1	2,039.50	2,021.50

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

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