E-mini S&P 500 Future March 2014

Trading Metrics calculated at close of trading on 04-Dec-2013

Day Change Summary
	Previous	Current
	03-Dec-2013	04-Dec-2013	Change	Change %	Previous Week
Open	1,793.25	1,785.50	-7.75	-0.4%	1,795.00
High	1,795.25	1,793.00	-2.25	-0.1%	1,805.75
Low	1,779.75	1,771.50	-8.25	-0.5%	1,792.00
Close	1,785.00	1,785.25	0.25	0.0%	1,797.75
Range	15.50	21.50	6.00	38.7%	13.75
ATR	13.98	14.52	0.54	3.8%	0.00
Volume	13,152	21,031	7,879	59.9%	61,202

Daily Pivots for day following 04-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,847.75	1,838.00	1,797.00
R3	1,826.25	1,816.50	1,791.25
R2	1,804.75	1,804.75	1,789.25
R1	1,795.00	1,795.00	1,787.25	1,789.00
PP	1,783.25	1,783.25	1,783.25	1,780.25
S1	1,773.50	1,773.50	1,783.25	1,767.50
S2	1,761.75	1,761.75	1,781.25
S3	1,740.25	1,752.00	1,779.25
S4	1,718.75	1,730.50	1,773.50

Weekly Pivots for week ending 29-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,839.75	1,832.50	1,805.25
R3	1,826.00	1,818.75	1,801.50
R2	1,812.25	1,812.25	1,800.25
R1	1,805.00	1,805.00	1,799.00	1,808.50
PP	1,798.50	1,798.50	1,798.50	1,800.25
S1	1,791.25	1,791.25	1,796.50	1,795.00
S2	1,784.75	1,784.75	1,795.25
S3	1,771.00	1,777.50	1,794.00
S4	1,757.25	1,763.75	1,790.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,805.75	1,771.50	34.25	1.9%	12.75	0.7%	40%	False	True	18,706
10	1,805.75	1,768.25	37.50	2.1%	13.25	0.7%	45%	False	False	12,354
20	1,805.75	1,729.50	76.25	4.3%	15.00	0.8%	73%	False	False	8,801
40	1,805.75	1,633.50	172.25	9.6%	16.00	0.9%	88%	False	False	7,102
60	1,805.75	1,633.50	172.25	9.6%	15.75	0.9%	88%	False	False	5,756
80	1,805.75	1,613.00	192.75	10.8%	15.50	0.9%	89%	False	False	4,333
100	1,805.75	1,613.00	192.75	10.8%	14.50	0.8%	89%	False	False	3,478
120	1,805.75	1,542.25	263.50	14.8%	14.75	0.8%	92%	False	False	2,920

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	3.43
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1,884.50
2.618	1,849.25
1.618	1,827.75
1.000	1,814.50
0.618	1,806.25
HIGH	1,793.00
0.618	1,784.75
0.500	1,782.25
0.382	1,779.75
LOW	1,771.50
0.618	1,758.25
1.000	1,750.00
1.618	1,736.75
2.618	1,715.25
4.250	1,680.00

Fisher Pivots for day following 04-Dec-2013
Pivot	1 day	3 day
R1	1,784.25	1,787.00
PP	1,783.25	1,786.50
S1	1,782.25	1,785.75

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

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