E-mini S&P 500 Future March 2014

Trading Metrics calculated at close of trading on 21-Jan-2014

Day Change Summary
	Previous	Current
	17-Jan-2014	21-Jan-2014	Change	Change %	Previous Week
Open	1,838.00	1,834.00	-4.00	-0.2%	1,838.50
High	1,842.75	1,844.00	1.25	0.1%	1,845.75
Low	1,829.25	1,826.25	-3.00	-0.2%	1,809.50
Close	1,834.25	1,838.50	4.25	0.2%	1,834.25
Range	13.50	17.75	4.25	31.5%	36.25
ATR	15.12	15.31	0.19	1.2%	0.00
Volume	1,182,782	1,329,662	146,880	12.4%	6,700,960

Daily Pivots for day following 21-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,889.50	1,881.75	1,848.25
R3	1,871.75	1,864.00	1,843.50
R2	1,854.00	1,854.00	1,841.75
R1	1,846.25	1,846.25	1,840.25	1,850.00
PP	1,836.25	1,836.25	1,836.25	1,838.25
S1	1,828.50	1,828.50	1,836.75	1,832.50
S2	1,818.50	1,818.50	1,835.25
S3	1,800.75	1,810.75	1,833.50
S4	1,783.00	1,793.00	1,828.75

Weekly Pivots for week ending 17-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,938.50	1,922.75	1,854.25
R3	1,902.25	1,886.50	1,844.25
R2	1,866.00	1,866.00	1,841.00
R1	1,850.25	1,850.25	1,837.50	1,840.00
PP	1,829.75	1,829.75	1,829.75	1,824.75
S1	1,814.00	1,814.00	1,831.00	1,803.75
S2	1,793.50	1,793.50	1,827.50
S3	1,757.25	1,777.75	1,824.25
S4	1,721.00	1,741.50	1,814.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,845.75	1,812.75	33.00	1.8%	15.25	0.8%	78%	False	False	1,264,042
10	1,845.75	1,809.50	36.25	2.0%	16.00	0.9%	80%	False	False	1,330,397
20	1,846.50	1,802.50	44.00	2.4%	13.50	0.7%	82%	False	False	1,079,097
40	1,846.50	1,754.00	92.50	5.0%	14.75	0.8%	91%	False	False	815,177
60	1,846.50	1,729.50	117.00	6.4%	15.00	0.8%	93%	False	False	545,192
80	1,846.50	1,633.50	213.00	11.6%	15.75	0.9%	96%	False	False	410,247
100	1,846.50	1,613.00	233.50	12.7%	15.50	0.8%	97%	False	False	328,329
120	1,846.50	1,613.00	233.50	12.7%	15.00	0.8%	97%	False	False	273,617

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.80
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,919.50
2.618	1,890.50
1.618	1,872.75
1.000	1,861.75
0.618	1,855.00
HIGH	1,844.00
0.618	1,837.25
0.500	1,835.00
0.382	1,833.00
LOW	1,826.25
0.618	1,815.25
1.000	1,808.50
1.618	1,797.50
2.618	1,779.75
4.250	1,750.75

Fisher Pivots for day following 21-Jan-2014
Pivot	1 day	3 day
R1	1,837.50	1,837.50
PP	1,836.25	1,836.25
S1	1,835.00	1,835.00

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

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