E-mini S&P 500 Future June 2014

Trading Metrics calculated at close of trading on 10-Apr-2014

Day Change Summary
	Previous	Current
	09-Apr-2014	10-Apr-2014	Change	Change %	Previous Week
Open	1,845.00	1,865.75	20.75	1.1%	1,855.00
High	1,866.50	1,867.50	1.00	0.1%	1,892.50
Low	1,843.75	1,823.75	-20.00	-1.1%	1,855.00
Close	1,864.75	1,827.00	-37.75	-2.0%	1,860.00
Range	22.75	43.75	21.00	92.3%	37.50
ATR	20.66	22.31	1.65	8.0%	0.00
Volume	1,414,210	2,378,458	964,248	68.2%	7,703,725

Daily Pivots for day following 10-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,970.75	1,942.50	1,851.00
R3	1,927.00	1,898.75	1,839.00
R2	1,883.25	1,883.25	1,835.00
R1	1,855.00	1,855.00	1,831.00	1,847.25
PP	1,839.50	1,839.50	1,839.50	1,835.50
S1	1,811.25	1,811.25	1,823.00	1,803.50
S2	1,795.75	1,795.75	1,819.00
S3	1,752.00	1,767.50	1,815.00
S4	1,708.25	1,723.75	1,803.00

Weekly Pivots for week ending 04-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,981.75	1,958.25	1,880.50
R3	1,944.25	1,920.75	1,870.25
R2	1,906.75	1,906.75	1,867.00
R1	1,883.25	1,883.25	1,863.50	1,895.00
PP	1,869.25	1,869.25	1,869.25	1,875.00
S1	1,845.75	1,845.75	1,856.50	1,857.50
S2	1,831.75	1,831.75	1,853.00
S3	1,794.25	1,808.25	1,849.75
S4	1,756.75	1,770.75	1,839.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,892.50	1,823.75	68.75	3.8%	29.75	1.6%	5%	False	True	2,064,678
10	1,892.50	1,823.75	68.75	3.8%	21.75	1.2%	5%	False	True	1,703,245
20	1,892.50	1,823.50	69.00	3.8%	22.00	1.2%	5%	False	False	1,799,448
40	1,892.50	1,795.50	97.00	5.3%	20.25	1.1%	32%	False	False	946,298
60	1,892.50	1,725.25	167.25	9.2%	21.25	1.2%	61%	False	False	633,100
80	1,892.50	1,725.25	167.25	9.2%	19.75	1.1%	61%	False	False	475,346
100	1,892.50	1,725.25	167.25	9.2%	18.25	1.0%	61%	False	False	380,310
120	1,892.50	1,714.00	178.50	9.8%	17.00	0.9%	63%	False	False	316,932

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.15
Widest range in 47 trading days

Fibonacci Retracements and Extensions
4.250	2,053.50
2.618	1,982.00
1.618	1,938.25
1.000	1,911.25
0.618	1,894.50
HIGH	1,867.50
0.618	1,850.75
0.500	1,845.50
0.382	1,840.50
LOW	1,823.75
0.618	1,796.75
1.000	1,780.00
1.618	1,753.00
2.618	1,709.25
4.250	1,637.75

Fisher Pivots for day following 10-Apr-2014
Pivot	1 day	3 day
R1	1,845.50	1,845.50
PP	1,839.50	1,839.50
S1	1,833.25	1,833.25

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

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