E-mini S&P 500 Future June 2014

Trading Metrics calculated at close of trading on 15-Apr-2014

Day Change Summary
	Previous	Current
	14-Apr-2014	15-Apr-2014	Change	Change %	Previous Week
Open	1,806.00	1,825.00	19.00	1.1%	1,861.00
High	1,828.00	1,844.00	16.00	0.9%	1,867.50
Low	1,803.25	1,809.25	6.00	0.3%	1,807.25
Close	1,824.50	1,839.50	15.00	0.8%	1,811.75
Range	24.75	34.75	10.00	40.4%	60.25
ATR	22.65	23.51	0.86	3.8%	0.00
Volume	1,885,532	2,609,484	723,952	38.4%	10,353,731

Daily Pivots for day following 15-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,935.25	1,922.00	1,858.50
R3	1,900.50	1,887.25	1,849.00
R2	1,865.75	1,865.75	1,845.75
R1	1,852.50	1,852.50	1,842.75	1,859.00
PP	1,831.00	1,831.00	1,831.00	1,834.25
S1	1,817.75	1,817.75	1,836.25	1,824.50
S2	1,796.25	1,796.25	1,833.25
S3	1,761.50	1,783.00	1,830.00
S4	1,726.75	1,748.25	1,820.50

Weekly Pivots for week ending 11-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,009.50	1,971.00	1,845.00
R3	1,949.25	1,910.75	1,828.25
R2	1,889.00	1,889.00	1,822.75
R1	1,850.50	1,850.50	1,817.25	1,839.50
PP	1,828.75	1,828.75	1,828.75	1,823.50
S1	1,790.25	1,790.25	1,806.25	1,779.50
S2	1,768.50	1,768.50	1,800.75
S3	1,708.25	1,730.00	1,795.25
S4	1,648.00	1,669.75	1,778.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,867.50	1,803.25	64.25	3.5%	30.25	1.6%	56%	False	False	2,162,967
10	1,892.50	1,803.25	89.25	4.9%	25.50	1.4%	41%	False	False	1,976,672
20	1,892.50	1,803.25	89.25	4.9%	22.75	1.2%	41%	False	False	1,845,226
40	1,892.50	1,803.25	89.25	4.9%	21.00	1.1%	41%	False	False	1,121,209
60	1,892.50	1,725.25	167.25	9.1%	22.25	1.2%	68%	False	False	749,958
80	1,892.50	1,725.25	167.25	9.1%	19.75	1.1%	68%	False	False	563,109
100	1,892.50	1,725.25	167.25	9.1%	18.75	1.0%	68%	False	False	450,530
120	1,892.50	1,723.25	169.25	9.2%	17.50	1.0%	69%	False	False	375,450

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	4.83
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,991.75
2.618	1,935.00
1.618	1,900.25
1.000	1,878.75
0.618	1,865.50
HIGH	1,844.00
0.618	1,830.75
0.500	1,826.50
0.382	1,822.50
LOW	1,809.25
0.618	1,787.75
1.000	1,774.50
1.618	1,753.00
2.618	1,718.25
4.250	1,661.50

Fisher Pivots for day following 15-Apr-2014
Pivot	1 day	3 day
R1	1,835.25	1,834.25
PP	1,831.00	1,829.00
S1	1,826.50	1,823.50

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

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