E-mini S&P 500 Future June 2014

Trading Metrics calculated at close of trading on 12-May-2014

Day Change Summary
	Previous	Current
	09-May-2014	12-May-2014	Change	Change %	Previous Week
Open	1,870.25	1,874.00	3.75	0.2%	1,875.50
High	1,875.00	1,894.00	19.00	1.0%	1,884.75
Low	1,862.50	1,874.00	11.50	0.6%	1,854.50
Close	1,873.50	1,892.75	19.25	1.0%	1,873.50
Range	12.50	20.00	7.50	60.0%	30.25
ATR	18.75	18.87	0.13	0.7%	0.00
Volume	1,476,536	1,183,703	-292,833	-19.8%	7,785,096

Daily Pivots for day following 12-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,947.00	1,939.75	1,903.75
R3	1,927.00	1,919.75	1,898.25
R2	1,907.00	1,907.00	1,896.50
R1	1,899.75	1,899.75	1,894.50	1,903.50
PP	1,887.00	1,887.00	1,887.00	1,888.75
S1	1,879.75	1,879.75	1,891.00	1,883.50
S2	1,867.00	1,867.00	1,889.00
S3	1,847.00	1,859.75	1,887.25
S4	1,827.00	1,839.75	1,881.75

Weekly Pivots for week ending 09-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,961.75	1,947.75	1,890.25
R3	1,931.50	1,917.50	1,881.75
R2	1,901.25	1,901.25	1,879.00
R1	1,887.25	1,887.25	1,876.25	1,879.00
PP	1,871.00	1,871.00	1,871.00	1,866.75
S1	1,857.00	1,857.00	1,870.75	1,849.00
S2	1,840.75	1,840.75	1,868.00
S3	1,810.50	1,826.75	1,865.25
S4	1,780.25	1,796.50	1,856.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,894.00	1,854.50	39.50	2.1%	18.75	1.0%	97%	True	False	1,558,409
10	1,894.00	1,854.50	39.50	2.1%	16.25	0.9%	97%	True	False	1,434,553
20	1,894.00	1,803.25	90.75	4.8%	18.00	1.0%	99%	True	False	1,476,538
40	1,894.00	1,803.25	90.75	4.8%	20.25	1.1%	99%	True	False	1,646,226
60	1,894.00	1,803.25	90.75	4.8%	19.50	1.0%	99%	True	False	1,164,945
80	1,894.00	1,725.25	168.75	8.9%	20.75	1.1%	99%	True	False	875,501
100	1,894.00	1,725.25	168.75	8.9%	19.50	1.0%	99%	True	False	700,849
120	1,894.00	1,725.25	168.75	8.9%	18.50	1.0%	99%	True	False	584,073

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	4.78
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,979.00
2.618	1,946.25
1.618	1,926.25
1.000	1,914.00
0.618	1,906.25
HIGH	1,894.00
0.618	1,886.25
0.500	1,884.00
0.382	1,881.75
LOW	1,874.00
0.618	1,861.75
1.000	1,854.00
1.618	1,841.75
2.618	1,821.75
4.250	1,789.00

Fisher Pivots for day following 12-May-2014
Pivot	1 day	3 day
R1	1,889.75	1,888.00
PP	1,887.00	1,883.00
S1	1,884.00	1,878.25

Download as Excel Spreadsheet

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

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