E-mini S&P 500 Future June 2014

Trading Metrics calculated at close of trading on 18-Jun-2014

Day Change Summary
	Previous	Current
	17-Jun-2014	18-Jun-2014	Change	Change %	Previous Week
Open	1,936.50	1,941.50	5.00	0.3%	1,949.25
High	1,943.50	1,958.00	14.50	0.7%	1,954.75
Low	1,931.25	1,938.00	6.75	0.3%	1,924.75
Close	1,941.50	1,957.00	15.50	0.8%	1,935.75
Range	12.25	20.00	7.75	63.3%	30.00
ATR	13.94	14.37	0.43	3.1%	0.00
Volume	881,102	522,409	-358,693	-40.7%	6,024,514

Daily Pivots for day following 18-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,011.00	2,004.00	1,968.00
R3	1,991.00	1,984.00	1,962.50
R2	1,971.00	1,971.00	1,960.75
R1	1,964.00	1,964.00	1,958.75	1,967.50
PP	1,951.00	1,951.00	1,951.00	1,952.75
S1	1,944.00	1,944.00	1,955.25	1,947.50
S2	1,931.00	1,931.00	1,953.25
S3	1,911.00	1,924.00	1,951.50
S4	1,891.00	1,904.00	1,946.00

Weekly Pivots for week ending 13-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,028.50	2,012.00	1,952.25
R3	1,998.50	1,982.00	1,944.00
R2	1,968.50	1,968.50	1,941.25
R1	1,952.00	1,952.00	1,938.50	1,945.25
PP	1,938.50	1,938.50	1,938.50	1,935.00
S1	1,922.00	1,922.00	1,933.00	1,915.25
S2	1,908.50	1,908.50	1,930.25
S3	1,878.50	1,892.00	1,927.50
S4	1,848.50	1,862.00	1,919.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,958.00	1,924.75	33.25	1.7%	16.00	0.8%	97%	True	False	976,243
10	1,958.00	1,921.00	37.00	1.9%	14.25	0.7%	97%	True	False	1,117,722
20	1,958.00	1,866.50	91.50	4.7%	12.75	0.6%	99%	True	False	1,068,908
40	1,958.00	1,844.00	114.00	5.8%	15.00	0.8%	99%	True	False	1,262,693
60	1,958.00	1,803.25	154.75	7.9%	17.00	0.9%	99%	True	False	1,411,492
80	1,958.00	1,803.25	154.75	7.9%	17.75	0.9%	99%	True	False	1,248,344
100	1,958.00	1,725.25	232.75	11.9%	18.75	1.0%	100%	True	False	1,000,301
120	1,958.00	1,725.25	232.75	11.9%	18.25	0.9%	100%	True	False	834,096

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	3.50
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2,043.00
2.618	2,010.25
1.618	1,990.25
1.000	1,978.00
0.618	1,970.25
HIGH	1,958.00
0.618	1,950.25
0.500	1,948.00
0.382	1,945.75
LOW	1,938.00
0.618	1,925.75
1.000	1,918.00
1.618	1,905.75
2.618	1,885.75
4.250	1,853.00

Fisher Pivots for day following 18-Jun-2014
Pivot	1 day	3 day
R1	1,954.00	1,952.00
PP	1,951.00	1,947.25
S1	1,948.00	1,942.25

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

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