E-mini S&P 500 Future September 2014

Trading Metrics calculated at close of trading on 23-Apr-2014

Day Change Summary
	Previous	Current
	22-Apr-2014	23-Apr-2014	Change	Change %	Previous Week
Open	1,857.00	1,865.75	8.75	0.5%	1,799.00
High	1,871.00	1,872.75	1.75	0.1%	1,856.00
Low	1,854.75	1,860.25	5.50	0.3%	1,796.50
Close	1,866.50	1,865.50	-1.00	-0.1%	1,850.50
Range	16.25	12.50	-3.75	-23.1%	59.50
ATR	20.35	19.79	-0.56	-2.8%	0.00
Volume	1,583	1,475	-108	-6.8%	16,986

Daily Pivots for day following 23-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,903.75	1,897.00	1,872.50
R3	1,891.25	1,884.50	1,869.00
R2	1,878.75	1,878.75	1,867.75
R1	1,872.00	1,872.00	1,866.75	1,869.00
PP	1,866.25	1,866.25	1,866.25	1,864.75
S1	1,859.50	1,859.50	1,864.25	1,856.50
S2	1,853.75	1,853.75	1,863.25
S3	1,841.25	1,847.00	1,862.00
S4	1,828.75	1,834.50	1,858.50

Weekly Pivots for week ending 18-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,012.75	1,991.25	1,883.25
R3	1,953.25	1,931.75	1,866.75
R2	1,893.75	1,893.75	1,861.50
R1	1,872.25	1,872.25	1,856.00	1,883.00
PP	1,834.25	1,834.25	1,834.25	1,839.75
S1	1,812.75	1,812.75	1,845.00	1,823.50
S2	1,774.75	1,774.75	1,839.50
S3	1,715.25	1,753.25	1,834.25
S4	1,655.75	1,693.75	1,817.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,872.75	1,833.00	39.75	2.1%	13.75	0.7%	82%	True	False	3,201
10	1,872.75	1,796.50	76.25	4.1%	21.50	1.2%	90%	True	False	3,601
20	1,885.25	1,796.50	88.75	4.8%	20.25	1.1%	78%	False	False	3,074
40	1,885.25	1,796.50	88.75	4.8%	19.25	1.0%	78%	False	False	1,793
60	1,885.25	1,719.25	166.00	8.9%	19.25	1.0%	88%	False	False	1,289
80	1,885.25	1,719.25	166.00	8.9%	17.00	0.9%	88%	False	False	1,012
100	1,885.25	1,719.25	166.00	8.9%	14.50	0.8%	88%	False	False	816
120	1,885.25	1,719.25	166.00	8.9%	12.50	0.7%	88%	False	False	681

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.93
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,926.00
2.618	1,905.50
1.618	1,893.00
1.000	1,885.25
0.618	1,880.50
HIGH	1,872.75
0.618	1,868.00
0.500	1,866.50
0.382	1,865.00
LOW	1,860.25
0.618	1,852.50
1.000	1,847.75
1.618	1,840.00
2.618	1,827.50
4.250	1,807.00

Fisher Pivots for day following 23-Apr-2014
Pivot	1 day	3 day
R1	1,866.50	1,864.00
PP	1,866.25	1,862.75
S1	1,865.75	1,861.50

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

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