E-mini S&P 500 Future September 2014

Trading Metrics calculated at close of trading on 09-Jun-2014

Day Change Summary
	Previous	Current
	06-Jun-2014	09-Jun-2014	Change	Change %	Previous Week
Open	1,930.75	1,942.00	11.25	0.6%	1,913.50
High	1,942.50	1,947.25	4.75	0.2%	1,942.50
Low	1,930.25	1,938.50	8.25	0.4%	1,906.25
Close	1,942.00	1,942.75	0.75	0.0%	1,942.00
Range	12.25	8.75	-3.50	-28.6%	36.25
ATR	14.28	13.89	-0.40	-2.8%	0.00
Volume	33,429	80,420	46,991	140.6%	111,050

Daily Pivots for day following 09-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,969.00	1,964.75	1,947.50
R3	1,960.25	1,956.00	1,945.25
R2	1,951.50	1,951.50	1,944.25
R1	1,947.25	1,947.25	1,943.50	1,949.50
PP	1,942.75	1,942.75	1,942.75	1,944.00
S1	1,938.50	1,938.50	1,942.00	1,940.50
S2	1,934.00	1,934.00	1,941.25
S3	1,925.25	1,929.75	1,940.25
S4	1,916.50	1,921.00	1,938.00

Weekly Pivots for week ending 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,039.00	2,026.75	1,962.00
R3	2,002.75	1,990.50	1,952.00
R2	1,966.50	1,966.50	1,948.75
R1	1,954.25	1,954.25	1,945.25	1,960.50
PP	1,930.25	1,930.25	1,930.25	1,933.25
S1	1,918.00	1,918.00	1,938.75	1,924.00
S2	1,894.00	1,894.00	1,935.25
S3	1,857.75	1,881.75	1,932.00
S4	1,821.50	1,845.50	1,922.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,947.25	1,908.50	38.75	2.0%	11.75	0.6%	88%	True	False	36,239
10	1,947.25	1,889.50	57.75	3.0%	11.00	0.6%	92%	True	False	22,729
20	1,947.25	1,851.75	95.50	4.9%	13.50	0.7%	95%	True	False	13,908
40	1,947.25	1,796.50	150.75	7.8%	15.50	0.8%	97%	True	False	8,503
60	1,947.25	1,796.50	150.75	7.8%	17.50	0.9%	97%	True	False	6,338
80	1,947.25	1,789.00	158.25	8.1%	17.25	0.9%	97%	True	False	4,837
100	1,947.25	1,719.25	228.00	11.7%	17.50	0.9%	98%	True	False	3,904
120	1,947.25	1,719.25	228.00	11.7%	16.00	0.8%	98%	True	False	3,277

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	2.93
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,984.50
2.618	1,970.25
1.618	1,961.50
1.000	1,956.00
0.618	1,952.75
HIGH	1,947.25
0.618	1,944.00
0.500	1,943.00
0.382	1,941.75
LOW	1,938.50
0.618	1,933.00
1.000	1,929.75
1.618	1,924.25
2.618	1,915.50
4.250	1,901.25

Fisher Pivots for day following 09-Jun-2014
Pivot	1 day	3 day
R1	1,943.00	1,938.50
PP	1,942.75	1,934.50
S1	1,942.75	1,930.50

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

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