E-mini S&P 500 Future September 2014

Trading Metrics calculated at close of trading on 10-Jun-2014

Day Change Summary
	Previous	Current
	09-Jun-2014	10-Jun-2014	Change	Change %	Previous Week
Open	1,942.00	1,941.75	-0.25	0.0%	1,913.50
High	1,947.25	1,944.25	-3.00	-0.2%	1,942.50
Low	1,938.50	1,935.75	-2.75	-0.1%	1,906.25
Close	1,942.75	1,943.25	0.50	0.0%	1,942.00
Range	8.75	8.50	-0.25	-2.9%	36.25
ATR	13.89	13.50	-0.38	-2.8%	0.00
Volume	80,420	168,609	88,189	109.7%	111,050

Daily Pivots for day following 10-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,966.50	1,963.50	1,948.00
R3	1,958.00	1,955.00	1,945.50
R2	1,949.50	1,949.50	1,944.75
R1	1,946.50	1,946.50	1,944.00	1,948.00
PP	1,941.00	1,941.00	1,941.00	1,942.00
S1	1,938.00	1,938.00	1,942.50	1,939.50
S2	1,932.50	1,932.50	1,941.75
S3	1,924.00	1,929.50	1,941.00
S4	1,915.50	1,921.00	1,938.50

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	1,908.75	38.50	2.0%	12.00	0.6%	90%	False	False	66,407
10	1,947.25	1,897.50	49.75	2.6%	10.50	0.5%	92%	False	False	38,618
20	1,947.25	1,851.75	95.50	4.9%	13.00	0.7%	96%	False	False	22,254
40	1,947.25	1,796.50	150.75	7.8%	15.25	0.8%	97%	False	False	12,639
60	1,947.25	1,796.50	150.75	7.8%	17.25	0.9%	97%	False	False	9,139
80	1,947.25	1,796.50	150.75	7.8%	17.00	0.9%	97%	False	False	6,915
100	1,947.25	1,719.25	228.00	11.7%	17.50	0.9%	98%	False	False	5,589
120	1,947.25	1,719.25	228.00	11.7%	15.75	0.8%	98%	False	False	4,682

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	3.08
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,980.50
2.618	1,966.50
1.618	1,958.00
1.000	1,952.75
0.618	1,949.50
HIGH	1,944.25
0.618	1,941.00
0.500	1,940.00
0.382	1,939.00
LOW	1,935.75
0.618	1,930.50
1.000	1,927.25
1.618	1,922.00
2.618	1,913.50
4.250	1,899.50

Fisher Pivots for day following 10-Jun-2014
Pivot	1 day	3 day
R1	1,942.25	1,941.75
PP	1,941.00	1,940.25
S1	1,940.00	1,938.75

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

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