E-mini S&P 500 Future September 2014

Trading Metrics calculated at close of trading on 16-Jun-2014

Day Change Summary
	Previous	Current
	13-Jun-2014	16-Jun-2014	Change	Change %	Previous Week
Open	1,923.50	1,928.00	4.50	0.2%	1,942.00
High	1,929.75	1,933.50	3.75	0.2%	1,947.25
Low	1,919.00	1,919.00	0.00	0.0%	1,917.50
Close	1,928.25	1,929.25	1.00	0.1%	1,928.25
Range	10.75	14.50	3.75	34.9%	29.75
ATR	13.84	13.89	0.05	0.3%	0.00
Volume	1,525,197	1,739,592	214,395	14.1%	2,863,735

Daily Pivots for day following 16-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,970.75	1,964.50	1,937.25
R3	1,956.25	1,950.00	1,933.25
R2	1,941.75	1,941.75	1,932.00
R1	1,935.50	1,935.50	1,930.50	1,938.50
PP	1,927.25	1,927.25	1,927.25	1,928.75
S1	1,921.00	1,921.00	1,928.00	1,924.00
S2	1,912.75	1,912.75	1,926.50
S3	1,898.25	1,906.50	1,925.25
S4	1,883.75	1,892.00	1,921.25

Weekly Pivots for week ending 13-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,020.25	2,004.00	1,944.50
R3	1,990.50	1,974.25	1,936.50
R2	1,960.75	1,960.75	1,933.75
R1	1,944.50	1,944.50	1,931.00	1,937.75
PP	1,931.00	1,931.00	1,931.00	1,927.50
S1	1,914.75	1,914.75	1,925.50	1,908.00
S2	1,901.25	1,901.25	1,922.75
S3	1,871.50	1,885.00	1,920.00
S4	1,841.75	1,855.25	1,912.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,944.25	1,917.50	26.75	1.4%	13.75	0.7%	44%	False	False	904,581
10	1,947.25	1,908.50	38.75	2.0%	12.75	0.7%	54%	False	False	470,410
20	1,947.25	1,857.50	89.75	4.7%	12.75	0.7%	80%	False	False	239,136
40	1,947.25	1,836.75	110.50	5.7%	14.50	0.8%	84%	False	False	121,072
60	1,947.25	1,796.50	150.75	7.8%	16.75	0.9%	88%	False	False	81,667
80	1,947.25	1,796.50	150.75	7.8%	17.00	0.9%	88%	False	False	61,338
100	1,947.25	1,719.25	228.00	11.8%	18.00	0.9%	92%	False	False	49,131
120	1,947.25	1,719.25	228.00	11.8%	16.00	0.8%	92%	False	False	40,967

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	3.15
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,995.00
2.618	1,971.50
1.618	1,957.00
1.000	1,948.00
0.618	1,942.50
HIGH	1,933.50
0.618	1,928.00
0.500	1,926.25
0.382	1,924.50
LOW	1,919.00
0.618	1,910.00
1.000	1,904.50
1.618	1,895.50
2.618	1,881.00
4.250	1,857.50

Fisher Pivots for day following 16-Jun-2014
Pivot	1 day	3 day
R1	1,928.25	1,929.25
PP	1,927.25	1,929.00
S1	1,926.25	1,929.00

Download as Excel Spreadsheet

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

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