E-mini S&P 500 Future September 2014

Trading Metrics calculated at close of trading on 17-Jun-2014

Day Change Summary
	Previous	Current
	16-Jun-2014	17-Jun-2014	Change	Change %	Previous Week
Open	1,928.00	1,929.00	1.00	0.1%	1,942.00
High	1,933.50	1,935.75	2.25	0.1%	1,947.25
Low	1,919.00	1,923.75	4.75	0.2%	1,917.50
Close	1,929.25	1,933.75	4.50	0.2%	1,928.25
Range	14.50	12.00	-2.50	-17.2%	29.75
ATR	13.89	13.76	-0.14	-1.0%	0.00
Volume	1,739,592	1,817,231	77,639	4.5%	2,863,735

Daily Pivots for day following 17-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,967.00	1,962.50	1,940.25
R3	1,955.00	1,950.50	1,937.00
R2	1,943.00	1,943.00	1,936.00
R1	1,938.50	1,938.50	1,934.75	1,940.75
PP	1,931.00	1,931.00	1,931.00	1,932.25
S1	1,926.50	1,926.50	1,932.75	1,928.75
S2	1,919.00	1,919.00	1,931.50
S3	1,907.00	1,914.50	1,930.50
S4	1,895.00	1,902.50	1,927.25

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	1,943.50	1,917.50	26.00	1.3%	14.50	0.7%	63%	False	False	1,234,305
10	1,947.25	1,908.75	38.50	2.0%	13.25	0.7%	65%	False	False	650,356
20	1,947.25	1,857.50	89.75	4.6%	12.50	0.6%	85%	False	False	329,753
40	1,947.25	1,836.75	110.50	5.7%	14.50	0.8%	88%	False	False	166,384
60	1,947.25	1,796.50	150.75	7.8%	16.75	0.9%	91%	False	False	111,940
80	1,947.25	1,796.50	150.75	7.8%	17.00	0.9%	91%	False	False	84,052
100	1,947.25	1,719.25	228.00	11.8%	17.75	0.9%	94%	False	False	67,303
120	1,947.25	1,719.25	228.00	11.8%	16.00	0.8%	94%	False	False	56,110

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	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	3.40
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,986.75
2.618	1,967.25
1.618	1,955.25
1.000	1,947.75
0.618	1,943.25
HIGH	1,935.75
0.618	1,931.25
0.500	1,929.75
0.382	1,928.25
LOW	1,923.75
0.618	1,916.25
1.000	1,911.75
1.618	1,904.25
2.618	1,892.25
4.250	1,872.75

Fisher Pivots for day following 17-Jun-2014
Pivot	1 day	3 day
R1	1,932.50	1,931.50
PP	1,931.00	1,929.50
S1	1,929.75	1,927.50

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

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