E-mini S&P 500 Future September 2014

Trading Metrics calculated at close of trading on 01-Jul-2014

Day Change Summary
	Previous	Current
	30-Jun-2014	01-Jul-2014	Change	Change %	Previous Week
Open	1,951.75	1,954.50	2.75	0.1%	1,952.75
High	1,956.75	1,971.75	15.00	0.8%	1,960.00
Low	1,948.00	1,953.50	5.50	0.3%	1,936.25
Close	1,952.50	1,965.75	13.25	0.7%	1,952.00
Range	8.75	18.25	9.50	108.6%	23.75
ATR	13.47	13.89	0.41	3.1%	0.00
Volume	1,155,861	1,455,654	299,793	25.9%	6,749,831

Daily Pivots for day following 01-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,018.50	2,010.25	1,975.75
R3	2,000.25	1,992.00	1,970.75
R2	1,982.00	1,982.00	1,969.00
R1	1,973.75	1,973.75	1,967.50	1,978.00
PP	1,963.75	1,963.75	1,963.75	1,965.75
S1	1,955.50	1,955.50	1,964.00	1,959.50
S2	1,945.50	1,945.50	1,962.50
S3	1,927.25	1,937.25	1,960.75
S4	1,909.00	1,919.00	1,955.75

Weekly Pivots for week ending 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,020.75	2,010.00	1,965.00
R3	1,997.00	1,986.25	1,958.50
R2	1,973.25	1,973.25	1,956.25
R1	1,962.50	1,962.50	1,954.25	1,956.00
PP	1,949.50	1,949.50	1,949.50	1,946.00
S1	1,938.75	1,938.75	1,949.75	1,932.25
S2	1,925.75	1,925.75	1,947.75
S3	1,902.00	1,915.00	1,945.50
S4	1,878.25	1,891.25	1,939.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,971.75	1,936.25	35.50	1.8%	14.00	0.7%	83%	True	False	1,361,275
10	1,971.75	1,929.25	42.50	2.2%	13.75	0.7%	86%	True	False	1,370,512
20	1,971.75	1,908.75	63.00	3.2%	13.50	0.7%	90%	True	False	1,010,434
40	1,971.75	1,847.25	124.50	6.3%	14.00	0.7%	95%	True	False	508,368
60	1,971.75	1,796.50	175.25	8.9%	16.00	0.8%	97%	True	False	340,010
80	1,971.75	1,796.50	175.25	8.9%	16.75	0.9%	97%	True	False	255,346
100	1,971.75	1,746.25	225.50	11.5%	16.75	0.8%	97%	True	False	204,336
120	1,971.75	1,719.25	252.50	12.8%	16.75	0.9%	98%	True	False	170,300

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.95
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2,049.25
2.618	2,019.50
1.618	2,001.25
1.000	1,990.00
0.618	1,983.00
HIGH	1,971.75
0.618	1,964.75
0.500	1,962.50
0.382	1,960.50
LOW	1,953.50
0.618	1,942.25
1.000	1,935.25
1.618	1,924.00
2.618	1,905.75
4.250	1,876.00

Fisher Pivots for day following 01-Jul-2014
Pivot	1 day	3 day
R1	1,964.75	1,963.00
PP	1,963.75	1,960.00
S1	1,962.50	1,957.25

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

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