E-mini S&P 500 Future September 2014

Trading Metrics calculated at close of trading on 02-Jul-2014

Day Change Summary
	Previous	Current
	01-Jul-2014	02-Jul-2014	Change	Change %	Previous Week
Open	1,954.50	1,966.25	11.75	0.6%	1,952.75
High	1,971.75	1,970.00	-1.75	-0.1%	1,960.00
Low	1,953.50	1,964.50	11.00	0.6%	1,936.25
Close	1,965.75	1,967.75	2.00	0.1%	1,952.00
Range	18.25	5.50	-12.75	-69.9%	23.75
ATR	13.89	13.29	-0.60	-4.3%	0.00
Volume	1,455,654	920,982	-534,672	-36.7%	6,749,831

Daily Pivots for day following 02-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,984.00	1,981.25	1,970.75
R3	1,978.50	1,975.75	1,969.25
R2	1,973.00	1,973.00	1,968.75
R1	1,970.25	1,970.25	1,968.25	1,971.50
PP	1,967.50	1,967.50	1,967.50	1,968.00
S1	1,964.75	1,964.75	1,967.25	1,966.00
S2	1,962.00	1,962.00	1,966.75
S3	1,956.50	1,959.25	1,966.25
S4	1,951.00	1,953.75	1,964.75

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%	12.00	0.6%	89%	False	False	1,239,053
10	1,971.75	1,936.25	35.50	1.8%	12.25	0.6%	89%	False	False	1,286,702
20	1,971.75	1,913.50	58.25	3.0%	13.25	0.7%	93%	False	False	1,055,532
40	1,971.75	1,847.25	124.50	6.3%	13.75	0.7%	97%	False	False	531,351
60	1,971.75	1,796.50	175.25	8.9%	15.50	0.8%	98%	False	False	355,304
80	1,971.75	1,796.50	175.25	8.9%	16.75	0.8%	98%	False	False	266,856
100	1,971.75	1,774.50	197.25	10.0%	16.25	0.8%	98%	False	False	213,544
120	1,971.75	1,719.25	252.50	12.8%	17.00	0.9%	98%	False	False	177,975

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.70
Narrowest range in 112 trading days

Fibonacci Retracements and Extensions
4.250	1,993.50
2.618	1,984.50
1.618	1,979.00
1.000	1,975.50
0.618	1,973.50
HIGH	1,970.00
0.618	1,968.00
0.500	1,967.25
0.382	1,966.50
LOW	1,964.50
0.618	1,961.00
1.000	1,959.00
1.618	1,955.50
2.618	1,950.00
4.250	1,941.00

Fisher Pivots for day following 02-Jul-2014
Pivot	1 day	3 day
R1	1,967.50	1,965.00
PP	1,967.50	1,962.50
S1	1,967.25	1,960.00

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

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