E-mini S&P 500 Future September 2014

Trading Metrics calculated at close of trading on 09-Jul-2014

Day Change Summary
	Previous	Current
	08-Jul-2014	09-Jul-2014	Change	Change %	Previous Week
Open	1,970.50	1,960.50	-10.00	-0.5%	1,951.75
High	1,970.75	1,968.25	-2.50	-0.1%	1,978.25
Low	1,952.75	1,958.25	5.50	0.3%	1,948.00
Close	1,960.50	1,967.25	6.75	0.3%	1,977.50
Range	18.00	10.00	-8.00	-44.4%	30.25
ATR	13.38	13.13	-0.24	-1.8%	0.00
Volume	1,776,514	1,393,006	-383,508	-21.6%	4,378,624

Daily Pivots for day following 09-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,994.50	1,991.00	1,972.75
R3	1,984.50	1,981.00	1,970.00
R2	1,974.50	1,974.50	1,969.00
R1	1,971.00	1,971.00	1,968.25	1,972.75
PP	1,964.50	1,964.50	1,964.50	1,965.50
S1	1,961.00	1,961.00	1,966.25	1,962.75
S2	1,954.50	1,954.50	1,965.50
S3	1,944.50	1,951.00	1,964.50
S4	1,934.50	1,941.00	1,961.75

Weekly Pivots for week ending 04-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,058.75	2,048.25	1,994.25
R3	2,028.50	2,018.00	1,985.75
R2	1,998.25	1,998.25	1,983.00
R1	1,987.75	1,987.75	1,980.25	1,993.00
PP	1,968.00	1,968.00	1,968.00	1,970.50
S1	1,957.50	1,957.50	1,974.75	1,962.75
S2	1,937.75	1,937.75	1,972.00
S3	1,907.50	1,927.25	1,969.25
S4	1,877.25	1,897.00	1,960.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,978.25	1,952.75	25.50	1.3%	11.25	0.6%	57%	False	False	1,217,666
10	1,978.25	1,936.25	42.00	2.1%	12.75	0.6%	74%	False	False	1,289,470
20	1,978.25	1,917.50	60.75	3.1%	13.25	0.7%	82%	False	False	1,298,249
40	1,978.25	1,851.75	126.50	6.4%	13.25	0.7%	91%	False	False	660,252
60	1,978.25	1,796.50	181.75	9.2%	14.50	0.7%	94%	False	False	441,176
80	1,978.25	1,796.50	181.75	9.2%	16.25	0.8%	94%	False	False	331,417
100	1,978.25	1,796.50	181.75	9.2%	16.25	0.8%	94%	False	False	265,182
120	1,978.25	1,719.25	259.00	13.2%	16.75	0.9%	96%	False	False	221,032

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	2.70
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2,010.75
2.618	1,994.50
1.618	1,984.50
1.000	1,978.25
0.618	1,974.50
HIGH	1,968.25
0.618	1,964.50
0.500	1,963.25
0.382	1,962.00
LOW	1,958.25
0.618	1,952.00
1.000	1,948.25
1.618	1,942.00
2.618	1,932.00
4.250	1,915.75

Fisher Pivots for day following 09-Jul-2014
Pivot	1 day	3 day
R1	1,966.00	1,966.50
PP	1,964.50	1,965.75
S1	1,963.25	1,965.00

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

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