E-mini S&P 500 Future September 2014

Trading Metrics calculated at close of trading on 27-Aug-2014

Day Change Summary
	Previous	Current
	26-Aug-2014	27-Aug-2014	Change	Change %	Previous Week
Open	1,994.50	1,999.25	4.75	0.2%	1,955.75
High	2,002.75	2,000.50	-2.25	-0.1%	1,992.00
Low	1,992.25	1,993.50	1.25	0.1%	1,955.75
Close	1,998.50	1,997.00	-1.50	-0.1%	1,987.75
Range	10.50	7.00	-3.50	-33.3%	36.25
ATR	16.41	15.74	-0.67	-4.1%	0.00
Volume	878,014	761,368	-116,646	-13.3%	4,775,033

Daily Pivots for day following 27-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,018.00	2,014.50	2,000.75
R3	2,011.00	2,007.50	1,999.00
R2	2,004.00	2,004.00	1,998.25
R1	2,000.50	2,000.50	1,997.75	1,998.75
PP	1,997.00	1,997.00	1,997.00	1,996.00
S1	1,993.50	1,993.50	1,996.25	1,991.75
S2	1,990.00	1,990.00	1,995.75
S3	1,983.00	1,986.50	1,995.00
S4	1,976.00	1,979.50	1,993.25

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,087.25	2,073.75	2,007.75
R3	2,051.00	2,037.50	1,997.75
R2	2,014.75	2,014.75	1,994.50
R1	2,001.25	2,001.25	1,991.00	2,008.00
PP	1,978.50	1,978.50	1,978.50	1,982.00
S1	1,965.00	1,965.00	1,984.50	1,971.75
S2	1,942.25	1,942.25	1,981.00
S3	1,906.00	1,928.75	1,977.75
S4	1,869.75	1,892.50	1,967.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,002.75	1,980.75	22.00	1.1%	10.00	0.5%	74%	False	False	889,975
10	2,002.75	1,937.25	65.50	3.3%	12.50	0.6%	91%	False	False	1,004,808
20	2,002.75	1,890.25	112.50	5.6%	18.50	0.9%	95%	False	False	1,427,335
40	2,002.75	1,890.25	112.50	5.6%	16.75	0.8%	95%	False	False	1,437,933
60	2,002.75	1,890.25	112.50	5.6%	15.75	0.8%	95%	False	False	1,295,433
80	2,002.75	1,847.25	155.50	7.8%	15.50	0.8%	96%	False	False	973,150
100	2,002.75	1,796.50	206.25	10.3%	16.25	0.8%	97%	False	False	779,179
120	2,002.75	1,796.50	206.25	10.3%	16.75	0.8%	97%	False	False	649,541

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.43
Narrowest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	2,030.25
2.618	2,018.75
1.618	2,011.75
1.000	2,007.50
0.618	2,004.75
HIGH	2,000.50
0.618	1,997.75
0.500	1,997.00
0.382	1,996.25
LOW	1,993.50
0.618	1,989.25
1.000	1,986.50
1.618	1,982.25
2.618	1,975.25
4.250	1,963.75

Fisher Pivots for day following 27-Aug-2014
Pivot	1 day	3 day
R1	1,997.00	1,996.50
PP	1,997.00	1,996.25
S1	1,997.00	1,995.75

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

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