E-mini S&P 500 Future September 2014

Trading Metrics calculated at close of trading on 29-Aug-2014

Day Change Summary
	Previous	Current
	28-Aug-2014	29-Aug-2014	Change	Change %	Previous Week
Open	1,996.75	1,999.25	2.50	0.1%	1,990.00
High	1,999.00	2,003.75	4.75	0.2%	2,003.75
Low	1,987.50	1,992.25	4.75	0.2%	1,987.50
Close	1,996.75	2,001.50	4.75	0.2%	2,001.50
Range	11.50	11.50	0.00	0.0%	16.25
ATR	15.43	15.15	-0.28	-1.8%	0.00
Volume	1,088,971	1,042,385	-46,586	-4.3%	4,623,804

Daily Pivots for day following 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,033.75	2,029.00	2,007.75
R3	2,022.25	2,017.50	2,004.75
R2	2,010.75	2,010.75	2,003.50
R1	2,006.00	2,006.00	2,002.50	2,008.50
PP	1,999.25	1,999.25	1,999.25	2,000.25
S1	1,994.50	1,994.50	2,000.50	1,997.00
S2	1,987.75	1,987.75	1,999.50
S3	1,976.25	1,983.00	1,998.25
S4	1,964.75	1,971.50	1,995.25

Weekly Pivots for week ending 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,046.25	2,040.25	2,010.50
R3	2,030.00	2,024.00	2,006.00
R2	2,013.75	2,013.75	2,004.50
R1	2,007.75	2,007.75	2,003.00	2,010.75
PP	1,997.50	1,997.50	1,997.50	1,999.00
S1	1,991.50	1,991.50	2,000.00	1,994.50
S2	1,981.25	1,981.25	1,998.50
S3	1,965.00	1,975.25	1,997.00
S4	1,948.75	1,959.00	1,992.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,003.75	1,987.50	16.25	0.8%	10.25	0.5%	86%	True	False	924,760
10	2,003.75	1,955.75	48.00	2.4%	11.00	0.6%	95%	True	False	939,883
20	2,003.75	1,890.25	113.50	5.7%	16.50	0.8%	98%	True	False	1,250,967
40	2,003.75	1,890.25	113.50	5.7%	16.75	0.8%	98%	True	False	1,447,039
60	2,003.75	1,890.25	113.50	5.7%	15.50	0.8%	98%	True	False	1,330,129
80	2,003.75	1,851.75	152.00	7.6%	15.25	0.8%	99%	True	False	999,738
100	2,003.75	1,796.50	207.25	10.4%	16.00	0.8%	99%	True	False	800,421
120	2,003.75	1,796.50	207.25	10.4%	16.75	0.8%	99%	True	False	667,299

Crabel Price Patterns
NR	False
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	False
Bear Hook	False
Bull Hook	False
Stretch	2.03

Fibonacci Retracements and Extensions
4.250	2,052.50
2.618	2,033.75
1.618	2,022.25
1.000	2,015.25
0.618	2,010.75
HIGH	2,003.75
0.618	1,999.25
0.500	1,998.00
0.382	1,996.75
LOW	1,992.25
0.618	1,985.25
1.000	1,980.75
1.618	1,973.75
2.618	1,962.25
4.250	1,943.50

Fisher Pivots for day following 29-Aug-2014
Pivot	1 day	3 day
R1	2,000.25	1,999.50
PP	1,999.25	1,997.50
S1	1,998.00	1,995.50

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

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