E-mini S&P 500 Future December 2014

Trading Metrics calculated at close of trading on 30-Jun-2014

Day Change Summary
	Previous	Current
	27-Jun-2014	30-Jun-2014	Change	Change %	Previous Week
Open	1,940.75	1,943.50	2.75	0.1%	1,945.25
High	1,946.00	1,948.50	2.50	0.1%	1,952.25
Low	1,935.00	1,940.25	5.25	0.3%	1,928.25
Close	1,944.00	1,944.50	0.50	0.0%	1,944.00
Range	11.00	8.25	-2.75	-25.0%	24.00
ATR	12.76	12.44	-0.32	-2.5%	0.00
Volume	1,227	3,361	2,134	173.9%	7,006

Daily Pivots for day following 30-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,969.25	1,965.00	1,949.00
R3	1,961.00	1,956.75	1,946.75
R2	1,952.75	1,952.75	1,946.00
R1	1,948.50	1,948.50	1,945.25	1,950.50
PP	1,944.50	1,944.50	1,944.50	1,945.50
S1	1,940.25	1,940.25	1,943.75	1,942.50
S2	1,936.25	1,936.25	1,943.00
S3	1,928.00	1,932.00	1,942.25
S4	1,919.75	1,923.75	1,940.00

Weekly Pivots for week ending 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,013.50	2,002.75	1,957.25
R3	1,989.50	1,978.75	1,950.50
R2	1,965.50	1,965.50	1,948.50
R1	1,954.75	1,954.75	1,946.25	1,948.00
PP	1,941.50	1,941.50	1,941.50	1,938.25
S1	1,930.75	1,930.75	1,941.75	1,924.00
S2	1,917.50	1,917.50	1,939.50
S3	1,893.50	1,906.75	1,937.50
S4	1,869.50	1,882.75	1,930.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,952.00	1,928.25	23.75	1.2%	14.25	0.7%	68%	False	False	1,994
10	1,952.25	1,916.75	35.50	1.8%	12.50	0.6%	78%	False	False	1,512
20	1,952.25	1,901.50	50.75	2.6%	12.00	0.6%	85%	False	False	1,025
40	1,952.25	1,840.00	112.25	5.8%	12.50	0.6%	93%	False	False	590
60	1,952.25	1,790.00	162.25	8.3%	14.25	0.7%	95%	False	False	448
80	1,952.25	1,790.00	162.25	8.3%	13.75	0.7%	95%	False	False	357
100	1,952.25	1,736.00	216.25	11.1%	12.75	0.7%	96%	False	False	287

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	3.88
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,983.50
2.618	1,970.00
1.618	1,961.75
1.000	1,956.75
0.618	1,953.50
HIGH	1,948.50
0.618	1,945.25
0.500	1,944.50
0.382	1,943.50
LOW	1,940.25
0.618	1,935.25
1.000	1,932.00
1.618	1,927.00
2.618	1,918.75
4.250	1,905.25

Fisher Pivots for day following 30-Jun-2014
Pivot	1 day	3 day
R1	1,944.50	1,942.50
PP	1,944.50	1,940.50
S1	1,944.50	1,938.50

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

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