E-mini S&P 500 Future December 2014

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

Day Change Summary
	Previous	Current
	29-Aug-2014	02-Sep-2014	Change	Change %	Previous Week
Open	1,990.75	1,991.00	0.25	0.0%	1,980.25
High	1,995.75	1,998.25	2.50	0.1%	1,995.75
Low	1,984.50	1,984.75	0.25	0.0%	1,979.50
Close	1,993.50	1,991.75	-1.75	-0.1%	1,993.50
Range	11.25	13.50	2.25	20.0%	16.25
ATR	14.82	14.73	-0.09	-0.6%	0.00
Volume	4,168	22,377	18,209	436.9%	32,547

Daily Pivots for day following 02-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,032.00	2,025.50	1,999.25
R3	2,018.50	2,012.00	1,995.50
R2	2,005.00	2,005.00	1,994.25
R1	1,998.50	1,998.50	1,993.00	2,001.75
PP	1,991.50	1,991.50	1,991.50	1,993.25
S1	1,985.00	1,985.00	1,990.50	1,988.25
S2	1,978.00	1,978.00	1,989.25
S3	1,964.50	1,971.50	1,988.00
S4	1,951.00	1,958.00	1,984.25

Weekly Pivots for week ending 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,038.25	2,032.25	2,002.50
R3	2,022.00	2,016.00	1,998.00
R2	2,005.75	2,005.75	1,996.50
R1	1,999.75	1,999.75	1,995.00	2,002.75
PP	1,989.50	1,989.50	1,989.50	1,991.00
S1	1,983.50	1,983.50	1,992.00	1,986.50
S2	1,973.25	1,973.25	1,990.50
S3	1,957.00	1,967.25	1,989.00
S4	1,940.75	1,951.00	1,984.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,998.25	1,979.50	18.75	0.9%	10.75	0.5%	65%	True	False	10,273
10	1,998.25	1,960.75	37.50	1.9%	11.00	0.5%	83%	True	False	7,274
20	1,998.25	1,882.75	115.50	5.8%	15.50	0.8%	94%	True	False	6,066
40	1,998.25	1,882.75	115.50	5.8%	16.50	0.8%	94%	True	False	4,722
60	1,998.25	1,882.75	115.50	5.8%	15.00	0.8%	94%	True	False	3,563
80	1,998.25	1,846.00	152.25	7.6%	14.25	0.7%	96%	True	False	2,721
100	1,998.25	1,790.00	208.25	10.5%	14.75	0.7%	97%	True	False	2,213
120	1,998.25	1,790.00	208.25	10.5%	15.00	0.7%	97%	True	False	1,858

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	2.63
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	2,055.50
2.618	2,033.50
1.618	2,020.00
1.000	2,011.75
0.618	2,006.50
HIGH	1,998.25
0.618	1,993.00
0.500	1,991.50
0.382	1,990.00
LOW	1,984.75
0.618	1,976.50
1.000	1,971.25
1.618	1,963.00
2.618	1,949.50
4.250	1,927.50

Fisher Pivots for day following 02-Sep-2014
Pivot	1 day	3 day
R1	1,991.75	1,990.75
PP	1,991.50	1,989.75
S1	1,991.50	1,989.00

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

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