E-mini S&P 500 Future December 2014

Trading Metrics calculated at close of trading on 10-Sep-2014

Day Change Summary
	Previous	Current
	09-Sep-2014	10-Sep-2014	Change	Change %	Previous Week
Open	1,992.50	1,981.75	-10.75	-0.5%	1,991.00
High	1,995.00	1,988.25	-6.75	-0.3%	2,002.75
Low	1,975.25	1,973.75	-1.50	-0.1%	1,980.50
Close	1,981.75	1,987.00	5.25	0.3%	1,998.00
Range	19.75	14.50	-5.25	-26.6%	22.25
ATR	15.40	15.34	-0.06	-0.4%	0.00
Volume	85,879	283,842	197,963	230.5%	139,593

Daily Pivots for day following 10-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,026.50	2,021.25	1,995.00
R3	2,012.00	2,006.75	1,991.00
R2	1,997.50	1,997.50	1,989.75
R1	1,992.25	1,992.25	1,988.25	1,995.00
PP	1,983.00	1,983.00	1,983.00	1,984.25
S1	1,977.75	1,977.75	1,985.75	1,980.50
S2	1,968.50	1,968.50	1,984.25
S3	1,954.00	1,963.25	1,983.00
S4	1,939.50	1,948.75	1,979.00

Weekly Pivots for week ending 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,060.50	2,051.50	2,010.25
R3	2,038.25	2,029.25	2,004.00
R2	2,016.00	2,016.00	2,002.00
R1	2,007.00	2,007.00	2,000.00	2,011.50
PP	1,993.75	1,993.75	1,993.75	1,996.00
S1	1,984.75	1,984.75	1,996.00	1,989.25
S2	1,971.50	1,971.50	1,994.00
S3	1,949.25	1,962.50	1,992.00
S4	1,927.00	1,940.25	1,985.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,001.75	1,973.75	28.00	1.4%	16.75	0.8%	47%	False	True	104,243
10	2,002.75	1,973.75	29.00	1.5%	14.25	0.7%	46%	False	True	59,249
20	2,002.75	1,923.50	79.25	4.0%	13.50	0.7%	80%	False	False	32,200
40	2,002.75	1,882.75	120.00	6.0%	16.75	0.8%	87%	False	False	18,029
60	2,002.75	1,882.75	120.00	6.0%	15.50	0.8%	87%	False	False	12,643
80	2,002.75	1,850.50	152.25	7.7%	14.50	0.7%	90%	False	False	9,575
100	2,002.75	1,831.50	171.25	8.6%	14.25	0.7%	91%	False	False	7,689
120	2,002.75	1,790.00	212.75	10.7%	14.75	0.7%	93%	False	False	6,428

Crabel Price Patterns
NR	True
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	4.55
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,050.00
2.618	2,026.25
1.618	2,011.75
1.000	2,002.75
0.618	1,997.25
HIGH	1,988.25
0.618	1,982.75
0.500	1,981.00
0.382	1,979.25
LOW	1,973.75
0.618	1,964.75
1.000	1,959.25
1.618	1,950.25
2.618	1,935.75
4.250	1,912.00

Fisher Pivots for day following 10-Sep-2014
Pivot	1 day	3 day
R1	1,985.00	1,986.50
PP	1,983.00	1,986.25
S1	1,981.00	1,986.00

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

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