E-mini S&P 500 Future December 2014

Trading Metrics calculated at close of trading on 09-Oct-2014

Day Change Summary
	Previous	Current
	08-Oct-2014	09-Oct-2014	Change	Change %	Previous Week
Open	1,926.25	1,961.50	35.25	1.8%	1,974.75
High	1,964.00	1,968.50	4.50	0.2%	1,978.25
Low	1,918.00	1,915.25	-2.75	-0.1%	1,918.25
Close	1,961.75	1,925.00	-36.75	-1.9%	1,960.25
Range	46.00	53.25	7.25	15.8%	60.00
ATR	23.52	25.65	2.12	9.0%	0.00
Volume	2,521,875	3,103,761	581,886	23.1%	10,507,772

Daily Pivots for day following 09-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,096.00	2,063.75	1,954.25
R3	2,042.75	2,010.50	1,939.75
R2	1,989.50	1,989.50	1,934.75
R1	1,957.25	1,957.25	1,930.00	1,946.75
PP	1,936.25	1,936.25	1,936.25	1,931.00
S1	1,904.00	1,904.00	1,920.00	1,893.50
S2	1,883.00	1,883.00	1,915.25
S3	1,829.75	1,850.75	1,910.25
S4	1,776.50	1,797.50	1,895.75

Weekly Pivots for week ending 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,132.25	2,106.25	1,993.25
R3	2,072.25	2,046.25	1,976.75
R2	2,012.25	2,012.25	1,971.25
R1	1,986.25	1,986.25	1,965.75	1,969.25
PP	1,952.25	1,952.25	1,952.25	1,943.75
S1	1,926.25	1,926.25	1,954.75	1,909.25
S2	1,892.25	1,892.25	1,949.25
S3	1,832.25	1,866.25	1,943.75
S4	1,772.25	1,806.25	1,927.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,971.00	1,915.25	55.75	2.9%	36.00	1.9%	17%	False	True	2,215,206
10	1,979.25	1,915.25	64.00	3.3%	30.25	1.6%	15%	False	True	2,170,791
20	2,014.50	1,915.25	99.25	5.2%	25.50	1.3%	10%	False	True	1,980,106
40	2,014.50	1,915.25	99.25	5.2%	19.50	1.0%	10%	False	True	1,026,191
60	2,014.50	1,882.75	131.75	6.8%	19.75	1.0%	32%	False	False	685,408
80	2,014.50	1,882.75	131.75	6.8%	18.00	0.9%	32%	False	False	514,552
100	2,014.50	1,850.50	164.00	8.5%	16.75	0.9%	45%	False	False	411,719
120	2,014.50	1,831.50	183.00	9.5%	16.25	0.8%	51%	False	False	343,124

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.70
Widest range in 178 trading days

Fibonacci Retracements and Extensions
4.250	2,194.75
2.618	2,108.00
1.618	2,054.75
1.000	2,021.75
0.618	2,001.50
HIGH	1,968.50
0.618	1,948.25
0.500	1,942.00
0.382	1,935.50
LOW	1,915.25
0.618	1,882.25
1.000	1,862.00
1.618	1,829.00
2.618	1,775.75
4.250	1,689.00

Fisher Pivots for day following 09-Oct-2014
Pivot	1 day	3 day
R1	1,942.00	1,942.00
PP	1,936.25	1,936.25
S1	1,930.50	1,930.50

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

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