E-mini S&P 500 Future December 2014

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

Day Change Summary
	Previous	Current
	07-Nov-2014	10-Nov-2014	Change	Change %	Previous Week
Open	2,027.25	2,025.75	-1.50	-0.1%	2,011.25
High	2,033.50	2,035.00	1.50	0.1%	2,033.50
Low	2,020.50	2,021.00	0.50	0.0%	1,995.25
Close	2,026.00	2,034.00	8.00	0.4%	2,026.00
Range	13.00	14.00	1.00	7.7%	38.25
ATR	26.60	25.70	-0.90	-3.4%	0.00
Volume	1,282,437	967,814	-314,623	-24.5%	7,177,975

Daily Pivots for day following 10-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,072.00	2,067.00	2,041.75
R3	2,058.00	2,053.00	2,037.75
R2	2,044.00	2,044.00	2,036.50
R1	2,039.00	2,039.00	2,035.25	2,041.50
PP	2,030.00	2,030.00	2,030.00	2,031.25
S1	2,025.00	2,025.00	2,032.75	2,027.50
S2	2,016.00	2,016.00	2,031.50
S3	2,002.00	2,011.00	2,030.25
S4	1,988.00	1,997.00	2,026.25

Weekly Pivots for week ending 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,133.00	2,117.75	2,047.00
R3	2,094.75	2,079.50	2,036.50
R2	2,056.50	2,056.50	2,033.00
R1	2,041.25	2,041.25	2,029.50	2,049.00
PP	2,018.25	2,018.25	2,018.25	2,022.00
S1	2,003.00	2,003.00	2,022.50	2,010.50
S2	1,980.00	1,980.00	2,019.00
S3	1,941.75	1,964.75	2,015.50
S4	1,903.50	1,926.50	2,005.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,035.00	1,995.25	39.75	2.0%	16.25	0.8%	97%	True	False	1,356,853
10	2,035.00	1,956.75	78.25	3.8%	20.50	1.0%	99%	True	False	1,551,764
20	2,035.00	1,813.00	222.00	10.9%	29.75	1.5%	100%	True	False	2,011,231
40	2,035.00	1,813.00	222.00	10.9%	28.75	1.4%	100%	True	False	2,056,015
60	2,035.00	1,813.00	222.00	10.9%	23.50	1.2%	100%	True	False	1,454,723
80	2,035.00	1,813.00	222.00	10.9%	22.50	1.1%	100%	True	False	1,092,014
100	2,035.00	1,813.00	222.00	10.9%	21.00	1.0%	100%	True	False	874,032
120	2,035.00	1,813.00	222.00	10.9%	19.25	0.9%	100%	True	False	728,448

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.30
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,094.50
2.618	2,071.75
1.618	2,057.75
1.000	2,049.00
0.618	2,043.75
HIGH	2,035.00
0.618	2,029.75
0.500	2,028.00
0.382	2,026.25
LOW	2,021.00
0.618	2,012.25
1.000	2,007.00
1.618	1,998.25
2.618	1,984.25
4.250	1,961.50

Fisher Pivots for day following 10-Nov-2014
Pivot	1 day	3 day
R1	2,032.00	2,030.25
PP	2,030.00	2,026.50
S1	2,028.00	2,023.00

Download as Excel Spreadsheet

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

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