E-mini S&P 500 Future December 2014

Trading Metrics calculated at close of trading on 18-Nov-2014

Day Change Summary
	Previous	Current
	17-Nov-2014	18-Nov-2014	Change	Change %	Previous Week
Open	2,038.50	2,039.25	0.75	0.0%	2,025.75
High	2,040.50	2,054.00	13.50	0.7%	2,043.75
Low	2,025.25	2,035.75	10.50	0.5%	2,021.00
Close	2,039.75	2,048.50	8.75	0.4%	2,038.00
Range	15.25	18.25	3.00	19.7%	22.75
ATR	21.42	21.19	-0.23	-1.1%	0.00
Volume	1,061,143	1,146,480	85,337	8.0%	5,418,663

Daily Pivots for day following 18-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,100.75	2,093.00	2,058.50
R3	2,082.50	2,074.75	2,053.50
R2	2,064.25	2,064.25	2,051.75
R1	2,056.50	2,056.50	2,050.25	2,060.50
PP	2,046.00	2,046.00	2,046.00	2,048.00
S1	2,038.25	2,038.25	2,046.75	2,042.00
S2	2,027.75	2,027.75	2,045.25
S3	2,009.50	2,020.00	2,043.50
S4	1,991.25	2,001.75	2,038.50

Weekly Pivots for week ending 14-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,102.50	2,093.00	2,050.50
R3	2,079.75	2,070.25	2,044.25
R2	2,057.00	2,057.00	2,042.25
R1	2,047.50	2,047.50	2,040.00	2,052.25
PP	2,034.25	2,034.25	2,034.25	2,036.50
S1	2,024.75	2,024.75	2,036.00	2,029.50
S2	2,011.50	2,011.50	2,033.75
S3	1,988.75	2,002.00	2,031.75
S4	1,966.00	1,979.25	2,025.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,054.00	2,025.25	28.75	1.4%	13.75	0.7%	81%	True	False	1,175,752
10	2,054.00	2,003.75	50.25	2.5%	14.00	0.7%	89%	True	False	1,191,840
20	2,054.00	1,920.25	133.75	6.5%	19.50	1.0%	96%	True	False	1,463,344
40	2,054.00	1,813.00	241.00	11.8%	27.75	1.4%	98%	True	False	1,962,348
60	2,054.00	1,813.00	241.00	11.8%	23.75	1.2%	98%	True	False	1,565,112
80	2,054.00	1,813.00	241.00	11.8%	22.50	1.1%	98%	True	False	1,175,037
100	2,054.00	1,813.00	241.00	11.8%	20.75	1.0%	98%	True	False	940,533
120	2,054.00	1,813.00	241.00	11.8%	19.50	0.9%	98%	True	False	783,921

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	False
Bear Hook	False
Bull Hook	False
Stretch	3.93
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	2,131.50
2.618	2,101.75
1.618	2,083.50
1.000	2,072.25
0.618	2,065.25
HIGH	2,054.00
0.618	2,047.00
0.500	2,045.00
0.382	2,042.75
LOW	2,035.75
0.618	2,024.50
1.000	2,017.50
1.618	2,006.25
2.618	1,988.00
4.250	1,958.25

Fisher Pivots for day following 18-Nov-2014
Pivot	1 day	3 day
R1	2,047.25	2,045.50
PP	2,046.00	2,042.50
S1	2,045.00	2,039.50

Download as Excel Spreadsheet

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

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