E-mini S&P 500 Future December 2014

Trading Metrics calculated at close of trading on 26-Nov-2014

Day Change Summary
	Previous	Current
	25-Nov-2014	26-Nov-2014	Change	Change %	Previous Week
Open	2,067.25	2,068.25	1.00	0.0%	2,038.50
High	2,073.00	2,075.25	2.25	0.1%	2,072.25
Low	2,062.75	2,065.25	2.50	0.1%	2,025.25
Close	2,067.50	2,072.25	4.75	0.2%	2,061.75
Range	10.25	10.00	-0.25	-2.4%	47.00
ATR	18.97	18.33	-0.64	-3.4%	0.00
Volume	977,855	743,541	-234,314	-24.0%	6,160,467

Daily Pivots for day following 26-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,101.00	2,096.50	2,077.75
R3	2,091.00	2,086.50	2,075.00
R2	2,081.00	2,081.00	2,074.00
R1	2,076.50	2,076.50	2,073.25	2,078.75
PP	2,071.00	2,071.00	2,071.00	2,072.00
S1	2,066.50	2,066.50	2,071.25	2,068.75
S2	2,061.00	2,061.00	2,070.50
S3	2,051.00	2,056.50	2,069.50
S4	2,041.00	2,046.50	2,066.75

Weekly Pivots for week ending 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,194.00	2,175.00	2,087.50
R3	2,147.00	2,128.00	2,074.75
R2	2,100.00	2,100.00	2,070.25
R1	2,081.00	2,081.00	2,066.00	2,090.50
PP	2,053.00	2,053.00	2,053.00	2,058.00
S1	2,034.00	2,034.00	2,057.50	2,043.50
S2	2,006.00	2,006.00	2,053.25
S3	1,959.00	1,987.00	2,048.75
S4	1,912.00	1,940.00	2,036.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,075.25	2,035.25	40.00	1.9%	13.75	0.7%	93%	True	False	1,055,936
10	2,075.25	2,025.25	50.00	2.4%	14.00	0.7%	94%	True	False	1,126,463
20	2,075.25	1,959.25	116.00	5.6%	15.75	0.8%	97%	True	False	1,258,880
40	2,075.25	1,813.00	262.25	12.7%	26.00	1.3%	99%	True	False	1,829,155
60	2,075.25	1,813.00	262.25	12.7%	24.00	1.2%	99%	True	False	1,671,597
80	2,075.25	1,813.00	262.25	12.7%	21.75	1.0%	99%	True	False	1,255,525
100	2,075.25	1,813.00	262.25	12.7%	21.00	1.0%	99%	True	False	1,005,098
120	2,075.25	1,813.00	262.25	12.7%	19.50	0.9%	99%	True	False	837,807

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.35
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,117.75
2.618	2,101.50
1.618	2,091.50
1.000	2,085.25
0.618	2,081.50
HIGH	2,075.25
0.618	2,071.50
0.500	2,070.25
0.382	2,069.00
LOW	2,065.25
0.618	2,059.00
1.000	2,055.25
1.618	2,049.00
2.618	2,039.00
4.250	2,022.75

Fisher Pivots for day following 26-Nov-2014
Pivot	1 day	3 day
R1	2,071.50	2,070.75
PP	2,071.00	2,069.50
S1	2,070.25	2,068.00

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

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