E-mini S&P 500 Future December 2014

Trading Metrics calculated at close of trading on 28-Nov-2014

Day Change Summary
	Previous	Current
	26-Nov-2014	28-Nov-2014	Change	Change %	Previous Week
Open	2,068.25	2,074.00	5.75	0.3%	2,062.25
High	2,075.25	2,074.75	-0.50	0.0%	2,075.25
Low	2,065.25	2,063.50	-1.75	-0.1%	2,060.75
Close	2,072.25	2,066.25	-6.00	-0.3%	2,066.25
Range	10.00	11.25	1.25	12.5%	14.50
ATR	18.33	17.83	-0.51	-2.8%	0.00
Volume	743,541	783,116	39,575	5.3%	3,298,427

Daily Pivots for day following 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,102.00	2,095.25	2,072.50
R3	2,090.75	2,084.00	2,069.25
R2	2,079.50	2,079.50	2,068.25
R1	2,072.75	2,072.75	2,067.25	2,070.50
PP	2,068.25	2,068.25	2,068.25	2,067.00
S1	2,061.50	2,061.50	2,065.25	2,059.25
S2	2,057.00	2,057.00	2,064.25
S3	2,045.75	2,050.25	2,063.25
S4	2,034.50	2,039.00	2,060.00

Weekly Pivots for week ending 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,111.00	2,103.00	2,074.25
R3	2,096.50	2,088.50	2,070.25
R2	2,082.00	2,082.00	2,069.00
R1	2,074.00	2,074.00	2,067.50	2,078.00
PP	2,067.50	2,067.50	2,067.50	2,069.50
S1	2,059.50	2,059.50	2,065.00	2,063.50
S2	2,053.00	2,053.00	2,063.50
S3	2,038.50	2,045.00	2,062.25
S4	2,024.00	2,030.50	2,058.25

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	2,049.75	25.50	1.2%	12.50	0.6%	65%	False	False	986,548
10	2,075.25	2,025.25	50.00	2.4%	13.50	0.6%	82%	False	False	1,050,627
20	2,075.25	1,986.75	88.50	4.3%	14.50	0.7%	90%	False	False	1,198,996
40	2,075.25	1,813.00	262.25	12.7%	25.50	1.2%	97%	False	False	1,780,694
60	2,075.25	1,813.00	262.25	12.7%	23.75	1.2%	97%	False	False	1,683,894
80	2,075.25	1,813.00	262.25	12.7%	21.75	1.0%	97%	False	False	1,265,261
100	2,075.25	1,813.00	262.25	12.7%	21.00	1.0%	97%	False	False	1,012,906
120	2,075.25	1,813.00	262.25	12.7%	19.50	0.9%	97%	False	False	844,325

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	2.63
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2,122.50
2.618	2,104.25
1.618	2,093.00
1.000	2,086.00
0.618	2,081.75
HIGH	2,074.75
0.618	2,070.50
0.500	2,069.00
0.382	2,067.75
LOW	2,063.50
0.618	2,056.50
1.000	2,052.25
1.618	2,045.25
2.618	2,034.00
4.250	2,015.75

Fisher Pivots for day following 28-Nov-2014
Pivot	1 day	3 day
R1	2,069.00	2,069.00
PP	2,068.25	2,068.00
S1	2,067.25	2,067.25

Download as Excel Spreadsheet

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

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