E-mini S&P 500 Future December 2014

Trading Metrics calculated at close of trading on 01-Dec-2014

Day Change Summary
	Previous	Current
	28-Nov-2014	01-Dec-2014	Change	Change %	Previous Week
Open	2,074.00	2,063.25	-10.75	-0.5%	2,062.25
High	2,074.75	2,064.00	-10.75	-0.5%	2,075.25
Low	2,063.50	2,048.25	-15.25	-0.7%	2,060.75
Close	2,066.25	2,050.75	-15.50	-0.8%	2,066.25
Range	11.25	15.75	4.50	40.0%	14.50
ATR	17.83	17.84	0.01	0.1%	0.00
Volume	783,116	1,471,696	688,580	87.9%	3,298,427

Daily Pivots for day following 01-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,101.50	2,092.00	2,059.50
R3	2,085.75	2,076.25	2,055.00
R2	2,070.00	2,070.00	2,053.75
R1	2,060.50	2,060.50	2,052.25	2,057.50
PP	2,054.25	2,054.25	2,054.25	2,052.75
S1	2,044.75	2,044.75	2,049.25	2,041.50
S2	2,038.50	2,038.50	2,047.75
S3	2,022.75	2,029.00	2,046.50
S4	2,007.00	2,013.25	2,042.00

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	2,048.25	27.00	1.3%	11.00	0.5%	9%	False	True	954,024
10	2,075.25	2,025.25	50.00	2.4%	14.25	0.7%	51%	False	False	1,093,059
20	2,075.25	1,995.25	80.00	3.9%	14.00	0.7%	69%	False	False	1,176,361
40	2,075.25	1,813.00	262.25	12.8%	25.25	1.2%	91%	False	False	1,778,565
60	2,075.25	1,813.00	262.25	12.8%	23.75	1.2%	91%	False	False	1,707,685
80	2,075.25	1,813.00	262.25	12.8%	21.50	1.0%	91%	False	False	1,283,620
100	2,075.25	1,813.00	262.25	12.8%	21.00	1.0%	91%	False	False	1,027,611
120	2,075.25	1,813.00	262.25	12.8%	19.50	1.0%	91%	False	False	856,586

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.60
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2,131.00
2.618	2,105.25
1.618	2,089.50
1.000	2,079.75
0.618	2,073.75
HIGH	2,064.00
0.618	2,058.00
0.500	2,056.00
0.382	2,054.25
LOW	2,048.25
0.618	2,038.50
1.000	2,032.50
1.618	2,022.75
2.618	2,007.00
4.250	1,981.25

Fisher Pivots for day following 01-Dec-2014
Pivot	1 day	3 day
R1	2,056.00	2,061.75
PP	2,054.25	2,058.00
S1	2,052.50	2,054.50

Download as Excel Spreadsheet

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

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