E-mini S&P 500 Future March 2015

Trading Metrics calculated at close of trading on 05-Aug-2014

Day Change Summary
	Previous	Current
	04-Aug-2014	05-Aug-2014	Change	Change %	Previous Week
Open	1,906.75	1,915.00	8.25	0.4%	1,952.00
High	1,920.00	1,915.00	-5.00	-0.3%	1,963.25
Low	1,900.00	1,895.00	-5.00	-0.3%	1,897.00
Close	1,916.75	1,897.75	-19.00	-1.0%	1,903.25
Range	20.00	20.00	0.00	0.0%	66.25
ATR	14.82	15.32	0.49	3.3%	0.00
Volume	31	27	-4	-12.9%	427

Daily Pivots for day following 05-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,962.50	1,950.25	1,908.75
R3	1,942.50	1,930.25	1,903.25
R2	1,922.50	1,922.50	1,901.50
R1	1,910.25	1,910.25	1,899.50	1,906.50
PP	1,902.50	1,902.50	1,902.50	1,900.75
S1	1,890.25	1,890.25	1,896.00	1,886.50
S2	1,882.50	1,882.50	1,894.00
S3	1,862.50	1,870.25	1,892.25
S4	1,842.50	1,850.25	1,886.75

Weekly Pivots for week ending 01-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,120.00	2,077.75	1,939.75
R3	2,053.75	2,011.50	1,921.50
R2	1,987.50	1,987.50	1,915.50
R1	1,945.25	1,945.25	1,909.25	1,933.25
PP	1,921.25	1,921.25	1,921.25	1,915.00
S1	1,879.00	1,879.00	1,897.25	1,867.00
S2	1,855.00	1,855.00	1,891.00
S3	1,788.75	1,812.75	1,885.00
S4	1,722.50	1,746.50	1,866.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,957.00	1,895.00	62.00	3.3%	21.50	1.1%	4%	False	True	48
10	1,970.75	1,895.00	75.75	4.0%	15.50	0.8%	4%	False	True	58
20	1,970.75	1,895.00	75.75	4.0%	14.25	0.8%	4%	False	True	42
40	1,970.75	1,895.00	75.75	4.0%	11.25	0.6%	4%	False	True	34
60	1,970.75	1,842.25	128.50	6.8%	9.25	0.5%	43%	False	False	24

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.38

Fibonacci Retracements and Extensions
4.250	2,000.00
2.618	1,967.25
1.618	1,947.25
1.000	1,935.00
0.618	1,927.25
HIGH	1,915.00
0.618	1,907.25
0.500	1,905.00
0.382	1,902.75
LOW	1,895.00
0.618	1,882.75
1.000	1,875.00
1.618	1,862.75
2.618	1,842.75
4.250	1,810.00

Fisher Pivots for day following 05-Aug-2014
Pivot	1 day	3 day
R1	1,905.00	1,907.50
PP	1,902.50	1,904.25
S1	1,900.25	1,901.00

Download as Excel Spreadsheet

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

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