E-mini S&P 500 Future March 2015

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

Day Change Summary
	Previous	Current
	04-Sep-2014	05-Sep-2014	Change	Change %	Previous Week
Open	1,982.75	1,980.00	-2.75	-0.1%	1,984.75
High	1,994.00	1,991.50	-2.50	-0.1%	1,996.00
Low	1,975.75	1,973.00	-2.75	-0.1%	1,973.00
Close	1,982.25	1,990.50	8.25	0.4%	1,990.50
Range	18.25	18.50	0.25	1.4%	23.00
ATR	13.03	13.42	0.39	3.0%	0.00
Volume	97	172	75	77.3%	714

Daily Pivots for day following 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,040.50	2,034.00	2,000.75
R3	2,022.00	2,015.50	1,995.50
R2	2,003.50	2,003.50	1,994.00
R1	1,997.00	1,997.00	1,992.25	2,000.25
PP	1,985.00	1,985.00	1,985.00	1,986.50
S1	1,978.50	1,978.50	1,988.75	1,981.75
S2	1,966.50	1,966.50	1,987.00
S3	1,948.00	1,960.00	1,985.50
S4	1,929.50	1,941.50	1,980.25

Weekly Pivots for week ending 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,055.50	2,046.00	2,003.25
R3	2,032.50	2,023.00	1,996.75
R2	2,009.50	2,009.50	1,994.75
R1	2,000.00	2,000.00	1,992.50	2,004.75
PP	1,986.50	1,986.50	1,986.50	1,989.00
S1	1,977.00	1,977.00	1,988.50	1,981.75
S2	1,963.50	1,963.50	1,986.25
S3	1,940.50	1,954.00	1,984.25
S4	1,917.50	1,931.00	1,977.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,996.00	1,973.00	23.00	1.2%	14.75	0.7%	76%	False	True	146
10	1,996.00	1,969.75	26.25	1.3%	10.75	0.5%	79%	False	False	92
20	1,996.00	1,877.00	119.00	6.0%	12.75	0.6%	95%	False	False	65
40	1,996.00	1,877.00	119.00	6.0%	13.50	0.7%	95%	False	False	54
60	1,996.00	1,877.00	119.00	6.0%	12.25	0.6%	95%	False	False	46
80	1,996.00	1,842.25	153.75	7.7%	10.50	0.5%	96%	False	False	35

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	True
Bear Hook	False
Bull Hook	False
Stretch	3.53
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	2,070.00
2.618	2,040.00
1.618	2,021.50
1.000	2,010.00
0.618	2,003.00
HIGH	1,991.50
0.618	1,984.50
0.500	1,982.25
0.382	1,980.00
LOW	1,973.00
0.618	1,961.50
1.000	1,954.50
1.618	1,943.00
2.618	1,924.50
4.250	1,894.50

Fisher Pivots for day following 05-Sep-2014
Pivot	1 day	3 day
R1	1,987.75	1,988.50
PP	1,985.00	1,986.50
S1	1,982.25	1,984.50

Download as Excel Spreadsheet

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

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