E-mini S&P 500 Future March 2015

Trading Metrics calculated at close of trading on 03-Nov-2014

Day Change Summary
	Previous	Current
	31-Oct-2014	03-Nov-2014	Change	Change %	Previous Week
Open	1,979.50	2,003.00	23.50	1.2%	1,953.00
High	2,008.25	2,011.25	3.00	0.1%	2,008.25
Low	1,979.50	1,999.50	20.00	1.0%	1,936.75
Close	2,003.75	2,003.50	-0.25	0.0%	2,003.75
Range	28.75	11.75	-17.00	-59.1%	71.50
ATR	30.64	29.29	-1.35	-4.4%	0.00
Volume	6,145	5,689	-456	-7.4%	28,686

Daily Pivots for day following 03-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,040.00	2,033.50	2,010.00
R3	2,028.25	2,021.75	2,006.75
R2	2,016.50	2,016.50	2,005.75
R1	2,010.00	2,010.00	2,004.50	2,013.25
PP	2,004.75	2,004.75	2,004.75	2,006.50
S1	1,998.25	1,998.25	2,002.50	2,001.50
S2	1,993.00	1,993.00	2,001.25
S3	1,981.25	1,986.50	2,000.25
S4	1,969.50	1,974.75	1,997.00

Weekly Pivots for week ending 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,197.50	2,172.00	2,043.00
R3	2,126.00	2,100.50	2,023.50
R2	2,054.50	2,054.50	2,016.75
R1	2,029.00	2,029.00	2,010.25	2,041.75
PP	1,983.00	1,983.00	1,983.00	1,989.25
S1	1,957.50	1,957.50	1,997.25	1,970.25
S2	1,911.50	1,911.50	1,990.75
S3	1,840.00	1,886.00	1,984.00
S4	1,768.50	1,814.50	1,964.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,011.25	1,949.25	62.00	3.1%	24.25	1.2%	88%	True	False	6,194
10	2,011.25	1,879.50	131.75	6.6%	28.00	1.4%	94%	True	False	5,307
20	2,011.25	1,805.00	206.25	10.3%	35.50	1.8%	96%	True	False	5,210
40	2,011.25	1,805.00	206.25	10.3%	27.75	1.4%	96%	True	False	3,273
60	2,011.25	1,805.00	206.25	10.3%	22.25	1.1%	96%	True	False	2,205
80	2,011.25	1,805.00	206.25	10.3%	20.75	1.0%	96%	True	False	1,665
100	2,011.25	1,805.00	206.25	10.3%	18.25	0.9%	96%	True	False	1,338
120	2,011.25	1,805.00	206.25	10.3%	16.25	0.8%	96%	True	False	1,116

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	6.58
Narrowest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	2,061.25
2.618	2,042.00
1.618	2,030.25
1.000	2,023.00
0.618	2,018.50
HIGH	2,011.25
0.618	2,006.75
0.500	2,005.50
0.382	2,004.00
LOW	1,999.50
0.618	1,992.25
1.000	1,987.75
1.618	1,980.50
2.618	1,968.75
4.250	1,949.50

Fisher Pivots for day following 03-Nov-2014
Pivot	1 day	3 day
R1	2,005.50	1,996.25
PP	2,004.75	1,989.00
S1	2,004.00	1,981.50

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

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