E-mini S&P 500 Future March 2015

Trading Metrics calculated at close of trading on 10-Dec-2014

Day Change Summary
	Previous	Current
	09-Dec-2014	10-Dec-2014	Change	Change %	Previous Week
Open	2,053.25	2,050.75	-2.50	-0.1%	2,056.75
High	2,055.00	2,053.00	-2.00	-0.1%	2,071.75
Low	2,026.25	2,016.50	-9.75	-0.5%	2,041.25
Close	2,050.50	2,019.50	-31.00	-1.5%	2,069.00
Range	28.75	36.50	7.75	27.0%	30.50
ATR	17.89	19.22	1.33	7.4%	0.00
Volume	149,839	307,700	157,861	105.4%	119,567

Daily Pivots for day following 10-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,139.25	2,115.75	2,039.50
R3	2,102.75	2,079.25	2,029.50
R2	2,066.25	2,066.25	2,026.25
R1	2,042.75	2,042.75	2,022.75	2,036.25
PP	2,029.75	2,029.75	2,029.75	2,026.50
S1	2,006.25	2,006.25	2,016.25	1,999.75
S2	1,993.25	1,993.25	2,012.75
S3	1,956.75	1,969.75	2,009.50
S4	1,920.25	1,933.25	1,999.50

Weekly Pivots for week ending 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,152.25	2,141.00	2,085.75
R3	2,121.75	2,110.50	2,077.50
R2	2,091.25	2,091.25	2,074.50
R1	2,080.00	2,080.00	2,071.75	2,085.50
PP	2,060.75	2,060.75	2,060.75	2,063.50
S1	2,049.50	2,049.50	2,066.25	2,055.00
S2	2,030.25	2,030.25	2,063.50
S3	1,999.75	2,019.00	2,060.50
S4	1,969.25	1,988.50	2,052.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,071.75	2,016.50	55.25	2.7%	23.00	1.1%	5%	False	True	116,417
10	2,071.75	2,016.50	55.25	2.7%	18.00	0.9%	5%	False	True	65,237
20	2,071.75	2,016.50	55.25	2.7%	16.00	0.8%	5%	False	True	38,620
40	2,071.75	1,805.00	266.75	13.2%	22.00	1.1%	80%	False	False	21,808
60	2,071.75	1,805.00	266.75	13.2%	23.75	1.2%	80%	False	False	15,329
80	2,071.75	1,805.00	266.75	13.2%	20.75	1.0%	80%	False	False	11,548
100	2,071.75	1,805.00	266.75	13.2%	19.75	1.0%	80%	False	False	9,248
120	2,071.75	1,805.00	266.75	13.2%	18.25	0.9%	80%	False	False	7,712

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	False
Bear Hook	False
Bull Hook	False
Stretch	2.00
Widest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	2,208.00
2.618	2,148.50
1.618	2,112.00
1.000	2,089.50
0.618	2,075.50
HIGH	2,053.00
0.618	2,039.00
0.500	2,034.75
0.382	2,030.50
LOW	2,016.50
0.618	1,994.00
1.000	1,980.00
1.618	1,957.50
2.618	1,921.00
4.250	1,861.50

Fisher Pivots for day following 10-Dec-2014
Pivot	1 day	3 day
R1	2,034.75	2,043.50
PP	2,029.75	2,035.50
S1	2,024.50	2,027.50

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

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