E-mini S&P 500 Future March 2015

Trading Metrics calculated at close of trading on 29-Dec-2014

Day Change Summary
	Previous	Current
	26-Dec-2014	29-Dec-2014	Change	Change %	Previous Week
Open	2,078.75	2,086.00	7.25	0.3%	2,065.00
High	2,088.75	2,088.75	0.00	0.0%	2,088.75
Low	2,078.50	2,076.00	-2.50	-0.1%	2,064.00
Close	2,084.25	2,085.75	1.50	0.1%	2,084.25
Range	10.25	12.75	2.50	24.4%	24.75
ATR	23.20	22.46	-0.75	-3.2%	0.00
Volume	309,281	636,345	327,064	105.7%	2,180,703

Daily Pivots for day following 29-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,121.75	2,116.50	2,092.75
R3	2,109.00	2,103.75	2,089.25
R2	2,096.25	2,096.25	2,088.00
R1	2,091.00	2,091.00	2,087.00	2,087.25
PP	2,083.50	2,083.50	2,083.50	2,081.50
S1	2,078.25	2,078.25	2,084.50	2,074.50
S2	2,070.75	2,070.75	2,083.50
S3	2,058.00	2,065.50	2,082.25
S4	2,045.25	2,052.75	2,078.75

Weekly Pivots for week ending 26-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,153.25	2,143.50	2,097.75
R3	2,128.50	2,118.75	2,091.00
R2	2,103.75	2,103.75	2,088.75
R1	2,094.00	2,094.00	2,086.50	2,099.00
PP	2,079.00	2,079.00	2,079.00	2,081.50
S1	2,069.25	2,069.25	2,082.00	2,074.00
S2	2,054.25	2,054.25	2,079.75
S3	2,029.50	2,044.50	2,077.50
S4	2,004.75	2,019.75	2,070.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,088.75	2,064.00	24.75	1.2%	11.00	0.5%	88%	True	False	563,409
10	2,088.75	1,961.50	127.25	6.1%	26.50	1.3%	98%	True	False	1,588,383
20	2,088.75	1,961.50	127.25	6.1%	24.75	1.2%	98%	True	False	992,984
40	2,088.75	1,961.50	127.25	6.1%	19.50	0.9%	98%	True	False	500,627
60	2,088.75	1,805.00	283.75	13.6%	25.00	1.2%	99%	True	False	335,397
80	2,088.75	1,805.00	283.75	13.6%	23.50	1.1%	99%	True	False	251,806
100	2,088.75	1,805.00	283.75	13.6%	21.25	1.0%	99%	True	False	201,456
120	2,088.75	1,805.00	283.75	13.6%	20.25	1.0%	99%	True	False	167,887

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.43
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2,143.00
2.618	2,122.25
1.618	2,109.50
1.000	2,101.50
0.618	2,096.75
HIGH	2,088.75
0.618	2,084.00
0.500	2,082.50
0.382	2,080.75
LOW	2,076.00
0.618	2,068.00
1.000	2,063.25
1.618	2,055.25
2.618	2,042.50
4.250	2,021.75

Fisher Pivots for day following 29-Dec-2014
Pivot	1 day	3 day
R1	2,084.50	2,084.50
PP	2,083.50	2,083.50
S1	2,082.50	2,082.50

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

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