E-mini S&P 500 Future March 2015

Trading Metrics calculated at close of trading on 18-Feb-2015

Day Change Summary
	Previous	Current
	17-Feb-2015	18-Feb-2015	Change	Change %	Previous Week
Open	2,091.25	2,096.50	5.25	0.3%	2,050.00
High	2,098.75	2,098.50	-0.25	0.0%	2,095.00
Low	2,080.75	2,088.50	7.75	0.4%	2,036.50
Close	2,096.00	2,095.50	-0.50	0.0%	2,093.50
Range	18.00	10.00	-8.00	-44.4%	58.50
ATR	29.13	27.77	-1.37	-4.7%	0.00
Volume	1,234,818	1,088,179	-146,639	-11.9%	6,641,427

Daily Pivots for day following 18-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	2,124.25	2,119.75	2,101.00
R3	2,114.25	2,109.75	2,098.25
R2	2,104.25	2,104.25	2,097.25
R1	2,099.75	2,099.75	2,096.50	2,097.00
PP	2,094.25	2,094.25	2,094.25	2,092.75
S1	2,089.75	2,089.75	2,094.50	2,087.00
S2	2,084.25	2,084.25	2,093.75
S3	2,074.25	2,079.75	2,092.75
S4	2,064.25	2,069.75	2,090.00

Weekly Pivots for week ending 13-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	2,250.50	2,230.50	2,125.75
R3	2,192.00	2,172.00	2,109.50
R2	2,133.50	2,133.50	2,104.25
R1	2,113.50	2,113.50	2,098.75	2,123.50
PP	2,075.00	2,075.00	2,075.00	2,080.00
S1	2,055.00	2,055.00	2,088.25	2,065.00
S2	2,016.50	2,016.50	2,082.75
S3	1,958.00	1,996.50	2,077.50
S4	1,899.50	1,938.00	2,061.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,098.75	2,053.25	45.50	2.2%	19.00	0.9%	93%	False	False	1,255,460
10	2,098.75	2,020.75	78.00	3.7%	22.50	1.1%	96%	False	False	1,372,740
20	2,098.75	1,973.75	125.00	6.0%	29.50	1.4%	97%	False	False	1,604,305
40	2,098.75	1,970.25	128.50	6.1%	29.00	1.4%	97%	False	False	1,547,627
60	2,098.75	1,961.50	137.25	6.5%	27.75	1.3%	98%	False	False	1,287,589
80	2,098.75	1,914.75	184.00	8.8%	25.25	1.2%	98%	False	False	967,252
100	2,098.75	1,805.00	293.75	14.0%	27.25	1.3%	99%	False	False	774,581
120	2,098.75	1,805.00	293.75	14.0%	25.25	1.2%	99%	False	False	645,563

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.33
Narrowest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	2,141.00
2.618	2,124.75
1.618	2,114.75
1.000	2,108.50
0.618	2,104.75
HIGH	2,098.50
0.618	2,094.75
0.500	2,093.50
0.382	2,092.25
LOW	2,088.50
0.618	2,082.25
1.000	2,078.50
1.618	2,072.25
2.618	2,062.25
4.250	2,046.00

Fisher Pivots for day following 18-Feb-2015
Pivot	1 day	3 day
R1	2,094.75	2,093.50
PP	2,094.25	2,091.75
S1	2,093.50	2,089.75

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

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