E-mini S&P 500 Future March 2015

Trading Metrics calculated at close of trading on 19-Feb-2015

Day Change Summary
	Previous	Current
	18-Feb-2015	19-Feb-2015	Change	Change %	Previous Week
Open	2,096.50	2,095.25	-1.25	-0.1%	2,050.00
High	2,098.50	2,099.50	1.00	0.0%	2,095.00
Low	2,088.50	2,087.25	-1.25	-0.1%	2,036.50
Close	2,095.50	2,095.25	-0.25	0.0%	2,093.50
Range	10.00	12.25	2.25	22.5%	58.50
ATR	27.77	26.66	-1.11	-4.0%	0.00
Volume	1,088,179	1,143,901	55,722	5.1%	6,641,427

Daily Pivots for day following 19-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	2,130.75	2,125.25	2,102.00
R3	2,118.50	2,113.00	2,098.50
R2	2,106.25	2,106.25	2,097.50
R1	2,100.75	2,100.75	2,096.25	2,101.50
PP	2,094.00	2,094.00	2,094.00	2,094.25
S1	2,088.50	2,088.50	2,094.25	2,089.00
S2	2,081.75	2,081.75	2,093.00
S3	2,069.50	2,076.25	2,092.00
S4	2,057.25	2,064.00	2,088.50

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	2,099.50	2,058.50	41.00	2.0%	16.25	0.8%	90%	True	False	1,225,146
10	2,099.50	2,020.75	78.75	3.8%	21.00	1.0%	95%	True	False	1,317,434
20	2,099.50	1,973.75	125.75	6.0%	28.75	1.4%	97%	True	False	1,579,537
40	2,099.50	1,970.25	129.25	6.2%	28.75	1.4%	97%	True	False	1,532,085
60	2,099.50	1,961.50	138.00	6.6%	27.50	1.3%	97%	True	False	1,306,395
80	2,099.50	1,924.25	175.25	8.4%	25.00	1.2%	98%	True	False	981,480
100	2,099.50	1,805.00	294.50	14.1%	27.25	1.3%	99%	True	False	786,010
120	2,099.50	1,805.00	294.50	14.1%	25.25	1.2%	99%	True	False	655,095

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.88
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,151.50
2.618	2,131.50
1.618	2,119.25
1.000	2,111.75
0.618	2,107.00
HIGH	2,099.50
0.618	2,094.75
0.500	2,093.50
0.382	2,092.00
LOW	2,087.25
0.618	2,079.75
1.000	2,075.00
1.618	2,067.50
2.618	2,055.25
4.250	2,035.25

Fisher Pivots for day following 19-Feb-2015
Pivot	1 day	3 day
R1	2,094.50	2,093.50
PP	2,094.00	2,091.75
S1	2,093.50	2,090.00

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

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