E-mini S&P 500 Future June 2015

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

Day Change Summary
	Previous	Current
	28-Oct-2014	29-Oct-2014	Change	Change %	Previous Week
Open	1,943.00	1,960.00	17.00	0.9%	1,875.00
High	1,964.50	1,968.50	4.00	0.2%	1,945.00
Low	1,942.00	1,950.25	8.25	0.4%	1,859.00
Close	1,964.50	1,956.75	-7.75	-0.4%	1,944.00
Range	22.50	18.25	-4.25	-18.9%	86.00
ATR	27.49	26.83	-0.66	-2.4%	0.00
Volume	28	98	70	250.0%	495

Daily Pivots for day following 29-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,013.25	2,003.25	1,966.75
R3	1,995.00	1,985.00	1,961.75
R2	1,976.75	1,976.75	1,960.00
R1	1,966.75	1,966.75	1,958.50	1,962.50
PP	1,958.50	1,958.50	1,958.50	1,956.50
S1	1,948.50	1,948.50	1,955.00	1,944.50
S2	1,940.25	1,940.25	1,953.50
S3	1,922.00	1,930.25	1,951.75
S4	1,903.75	1,912.00	1,946.75

Weekly Pivots for week ending 24-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,174.00	2,145.00	1,991.25
R3	2,088.00	2,059.00	1,967.75
R2	2,002.00	2,002.00	1,959.75
R1	1,973.00	1,973.00	1,952.00	1,987.50
PP	1,916.00	1,916.00	1,916.00	1,923.25
S1	1,887.00	1,887.00	1,936.00	1,901.50
S2	1,830.00	1,830.00	1,928.25
S3	1,744.00	1,801.00	1,920.25
S4	1,658.00	1,715.00	1,896.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,968.50	1,910.50	58.00	3.0%	23.00	1.2%	80%	True	False	101
10	1,968.50	1,809.50	159.00	8.1%	28.00	1.4%	93%	True	False	160
20	1,968.50	1,806.50	162.00	8.3%	31.00	1.6%	93%	True	False	141
40	1,995.00	1,806.50	188.50	9.6%	22.00	1.1%	80%	False	False	86
60	1,995.00	1,806.50	188.50	9.6%	17.00	0.9%	80%	False	False	59

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.30
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	2,046.00
2.618	2,016.25
1.618	1,998.00
1.000	1,986.75
0.618	1,979.75
HIGH	1,968.50
0.618	1,961.50
0.500	1,959.50
0.382	1,957.25
LOW	1,950.25
0.618	1,939.00
1.000	1,932.00
1.618	1,920.75
2.618	1,902.50
4.250	1,872.75

Fisher Pivots for day following 29-Oct-2014
Pivot	1 day	3 day
R1	1,959.50	1,954.25
PP	1,958.50	1,951.75
S1	1,957.50	1,949.25

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

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