E-mini S&P 500 Future June 2015

Trading Metrics calculated at close of trading on 05-Nov-2014

Day Change Summary
	Previous	Current
	04-Nov-2014	05-Nov-2014	Change	Change %	Previous Week
Open	1,992.25	1,993.75	1.50	0.1%	1,945.25
High	1,998.00	2,004.25	6.25	0.3%	2,000.00
Low	1,982.00	1,992.50	10.50	0.5%	1,930.00
Close	1,990.00	2,003.25	13.25	0.7%	1,996.00
Range	16.00	11.75	-4.25	-26.6%	70.00
ATR	25.15	24.37	-0.78	-3.1%	0.00
Volume	45	467	422	937.8%	1,615

Daily Pivots for day following 05-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,035.25	2,031.00	2,009.75
R3	2,023.50	2,019.25	2,006.50
R2	2,011.75	2,011.75	2,005.50
R1	2,007.50	2,007.50	2,004.25	2,009.50
PP	2,000.00	2,000.00	2,000.00	2,001.00
S1	1,995.75	1,995.75	2,002.25	1,998.00
S2	1,988.25	1,988.25	2,001.00
S3	1,976.50	1,984.00	2,000.00
S4	1,964.75	1,972.25	1,996.75

Weekly Pivots for week ending 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,185.25	2,160.75	2,034.50
R3	2,115.25	2,090.75	2,015.25
R2	2,045.25	2,045.25	2,008.75
R1	2,020.75	2,020.75	2,002.50	2,033.00
PP	1,975.25	1,975.25	1,975.25	1,981.50
S1	1,950.75	1,950.75	1,989.50	1,963.00
S2	1,905.25	1,905.25	1,983.25
S3	1,835.25	1,880.75	1,976.75
S4	1,765.25	1,810.75	1,957.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,004.25	1,946.25	58.00	2.9%	19.00	0.9%	98%	True	False	393
10	2,004.25	1,910.50	93.75	4.7%	21.00	1.0%	99%	True	False	247
20	2,004.25	1,806.50	197.75	9.9%	28.75	1.4%	99%	True	False	218
40	2,004.25	1,806.50	197.75	9.9%	23.25	1.2%	99%	True	False	134
60	2,004.25	1,806.50	197.75	9.9%	17.50	0.9%	99%	True	False	91

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	4.55
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,054.25
2.618	2,035.00
1.618	2,023.25
1.000	2,016.00
0.618	2,011.50
HIGH	2,004.25
0.618	1,999.75
0.500	1,998.50
0.382	1,997.00
LOW	1,992.50
0.618	1,985.25
1.000	1,980.75
1.618	1,973.50
2.618	1,961.75
4.250	1,942.50

Fisher Pivots for day following 05-Nov-2014
Pivot	1 day	3 day
R1	2,001.50	2,000.00
PP	2,000.00	1,996.50
S1	1,998.50	1,993.00

Download as Excel Spreadsheet

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

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