E-mini S&P 500 Future June 2015

Trading Metrics calculated at close of trading on 28-Nov-2014

Day Change Summary
	Previous	Current
	26-Nov-2014	28-Nov-2014	Change	Change %	Previous Week
Open	2,055.00	2,059.00	4.00	0.2%	2,047.50
High	2,057.75	2,059.25	1.50	0.1%	2,059.25
Low	2,050.75	2,049.50	-1.25	-0.1%	2,047.25
Close	2,057.75	2,052.00	-5.75	-0.3%	2,052.00
Range	7.00	9.75	2.75	39.3%	12.00
ATR	15.22	14.83	-0.39	-2.6%	0.00
Volume	38	787	749	1,971.1%	1,435

Daily Pivots for day following 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,082.75	2,077.25	2,057.25
R3	2,073.00	2,067.50	2,054.75
R2	2,063.25	2,063.25	2,053.75
R1	2,057.75	2,057.75	2,053.00	2,055.50
PP	2,053.50	2,053.50	2,053.50	2,052.50
S1	2,048.00	2,048.00	2,051.00	2,046.00
S2	2,043.75	2,043.75	2,050.25
S3	2,034.00	2,038.25	2,049.25
S4	2,024.25	2,028.50	2,046.75

Weekly Pivots for week ending 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	2,088.75	2,082.50	2,058.50
R3	2,076.75	2,070.50	2,055.25
R2	2,064.75	2,064.75	2,054.25
R1	2,058.50	2,058.50	2,053.00	2,061.50
PP	2,052.75	2,052.75	2,052.75	2,054.50
S1	2,046.50	2,046.50	2,051.00	2,049.50
S2	2,040.75	2,040.75	2,049.75
S3	2,028.75	2,034.50	2,048.75
S4	2,016.75	2,022.50	2,045.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,059.25	2,036.25	23.00	1.1%	9.50	0.5%	68%	True	False	415
10	2,059.25	2,014.00	45.25	2.2%	10.50	0.5%	84%	True	False	357
20	2,059.25	1,972.25	87.00	4.2%	12.00	0.6%	92%	True	False	290
40	2,059.25	1,806.50	252.75	12.3%	21.75	1.1%	97%	True	False	230
60	2,059.25	1,806.50	252.75	12.3%	19.00	0.9%	97%	True	False	165
80	2,059.25	1,806.50	252.75	12.3%	16.00	0.8%	97%	True	False	125

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.55
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2,100.75
2.618	2,084.75
1.618	2,075.00
1.000	2,069.00
0.618	2,065.25
HIGH	2,059.25
0.618	2,055.50
0.500	2,054.50
0.382	2,053.25
LOW	2,049.50
0.618	2,043.50
1.000	2,039.75
1.618	2,033.75
2.618	2,024.00
4.250	2,008.00

Fisher Pivots for day following 28-Nov-2014
Pivot	1 day	3 day
R1	2,054.50	2,054.50
PP	2,053.50	2,053.50
S1	2,052.75	2,052.75

Download as Excel Spreadsheet

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

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