E-mini S&P 500 Future June 2015

Trading Metrics calculated at close of trading on 02-Mar-2015

Day Change Summary
	Previous	Current
	27-Feb-2015	02-Mar-2015	Change	Change %	Previous Week
Open	2,102.00	2,096.00	-6.00	-0.3%	2,100.25
High	2,103.25	2,107.75	4.50	0.2%	2,109.75
Low	2,093.25	2,092.75	-0.50	0.0%	2,092.50
Close	2,095.00	2,106.25	11.25	0.5%	2,095.00
Range	10.00	15.00	5.00	50.0%	17.25
ATR	21.18	20.74	-0.44	-2.1%	0.00
Volume	11,398	8,349	-3,049	-26.8%	38,069

Daily Pivots for day following 02-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	2,147.25	2,141.75	2,114.50
R3	2,132.25	2,126.75	2,110.50
R2	2,117.25	2,117.25	2,109.00
R1	2,111.75	2,111.75	2,107.50	2,114.50
PP	2,102.25	2,102.25	2,102.25	2,103.50
S1	2,096.75	2,096.75	2,105.00	2,099.50
S2	2,087.25	2,087.25	2,103.50
S3	2,072.25	2,081.75	2,102.00
S4	2,057.25	2,066.75	2,098.00

Weekly Pivots for week ending 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	2,150.75	2,140.25	2,104.50
R3	2,133.50	2,123.00	2,099.75
R2	2,116.25	2,116.25	2,098.25
R1	2,105.75	2,105.75	2,096.50	2,102.50
PP	2,099.00	2,099.00	2,099.00	2,097.50
S1	2,088.50	2,088.50	2,093.50	2,085.00
S2	2,081.75	2,081.75	2,091.75
S3	2,064.50	2,071.25	2,090.25
S4	2,047.25	2,054.00	2,085.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,109.75	2,092.75	17.00	0.8%	12.00	0.6%	79%	False	True	7,435
10	2,109.75	2,073.25	36.50	1.7%	13.25	0.6%	90%	False	False	6,478
20	2,109.75	1,966.00	143.75	6.8%	20.25	1.0%	98%	False	False	4,747
40	2,109.75	1,963.50	146.25	6.9%	28.00	1.3%	98%	False	False	3,864
60	2,109.75	1,954.25	155.50	7.4%	26.50	1.3%	98%	False	False	2,888
80	2,109.75	1,954.25	155.50	7.4%	22.75	1.1%	98%	False	False	2,233
100	2,109.75	1,806.50	303.25	14.4%	24.50	1.2%	99%	False	False	1,826
120	2,109.75	1,806.50	303.25	14.4%	22.75	1.1%	99%	False	False	1,529

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	4.15
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	2,171.50
2.618	2,147.00
1.618	2,132.00
1.000	2,122.75
0.618	2,117.00
HIGH	2,107.75
0.618	2,102.00
0.500	2,100.25
0.382	2,098.50
LOW	2,092.75
0.618	2,083.50
1.000	2,077.75
1.618	2,068.50
2.618	2,053.50
4.250	2,029.00

Fisher Pivots for day following 02-Mar-2015
Pivot	1 day	3 day
R1	2,104.25	2,104.25
PP	2,102.25	2,102.25
S1	2,100.25	2,100.25

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

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