E-mini S&P 500 Future June 2015

Trading Metrics calculated at close of trading on 11-Mar-2015

Day Change Summary
	Previous	Current
	10-Mar-2015	11-Mar-2015	Change	Change %	Previous Week
Open	2,070.00	2,036.00	-34.00	-1.6%	2,096.00
High	2,070.50	2,044.75	-25.75	-1.2%	2,107.75
Low	2,033.75	2,030.50	-3.25	-0.2%	2,057.75
Close	2,034.25	2,032.00	-2.25	-0.1%	2,063.00
Range	36.75	14.25	-22.50	-61.2%	50.00
ATR	21.77	21.23	-0.54	-2.5%	0.00
Volume	159,505	332,025	172,520	108.2%	97,400

Daily Pivots for day following 11-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	2,078.50	2,069.50	2,039.75
R3	2,064.25	2,055.25	2,036.00
R2	2,050.00	2,050.00	2,034.50
R1	2,041.00	2,041.00	2,033.25	2,038.50
PP	2,035.75	2,035.75	2,035.75	2,034.50
S1	2,026.75	2,026.75	2,030.75	2,024.00
S2	2,021.50	2,021.50	2,029.50
S3	2,007.25	2,012.50	2,028.00
S4	1,993.00	1,998.25	2,024.25

Weekly Pivots for week ending 06-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	2,226.25	2,194.50	2,090.50
R3	2,176.25	2,144.50	2,076.75
R2	2,126.25	2,126.25	2,072.25
R1	2,094.50	2,094.50	2,067.50	2,085.50
PP	2,076.25	2,076.25	2,076.25	2,071.50
S1	2,044.50	2,044.50	2,058.50	2,035.50
S2	2,026.25	2,026.25	2,053.75
S3	1,976.25	1,994.50	2,049.25
S4	1,926.25	1,944.50	2,035.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,096.25	2,030.50	65.75	3.2%	22.75	1.1%	2%	False	True	125,681
10	2,107.75	2,030.50	77.25	3.8%	19.00	0.9%	2%	False	True	68,721
20	2,109.75	2,030.50	79.25	3.9%	17.50	0.9%	2%	False	True	36,838
40	2,109.75	1,963.50	146.25	7.2%	26.00	1.3%	47%	False	False	20,054
60	2,109.75	1,954.25	155.50	7.7%	26.75	1.3%	50%	False	False	13,912
80	2,109.75	1,954.25	155.50	7.7%	23.75	1.2%	50%	False	False	10,510
100	2,109.75	1,809.50	300.25	14.8%	23.25	1.1%	74%	False	False	8,450
120	2,109.75	1,806.50	303.25	14.9%	23.50	1.2%	74%	False	False	7,056

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.10
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,105.25
2.618	2,082.00
1.618	2,067.75
1.000	2,059.00
0.618	2,053.50
HIGH	2,044.75
0.618	2,039.25
0.500	2,037.50
0.382	2,036.00
LOW	2,030.50
0.618	2,021.75
1.000	2,016.25
1.618	2,007.50
2.618	1,993.25
4.250	1,970.00

Fisher Pivots for day following 11-Mar-2015
Pivot	1 day	3 day
R1	2,037.50	2,051.50
PP	2,035.75	2,045.00
S1	2,034.00	2,038.50

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

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