E-mini S&P 500 Future June 2015

Trading Metrics calculated at close of trading on 13-Mar-2015

Day Change Summary
	Previous	Current
	12-Mar-2015	13-Mar-2015	Change	Change %	Previous Week
Open	2,034.75	2,056.50	21.75	1.1%	2,065.75
High	2,059.00	2,061.25	2.25	0.1%	2,072.75
Low	2,030.75	2,032.50	1.75	0.1%	2,030.50
Close	2,056.50	2,042.25	-14.25	-0.7%	2,042.25
Range	28.25	28.75	0.50	1.8%	42.25
ATR	21.73	22.24	0.50	2.3%	0.00
Volume	833,748	1,729,733	895,985	107.5%	3,137,748

Daily Pivots for day following 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	2,131.50	2,115.75	2,058.00
R3	2,102.75	2,087.00	2,050.25
R2	2,074.00	2,074.00	2,047.50
R1	2,058.25	2,058.25	2,045.00	2,051.75
PP	2,045.25	2,045.25	2,045.25	2,042.00
S1	2,029.50	2,029.50	2,039.50	2,023.00
S2	2,016.50	2,016.50	2,037.00
S3	1,987.75	2,000.75	2,034.25
S4	1,959.00	1,972.00	2,026.50

Weekly Pivots for week ending 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	2,175.25	2,151.00	2,065.50
R3	2,133.00	2,108.75	2,053.75
R2	2,090.75	2,090.75	2,050.00
R1	2,066.50	2,066.50	2,046.00	2,057.50
PP	2,048.50	2,048.50	2,048.50	2,044.00
S1	2,024.25	2,024.25	2,038.50	2,015.25
S2	2,006.25	2,006.25	2,034.50
S3	1,964.00	1,982.00	2,030.75
S4	1,921.75	1,939.75	2,019.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,072.75	2,030.50	42.25	2.1%	24.50	1.2%	28%	False	False	627,549
10	2,107.75	2,030.50	77.25	3.8%	22.25	1.1%	15%	False	False	323,514
20	2,109.75	2,030.50	79.25	3.9%	17.75	0.9%	15%	False	False	164,664
40	2,109.75	1,963.50	146.25	7.2%	25.25	1.2%	54%	False	False	84,047
60	2,109.75	1,954.25	155.50	7.6%	26.50	1.3%	57%	False	False	56,626
80	2,109.75	1,954.25	155.50	7.6%	24.00	1.2%	57%	False	False	42,543
100	2,109.75	1,859.00	250.75	12.3%	23.00	1.1%	73%	False	False	34,076
120	2,109.75	1,806.50	303.25	14.8%	23.75	1.2%	78%	False	False	28,417

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	3.38
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2,183.50
2.618	2,136.50
1.618	2,107.75
1.000	2,090.00
0.618	2,079.00
HIGH	2,061.25
0.618	2,050.25
0.500	2,047.00
0.382	2,043.50
LOW	2,032.50
0.618	2,014.75
1.000	2,003.75
1.618	1,986.00
2.618	1,957.25
4.250	1,910.25

Fisher Pivots for day following 13-Mar-2015
Pivot	1 day	3 day
R1	2,047.00	2,046.00
PP	2,045.25	2,044.75
S1	2,043.75	2,043.50

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

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