E-mini S&P 500 Future June 2015

Trading Metrics calculated at close of trading on 07-Apr-2015

Day Change Summary
	Previous	Current
	06-Apr-2015	07-Apr-2015	Change	Change %	Previous Week
Open	2,039.50	2,071.50	32.00	1.6%	2,052.75
High	2,080.00	2,082.75	2.75	0.1%	2,081.75
Low	2,038.75	2,066.00	27.25	1.3%	2,033.50
Close	2,073.25	2,067.75	-5.50	-0.3%	2,059.50
Range	41.25	16.75	-24.50	-59.4%	48.25
ATR	25.51	24.89	-0.63	-2.5%	0.00
Volume	948,447	1,048,474	100,027	10.5%	5,696,502

Daily Pivots for day following 07-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	2,122.50	2,111.75	2,077.00
R3	2,105.75	2,095.00	2,072.25
R2	2,089.00	2,089.00	2,070.75
R1	2,078.25	2,078.25	2,069.25	2,075.25
PP	2,072.25	2,072.25	2,072.25	2,070.50
S1	2,061.50	2,061.50	2,066.25	2,058.50
S2	2,055.50	2,055.50	2,064.75
S3	2,038.75	2,044.75	2,063.25
S4	2,022.00	2,028.00	2,058.50

Weekly Pivots for week ending 03-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	2,203.00	2,179.50	2,086.00
R3	2,154.75	2,131.25	2,072.75
R2	2,106.50	2,106.50	2,068.25
R1	2,083.00	2,083.00	2,064.00	2,094.75
PP	2,058.25	2,058.25	2,058.25	2,064.00
S1	2,034.75	2,034.75	2,055.00	2,046.50
S2	2,010.00	2,010.00	2,050.75
S3	1,961.75	1,986.50	2,046.25
S4	1,913.50	1,938.25	2,033.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,082.75	2,033.50	49.25	2.4%	25.25	1.2%	70%	True	False	1,291,411
10	2,101.00	2,033.25	67.75	3.3%	25.75	1.2%	51%	False	False	1,366,580
20	2,107.00	2,030.50	76.50	3.7%	26.50	1.3%	49%	False	False	1,304,823
40	2,109.75	2,029.00	80.75	3.9%	21.75	1.0%	48%	False	False	658,620
60	2,109.75	1,963.50	146.25	7.1%	26.50	1.3%	71%	False	False	440,200
80	2,109.75	1,954.25	155.50	7.5%	26.75	1.3%	73%	False	False	330,499
100	2,109.75	1,954.25	155.50	7.5%	23.75	1.2%	73%	False	False	264,459
120	2,109.75	1,806.50	303.25	14.7%	24.00	1.2%	86%	False	False	220,421

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	4.75
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	2,154.00
2.618	2,126.50
1.618	2,109.75
1.000	2,099.50
0.618	2,093.00
HIGH	2,082.75
0.618	2,076.25
0.500	2,074.50
0.382	2,072.50
LOW	2,066.00
0.618	2,055.75
1.000	2,049.25
1.618	2,039.00
2.618	2,022.25
4.250	1,994.75

Fisher Pivots for day following 07-Apr-2015
Pivot	1 day	3 day
R1	2,074.50	2,065.50
PP	2,072.25	2,063.00
S1	2,070.00	2,060.75

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

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