E-mini S&P 500 Future June 2015

Trading Metrics calculated at close of trading on 16-Apr-2015

Day Change Summary
	Previous	Current
	15-Apr-2015	16-Apr-2015	Change	Change %	Previous Week
Open	2,091.75	2,101.50	9.75	0.5%	2,039.50
High	2,105.50	2,104.75	-0.75	0.0%	2,096.25
Low	2,087.25	2,089.00	1.75	0.1%	2,038.75
Close	2,099.75	2,100.75	1.00	0.0%	2,095.50
Range	18.25	15.75	-2.50	-13.7%	57.50
ATR	21.98	21.54	-0.45	-2.0%	0.00
Volume	1,045,308	1,113,607	68,299	6.5%	5,306,277

Daily Pivots for day following 16-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	2,145.50	2,138.75	2,109.50
R3	2,129.75	2,123.00	2,105.00
R2	2,114.00	2,114.00	2,103.75
R1	2,107.25	2,107.25	2,102.25	2,102.75
PP	2,098.25	2,098.25	2,098.25	2,096.00
S1	2,091.50	2,091.50	2,099.25	2,087.00
S2	2,082.50	2,082.50	2,097.75
S3	2,066.75	2,075.75	2,096.50
S4	2,051.00	2,060.00	2,092.00

Weekly Pivots for week ending 10-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	2,249.25	2,230.00	2,127.00
R3	2,191.75	2,172.50	2,111.25
R2	2,134.25	2,134.25	2,106.00
R1	2,115.00	2,115.00	2,100.75	2,124.50
PP	2,076.75	2,076.75	2,076.75	2,081.75
S1	2,057.50	2,057.50	2,090.25	2,067.00
S2	2,019.25	2,019.25	2,085.00
S3	1,961.75	2,000.00	2,079.75
S4	1,904.25	1,942.50	2,064.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,105.50	2,075.75	29.75	1.4%	16.00	0.8%	84%	False	False	1,077,415
10	2,105.50	2,038.75	66.75	3.2%	19.50	0.9%	93%	False	False	1,085,773
20	2,107.00	2,033.25	73.75	3.5%	22.00	1.0%	92%	False	False	1,267,693
40	2,109.75	2,030.50	79.25	3.8%	21.25	1.0%	89%	False	False	853,577
60	2,109.75	1,966.00	143.75	6.8%	23.75	1.1%	94%	False	False	570,054
80	2,109.75	1,963.50	146.25	7.0%	24.75	1.2%	94%	False	False	428,151
100	2,109.75	1,954.25	155.50	7.4%	24.25	1.2%	94%	False	False	342,600
120	2,109.75	1,910.50	199.25	9.5%	23.00	1.1%	95%	False	False	285,540

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.15
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2,171.75
2.618	2,146.00
1.618	2,130.25
1.000	2,120.50
0.618	2,114.50
HIGH	2,104.75
0.618	2,098.75
0.500	2,097.00
0.382	2,095.00
LOW	2,089.00
0.618	2,079.25
1.000	2,073.25
1.618	2,063.50
2.618	2,047.75
4.250	2,022.00

Fisher Pivots for day following 16-Apr-2015
Pivot	1 day	3 day
R1	2,099.50	2,097.50
PP	2,098.25	2,094.00
S1	2,097.00	2,090.50

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

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