E-mini S&P 500 Future June 2015

Trading Metrics calculated at close of trading on 17-Apr-2015

Day Change Summary
	Previous	Current
	16-Apr-2015	17-Apr-2015	Change	Change %	Previous Week
Open	2,101.50	2,101.25	-0.25	0.0%	2,095.25
High	2,104.75	2,101.75	-3.00	-0.1%	2,105.50
Low	2,089.00	2,064.50	-24.50	-1.2%	2,064.50
Close	2,100.75	2,075.50	-25.25	-1.2%	2,075.50
Range	15.75	37.25	21.50	136.5%	41.00
ATR	21.54	22.66	1.12	5.2%	0.00
Volume	1,113,607	1,822,841	709,234	63.7%	6,329,389

Daily Pivots for day following 17-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	2,192.25	2,171.25	2,096.00
R3	2,155.00	2,134.00	2,085.75
R2	2,117.75	2,117.75	2,082.25
R1	2,096.75	2,096.75	2,079.00	2,088.50
PP	2,080.50	2,080.50	2,080.50	2,076.50
S1	2,059.50	2,059.50	2,072.00	2,051.50
S2	2,043.25	2,043.25	2,068.75
S3	2,006.00	2,022.25	2,065.25
S4	1,968.75	1,985.00	2,055.00

Weekly Pivots for week ending 17-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	2,204.75	2,181.25	2,098.00
R3	2,163.75	2,140.25	2,086.75
R2	2,122.75	2,122.75	2,083.00
R1	2,099.25	2,099.25	2,079.25	2,090.50
PP	2,081.75	2,081.75	2,081.75	2,077.50
S1	2,058.25	2,058.25	2,071.75	2,049.50
S2	2,040.75	2,040.75	2,068.00
S3	1,999.75	2,017.25	2,064.25
S4	1,958.75	1,976.25	2,053.00

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	2,064.50	41.00	2.0%	20.75	1.0%	27%	False	True	1,265,877
10	2,105.50	2,038.75	66.75	3.2%	21.25	1.0%	55%	False	False	1,163,566
20	2,107.00	2,033.25	73.75	3.6%	22.75	1.1%	57%	False	False	1,283,989
40	2,109.75	2,030.50	79.25	3.8%	22.00	1.1%	57%	False	False	899,106
60	2,109.75	1,966.00	143.75	6.9%	24.00	1.2%	76%	False	False	600,394
80	2,109.75	1,963.50	146.25	7.0%	25.00	1.2%	77%	False	False	450,923
100	2,109.75	1,954.25	155.50	7.5%	24.50	1.2%	78%	False	False	360,827
120	2,109.75	1,918.00	191.75	9.2%	23.00	1.1%	82%	False	False	300,729

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.25
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	2,260.00
2.618	2,199.25
1.618	2,162.00
1.000	2,139.00
0.618	2,124.75
HIGH	2,101.75
0.618	2,087.50
0.500	2,083.00
0.382	2,078.75
LOW	2,064.50
0.618	2,041.50
1.000	2,027.25
1.618	2,004.25
2.618	1,967.00
4.250	1,906.25

Fisher Pivots for day following 17-Apr-2015
Pivot	1 day	3 day
R1	2,083.00	2,085.00
PP	2,080.50	2,081.75
S1	2,078.00	2,078.75

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

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