E-mini S&P 500 Future June 2015

Trading Metrics calculated at close of trading on 27-Apr-2015

Day Change Summary
	Previous	Current
	24-Apr-2015	27-Apr-2015	Change	Change %	Previous Week
Open	2,107.50	2,113.25	5.75	0.3%	2,081.00
High	2,114.75	2,119.75	5.00	0.2%	2,114.75
Low	2,103.00	2,100.25	-2.75	-0.1%	2,078.50
Close	2,111.75	2,104.75	-7.00	-0.3%	2,111.75
Range	11.75	19.50	7.75	66.0%	36.25
ATR	21.92	21.74	-0.17	-0.8%	0.00
Volume	958,312	1,210,483	252,171	26.3%	5,681,735

Daily Pivots for day following 27-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	2,166.75	2,155.25	2,115.50
R3	2,147.25	2,135.75	2,110.00
R2	2,127.75	2,127.75	2,108.25
R1	2,116.25	2,116.25	2,106.50	2,112.25
PP	2,108.25	2,108.25	2,108.25	2,106.25
S1	2,096.75	2,096.75	2,103.00	2,092.75
S2	2,088.75	2,088.75	2,101.25
S3	2,069.25	2,077.25	2,099.50
S4	2,049.75	2,057.75	2,094.00

Weekly Pivots for week ending 24-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	2,210.50	2,197.25	2,131.75
R3	2,174.25	2,161.00	2,121.75
R2	2,138.00	2,138.00	2,118.50
R1	2,124.75	2,124.75	2,115.00	2,131.50
PP	2,101.75	2,101.75	2,101.75	2,105.00
S1	2,088.50	2,088.50	2,108.50	2,095.00
S2	2,065.50	2,065.50	2,105.00
S3	2,029.25	2,052.25	2,101.75
S4	1,993.00	2,016.00	2,091.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,119.75	2,080.25	39.50	1.9%	20.00	0.9%	62%	True	False	1,154,467
10	2,119.75	2,064.50	55.25	2.6%	20.75	1.0%	73%	True	False	1,214,134
20	2,119.75	2,033.50	86.25	4.1%	21.75	1.0%	83%	True	False	1,211,219
40	2,119.75	2,030.50	89.25	4.2%	23.00	1.1%	83%	True	False	1,070,189
60	2,119.75	1,966.00	153.75	7.3%	22.25	1.1%	90%	True	False	714,955
80	2,119.75	1,963.50	156.25	7.4%	25.75	1.2%	90%	True	False	536,933
100	2,119.75	1,954.25	165.50	7.9%	25.00	1.2%	91%	True	False	429,728
120	2,119.75	1,954.25	165.50	7.9%	22.75	1.1%	91%	True	False	358,149

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.33
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2,202.50
2.618	2,170.75
1.618	2,151.25
1.000	2,139.25
0.618	2,131.75
HIGH	2,119.75
0.618	2,112.25
0.500	2,110.00
0.382	2,107.75
LOW	2,100.25
0.618	2,088.25
1.000	2,080.75
1.618	2,068.75
2.618	2,049.25
4.250	2,017.50

Fisher Pivots for day following 27-Apr-2015
Pivot	1 day	3 day
R1	2,110.00	2,104.50
PP	2,108.25	2,104.00
S1	2,106.50	2,103.50

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

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