E-mini S&P 500 Future September 2015

Trading Metrics calculated at close of trading on 06-Jul-2015

Day Change Summary
	Previous	Current
	02-Jul-2015	06-Jul-2015	Change	Change %	Previous Week
Open	2,071.50	2,037.25	-34.25	-1.7%	2,064.00
High	2,079.00	2,071.75	-7.25	-0.3%	2,083.25
Low	2,062.25	2,034.25	-28.00	-1.4%	2,046.75
Close	2,068.75	2,064.50	-4.25	-0.2%	2,068.75
Range	16.75	37.50	20.75	123.9%	36.50
ATR	21.76	22.89	1.12	5.2%	0.00
Volume	1,252,317	1,973,058	720,741	57.6%	7,423,044

Daily Pivots for day following 06-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	2,169.25	2,154.50	2,085.00
R3	2,131.75	2,117.00	2,074.75
R2	2,094.25	2,094.25	2,071.50
R1	2,079.50	2,079.50	2,068.00	2,087.00
PP	2,056.75	2,056.75	2,056.75	2,060.50
S1	2,042.00	2,042.00	2,061.00	2,049.50
S2	2,019.25	2,019.25	2,057.50
S3	1,981.75	2,004.50	2,054.25
S4	1,944.25	1,967.00	2,044.00

Weekly Pivots for week ending 03-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	2,175.75	2,158.75	2,088.75
R3	2,139.25	2,122.25	2,078.75
R2	2,102.75	2,102.75	2,075.50
R1	2,085.75	2,085.75	2,072.00	2,094.25
PP	2,066.25	2,066.25	2,066.25	2,070.50
S1	2,049.25	2,049.25	2,065.50	2,057.75
S2	2,029.75	2,029.75	2,062.00
S3	1,993.25	2,012.75	2,058.75
S4	1,956.75	1,976.25	2,048.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,083.25	2,034.25	49.00	2.4%	27.00	1.3%	62%	False	True	1,879,220
10	2,122.00	2,034.25	87.75	4.3%	21.75	1.1%	34%	False	True	1,503,210
20	2,122.00	2,034.25	87.75	4.3%	21.75	1.1%	34%	False	True	1,320,088
40	2,126.25	2,034.25	92.00	4.5%	20.00	1.0%	33%	False	True	664,614
60	2,126.25	2,034.25	92.00	4.5%	20.50	1.0%	33%	False	True	443,948
80	2,126.25	2,026.00	100.25	4.9%	21.50	1.0%	38%	False	False	333,338
100	2,126.25	2,024.25	102.00	4.9%	20.00	1.0%	39%	False	False	266,695
120	2,126.25	1,958.50	167.75	8.1%	21.00	1.0%	63%	False	False	222,256

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	5.70
Widest range in 63 trading days

Fibonacci Retracements and Extensions
4.250	2,231.00
2.618	2,170.00
1.618	2,132.50
1.000	2,109.25
0.618	2,095.00
HIGH	2,071.75
0.618	2,057.50
0.500	2,053.00
0.382	2,048.50
LOW	2,034.25
0.618	2,011.00
1.000	1,996.75
1.618	1,973.50
2.618	1,936.00
4.250	1,875.00

Fisher Pivots for day following 06-Jul-2015
Pivot	1 day	3 day
R1	2,060.75	2,062.00
PP	2,056.75	2,059.25
S1	2,053.00	2,056.50

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

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