E-mini S&P 500 Future September 2015

Trading Metrics calculated at close of trading on 20-Aug-2015

Day Change Summary
	Previous	Current
	19-Aug-2015	20-Aug-2015	Change	Change %	Previous Week
Open	2,093.25	2,073.50	-19.75	-0.9%	2,072.00
High	2,098.00	2,077.75	-20.25	-1.0%	2,101.75
Low	2,066.50	2,024.50	-42.00	-2.0%	2,046.50
Close	2,072.75	2,025.50	-47.25	-2.3%	2,089.50
Range	31.50	53.25	21.75	69.0%	55.25
ATR	23.46	25.59	2.13	9.1%	0.00
Volume	2,289,064	2,583,142	294,078	12.8%	7,912,112

Daily Pivots for day following 20-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	2,202.25	2,167.25	2,054.75
R3	2,149.00	2,114.00	2,040.25
R2	2,095.75	2,095.75	2,035.25
R1	2,060.75	2,060.75	2,030.50	2,051.50
PP	2,042.50	2,042.50	2,042.50	2,038.00
S1	2,007.50	2,007.50	2,020.50	1,998.50
S2	1,989.25	1,989.25	2,015.75
S3	1,936.00	1,954.25	2,010.75
S4	1,882.75	1,901.00	1,996.25

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	2,245.00	2,222.50	2,120.00
R3	2,189.75	2,167.25	2,104.75
R2	2,134.50	2,134.50	2,099.75
R1	2,112.00	2,112.00	2,094.50	2,123.25
PP	2,079.25	2,079.25	2,079.25	2,085.00
S1	2,056.75	2,056.75	2,084.50	2,068.00
S2	2,024.00	2,024.00	2,079.25
S3	1,968.75	2,001.50	2,074.25
S4	1,913.50	1,946.25	2,059.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,103.75	2,024.50	79.25	3.9%	28.25	1.4%	1%	False	True	1,673,932
10	2,103.75	2,024.50	79.25	3.9%	28.00	1.4%	1%	False	True	1,680,869
20	2,109.25	2,024.50	84.75	4.2%	25.50	1.3%	1%	False	True	1,605,265
40	2,126.25	2,024.50	101.75	5.0%	24.25	1.2%	1%	False	True	1,569,462
60	2,126.25	2,024.50	101.75	5.0%	22.75	1.1%	1%	False	True	1,289,769
80	2,126.25	2,024.50	101.75	5.0%	22.25	1.1%	1%	False	True	968,018
100	2,126.25	2,024.50	101.75	5.0%	22.00	1.1%	1%	False	True	774,988
120	2,126.25	2,024.25	102.00	5.0%	22.25	1.1%	1%	False	False	645,923

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	4.90
Widest range in 208 trading days

Fibonacci Retracements and Extensions
4.250	2,304.00
2.618	2,217.25
1.618	2,164.00
1.000	2,131.00
0.618	2,110.75
HIGH	2,077.75
0.618	2,057.50
0.500	2,051.00
0.382	2,044.75
LOW	2,024.50
0.618	1,991.50
1.000	1,971.25
1.618	1,938.25
2.618	1,885.00
4.250	1,798.25

Fisher Pivots for day following 20-Aug-2015
Pivot	1 day	3 day
R1	2,051.00	2,064.00
PP	2,042.50	2,051.25
S1	2,034.00	2,038.50

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

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