E-mini S&P 500 Future December 2015

Trading Metrics calculated at close of trading on 12-Oct-2015

Day Change Summary
	Previous	Current
	09-Oct-2015	12-Oct-2015	Change	Change %	Previous Week
Open	2,004.00	2,005.25	1.25	0.1%	1,941.00
High	2,014.00	2,014.00	0.00	0.0%	2,014.00
Low	1,998.75	2,001.75	3.00	0.2%	1,937.25
Close	2,007.50	2,011.00	3.50	0.2%	2,007.50
Range	15.25	12.25	-3.00	-19.7%	76.75
ATR	37.56	35.75	-1.81	-4.8%	0.00
Volume	1,378,359	804,576	-573,783	-41.6%	8,401,206

Daily Pivots for day following 12-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2,045.75	2,040.50	2,017.75
R3	2,033.50	2,028.25	2,014.25
R2	2,021.25	2,021.25	2,013.25
R1	2,016.00	2,016.00	2,012.00	2,018.50
PP	2,009.00	2,009.00	2,009.00	2,010.25
S1	2,003.75	2,003.75	2,010.00	2,006.50
S2	1,996.75	1,996.75	2,008.75
S3	1,984.50	1,991.50	2,007.75
S4	1,972.25	1,979.25	2,004.25

Weekly Pivots for week ending 09-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2,216.50	2,188.75	2,049.75
R3	2,139.75	2,112.00	2,028.50
R2	2,063.00	2,063.00	2,021.50
R1	2,035.25	2,035.25	2,014.50	2,049.00
PP	1,986.25	1,986.25	1,986.25	1,993.25
S1	1,958.50	1,958.50	2,000.50	1,972.50
S2	1,909.50	1,909.50	1,993.50
S3	1,832.75	1,881.75	1,986.50
S4	1,756.00	1,805.00	1,965.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,014.00	1,960.50	53.50	2.7%	23.25	1.2%	94%	True	False	1,506,052
10	2,014.00	1,861.00	153.00	7.6%	32.75	1.6%	98%	True	False	1,831,562
20	2,014.00	1,861.00	153.00	7.6%	36.00	1.8%	98%	True	False	1,916,150
40	2,095.50	1,823.00	272.50	13.6%	42.75	2.1%	69%	False	False	1,078,973
60	2,118.50	1,823.00	295.50	14.7%	35.75	1.8%	64%	False	False	720,683
80	2,118.50	1,823.00	295.50	14.7%	32.50	1.6%	64%	False	False	541,147
100	2,118.50	1,823.00	295.50	14.7%	29.75	1.5%	64%	False	False	433,115
120	2,118.50	1,823.00	295.50	14.7%	27.75	1.4%	64%	False	False	360,982

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.53
Narrowest range in 57 trading days

Fibonacci Retracements and Extensions
4.250	2,066.00
2.618	2,046.00
1.618	2,033.75
1.000	2,026.25
0.618	2,021.50
HIGH	2,014.00
0.618	2,009.25
0.500	2,008.00
0.382	2,006.50
LOW	2,001.75
0.618	1,994.25
1.000	1,989.50
1.618	1,982.00
2.618	1,969.75
4.250	1,949.75

Fisher Pivots for day following 12-Oct-2015
Pivot	1 day	3 day
R1	2,010.00	2,004.75
PP	2,009.00	1,998.75
S1	2,008.00	1,992.50

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

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