E-mini S&P 500 Future March 2015

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Trading Metrics calculated at close of trading on 21-May-2014
Day Change Summary Previous Current 20-May-2014 21-May-2014 Change Change % Previous Week Open 1,856.00 1,860.50 4.50 0.2% 1,865.00 High 1,856.00 1,862.50 6.50 0.4% 1,874.75 Low 1,845.75 1,860.50 14.75 0.8% 1,845.00 Close 1,845.75 1,862.50 16.75 0.9% 1,852.25 Range 10.25 2.00 -8.25 -80.5% 29.75 ATR 8.80 9.37 0.57 6.5% 0.00 Volume 5 1 -4 -80.0% 22
Daily Pivots for day following 21-May-2014 Classic Woodie Camarilla DeMark R4 1,867.75 1,867.25 1,863.50 R3 1,865.75 1,865.25 1,863.00 R2 1,863.75 1,863.75 1,862.75 R1 1,863.25 1,863.25 1,862.75 1,863.50 PP 1,861.75 1,861.75 1,861.75 1,862.00 S1 1,861.25 1,861.25 1,862.25 1,861.50 S2 1,859.75 1,859.75 1,862.25 S3 1,857.75 1,859.25 1,862.00 S4 1,855.75 1,857.25 1,861.50	Weekly Pivots for week ending 16-May-2014 Classic Woodie Camarilla DeMark R4 1,946.50 1,929.25 1,868.50 R3 1,916.75 1,899.50 1,860.50 R2 1,887.00 1,887.00 1,857.75 R1 1,869.75 1,869.75 1,855.00 1,863.50 PP 1,857.25 1,857.25 1,857.25 1,854.25 S1 1,840.00 1,840.00 1,849.50 1,833.75 S2 1,827.50 1,827.50 1,846.75 S3 1,797.75 1,810.25 1,844.00 S4 1,768.00 1,780.50 1,836.00
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,862.50 1,842.25 20.25 1.1% 6.00 0.3% 100% True False 5 10 1,874.75 1,842.25 32.50 1.7% 4.75 0.3% 62% False False 4
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.10 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1,871.00 2.618 1,867.75 1.618 1,865.75 1.000 1,864.50 0.618 1,863.75 HIGH 1,862.50 0.618 1,861.75 0.500 1,861.50 0.382 1,861.25 LOW 1,860.50 0.618 1,859.25 1.000 1,858.50 1.618 1,857.25 2.618 1,855.25 4.250 1,852.00
Fisher Pivots for day following 21-May-2014 Pivot 1 day 3 day R1 1,862.25 1,859.00 PP 1,861.75 1,855.75 S1 1,861.50 1,852.50

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