The E-mini S&P 500 Futures Contract ("ES") opened below the pivot. (The gap between the levels was larger than in the recent past due to the range from Tuesday.) The ES began moving higher. I wasn't expecting much considering the move on Tuesday and I wasn't disappointed. By the middle of the day, the ES had a range of seven points. By the close, the range had expanded to just over 12 points. The ES spent the entire session between S1 and the pivot.