E-mini S&P 500 Future March 2013

Trading Metrics calculated at close of trading on 09-Aug-2012

Day Change Summary
	Previous	Current
	08-Aug-2012	09-Aug-2012	Change	Change %	Previous Week
Open	1,381.25	1,383.50	2.25	0.2%	1,371.75
High	1,384.25	1,386.50	2.25	0.2%	1,375.25
Low	1,379.50	1,382.00	2.50	0.2%	1,338.25
Close	1,384.25	1,386.50	2.25	0.2%	1,375.00
Range	4.75	4.50	-0.25	-5.3%	37.00
ATR	13.75	13.09	-0.66	-4.8%	0.00
Volume	38	18	-20	-52.6%	839

Daily Pivots for day following 09-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,398.50	1,397.00	1,389.00
R3	1,394.00	1,392.50	1,387.75
R2	1,389.50	1,389.50	1,387.25
R1	1,388.00	1,388.00	1,387.00	1,388.75
PP	1,385.00	1,385.00	1,385.00	1,385.50
S1	1,383.50	1,383.50	1,386.00	1,384.25
S2	1,380.50	1,380.50	1,385.75
S3	1,376.00	1,379.00	1,385.25
S4	1,371.50	1,374.50	1,384.00

Weekly Pivots for week ending 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,473.75	1,461.50	1,395.25
R3	1,436.75	1,424.50	1,385.25
R2	1,399.75	1,399.75	1,381.75
R1	1,387.50	1,387.50	1,378.50	1,393.50
PP	1,362.75	1,362.75	1,362.75	1,366.00
S1	1,350.50	1,350.50	1,371.50	1,356.50
S2	1,325.75	1,325.75	1,368.25
S3	1,288.75	1,313.50	1,364.75
S4	1,251.75	1,276.50	1,354.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,386.50	1,354.75	31.75	2.3%	7.75	0.6%	100%	True	False	39
10	1,386.50	1,338.25	48.25	3.5%	11.25	0.8%	100%	True	False	100
20	1,386.50	1,313.00	73.50	5.3%	11.25	0.8%	100%	True	False	82
40	1,386.50	1,293.00	93.50	6.7%	9.50	0.7%	100%	True	False	96
60	1,386.50	1,246.50	140.00	10.1%	8.50	0.6%	100%	True	False	67

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.53
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,405.50
2.618	1,398.25
1.618	1,393.75
1.000	1,391.00
0.618	1,389.25
HIGH	1,386.50
0.618	1,384.75
0.500	1,384.25
0.382	1,383.75
LOW	1,382.00
0.618	1,379.25
1.000	1,377.50
1.618	1,374.75
2.618	1,370.25
4.250	1,363.00

Fisher Pivots for day following 09-Aug-2012
Pivot	1 day	3 day
R1	1,385.75	1,385.25
PP	1,385.00	1,384.25
S1	1,384.25	1,383.00

Download as Excel Spreadsheet

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

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