E-mini S&P 500 Future March 2014

Trading Metrics calculated at close of trading on 08-Jul-2013

Day Change Summary
	Previous	Current
	05-Jul-2013	08-Jul-2013	Change	Change %	Previous Week
Open	1,602.00	1,616.75	14.75	0.9%	1,583.25
High	1,615.00	1,624.75	9.75	0.6%	1,615.00
Low	1,599.00	1,616.75	17.75	1.1%	1,581.25
Close	1,614.50	1,622.75	8.25	0.5%	1,614.50
Range	16.00	8.00	-8.00	-50.0%	33.75
ATR	19.62	18.95	-0.67	-3.4%	0.00
Volume	156	23	-133	-85.3%	877

Daily Pivots for day following 08-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,645.50	1,642.00	1,627.25
R3	1,637.50	1,634.00	1,625.00
R2	1,629.50	1,629.50	1,624.25
R1	1,626.00	1,626.00	1,623.50	1,627.75
PP	1,621.50	1,621.50	1,621.50	1,622.25
S1	1,618.00	1,618.00	1,622.00	1,619.75
S2	1,613.50	1,613.50	1,621.25
S3	1,605.50	1,610.00	1,620.50
S4	1,597.50	1,602.00	1,618.25

Weekly Pivots for week ending 05-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,704.75	1,693.50	1,633.00
R3	1,671.00	1,659.75	1,623.75
R2	1,637.25	1,637.25	1,620.75
R1	1,626.00	1,626.00	1,617.50	1,631.50
PP	1,603.50	1,603.50	1,603.50	1,606.50
S1	1,592.25	1,592.25	1,611.50	1,598.00
S2	1,569.75	1,569.75	1,608.25
S3	1,536.00	1,558.50	1,605.25
S4	1,502.25	1,524.75	1,596.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,624.75	1,581.25	43.50	2.7%	16.25	1.0%	95%	True	False	180
10	1,624.75	1,542.25	82.50	5.1%	18.25	1.1%	98%	True	False	120
20	1,635.25	1,542.25	93.00	5.7%	19.25	1.2%	87%	False	False	148
40	1,662.00	1,542.25	119.75	7.4%	15.00	0.9%	67%	False	False	80

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.83
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	1,658.75
2.618	1,645.75
1.618	1,637.75
1.000	1,632.75
0.618	1,629.75
HIGH	1,624.75
0.618	1,621.75
0.500	1,620.75
0.382	1,619.75
LOW	1,616.75
0.618	1,611.75
1.000	1,608.75
1.618	1,603.75
2.618	1,595.75
4.250	1,582.75

Fisher Pivots for day following 08-Jul-2013
Pivot	1 day	3 day
R1	1,622.00	1,616.50
PP	1,621.50	1,610.00
S1	1,620.75	1,603.50

Download as Excel Spreadsheet

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

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