E-mini S&P 500 Future September 2012

Trading Metrics calculated at close of trading on 20-Jul-2012

Day Change Summary
	Previous	Current
	19-Jul-2012	20-Jul-2012	Change	Change %	Previous Week
Open	1,367.25	1,371.50	4.25	0.3%	1,351.25
High	1,376.00	1,372.00	-4.00	-0.3%	1,376.00
Low	1,366.00	1,357.00	-9.00	-0.7%	1,339.25
Close	1,372.00	1,358.25	-13.75	-1.0%	1,358.25
Range	10.00	15.00	5.00	50.0%	36.75
ATR	19.18	18.88	-0.30	-1.6%	0.00
Volume	1,742,592	1,799,655	57,063	3.3%	8,856,365

Daily Pivots for day following 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,407.50	1,397.75	1,366.50
R3	1,392.50	1,382.75	1,362.50
R2	1,377.50	1,377.50	1,361.00
R1	1,367.75	1,367.75	1,359.50	1,365.00
PP	1,362.50	1,362.50	1,362.50	1,361.00
S1	1,352.75	1,352.75	1,357.00	1,350.00
S2	1,347.50	1,347.50	1,355.50
S3	1,332.50	1,337.75	1,354.00
S4	1,317.50	1,322.75	1,350.00

Weekly Pivots for week ending 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,468.00	1,450.00	1,378.50
R3	1,431.25	1,413.25	1,368.25
R2	1,394.50	1,394.50	1,365.00
R1	1,376.50	1,376.50	1,361.50	1,385.50
PP	1,357.75	1,357.75	1,357.75	1,362.50
S1	1,339.75	1,339.75	1,355.00	1,348.75
S2	1,321.00	1,321.00	1,351.50
S3	1,284.25	1,303.00	1,348.25
S4	1,247.50	1,266.25	1,338.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,376.00	1,339.25	36.75	2.7%	14.75	1.1%	52%	False	False	1,771,273
10	1,376.00	1,319.75	56.25	4.1%	16.75	1.2%	68%	False	False	1,791,773
20	1,376.00	1,302.50	73.50	5.4%	18.50	1.4%	76%	False	False	1,673,658
40	1,376.00	1,255.50	120.50	8.9%	20.75	1.5%	85%	False	False	1,475,093
60	1,405.00	1,255.50	149.50	11.0%	20.50	1.5%	69%	False	False	984,426
80	1,411.50	1,255.50	156.00	11.5%	19.75	1.4%	66%	False	False	738,706
100	1,413.50	1,255.50	158.00	11.6%	18.25	1.3%	65%	False	False	591,101
120	1,413.50	1,255.50	158.00	11.6%	16.50	1.2%	65%	False	False	492,588

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.63
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,435.75
2.618	1,411.25
1.618	1,396.25
1.000	1,387.00
0.618	1,381.25
HIGH	1,372.00
0.618	1,366.25
0.500	1,364.50
0.382	1,362.75
LOW	1,357.00
0.618	1,347.75
1.000	1,342.00
1.618	1,332.75
2.618	1,317.75
4.250	1,293.25

Fisher Pivots for day following 20-Jul-2012
Pivot	1 day	3 day
R1	1,364.50	1,364.25
PP	1,362.50	1,362.25
S1	1,360.25	1,360.25

Download as Excel Spreadsheet

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

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