E-mini S&P 500 Future September 2012

Trading Metrics calculated at close of trading on 18-Sep-2012

Day Change Summary
	Previous	Current
	17-Sep-2012	18-Sep-2012	Change	Change %	Previous Week
Open	1,465.75	1,460.50	-5.25	-0.4%	1,436.75
High	1,465.75	1,463.25	-2.50	-0.2%	1,474.75
Low	1,457.50	1,455.75	-1.75	-0.1%	1,421.50
Close	1,460.75	1,459.25	-1.50	-0.1%	1,465.75
Range	8.25	7.50	-0.75	-9.1%	53.25
ATR	15.05	14.51	-0.54	-3.6%	0.00
Volume	676,512	762,529	86,017	12.7%	8,147,015

Daily Pivots for day following 18-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,482.00	1,478.00	1,463.50
R3	1,474.50	1,470.50	1,461.25
R2	1,467.00	1,467.00	1,460.50
R1	1,463.00	1,463.00	1,460.00	1,461.25
PP	1,459.50	1,459.50	1,459.50	1,458.50
S1	1,455.50	1,455.50	1,458.50	1,453.75
S2	1,452.00	1,452.00	1,458.00
S3	1,444.50	1,448.00	1,457.25
S4	1,437.00	1,440.50	1,455.00

Weekly Pivots for week ending 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,613.75	1,593.00	1,495.00
R3	1,560.50	1,539.75	1,480.50
R2	1,507.25	1,507.25	1,475.50
R1	1,486.50	1,486.50	1,470.75	1,497.00
PP	1,454.00	1,454.00	1,454.00	1,459.25
S1	1,433.25	1,433.25	1,460.75	1,443.50
S2	1,400.75	1,400.75	1,456.00
S3	1,347.50	1,380.00	1,451.00
S4	1,294.25	1,326.75	1,436.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,474.75	1,428.50	46.25	3.2%	15.00	1.0%	66%	False	False	1,411,847
10	1,474.75	1,397.25	77.50	5.3%	15.25	1.0%	80%	False	False	1,452,791
20	1,474.75	1,394.50	80.25	5.5%	14.25	1.0%	81%	False	False	1,456,861
40	1,474.75	1,321.25	153.50	10.5%	15.25	1.0%	90%	False	False	1,535,570
60	1,474.75	1,302.50	172.25	11.8%	16.50	1.1%	91%	False	False	1,585,255
80	1,474.75	1,255.50	219.25	15.0%	18.00	1.2%	93%	False	False	1,531,121
100	1,474.75	1,255.50	219.25	15.0%	18.50	1.3%	93%	False	False	1,225,638
120	1,474.75	1,255.50	219.25	15.0%	18.25	1.2%	93%	False	False	1,021,605

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	1.60
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	1,495.00
2.618	1,483.00
1.618	1,475.50
1.000	1,470.75
0.618	1,468.00
HIGH	1,463.25
0.618	1,460.50
0.500	1,459.50
0.382	1,458.50
LOW	1,455.75
0.618	1,451.00
1.000	1,448.25
1.618	1,443.50
2.618	1,436.00
4.250	1,424.00

Fisher Pivots for day following 18-Sep-2012
Pivot	1 day	3 day
R1	1,459.50	1,465.25
PP	1,459.50	1,463.25
S1	1,459.25	1,461.25

Download as Excel Spreadsheet

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

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