E-mini S&P 500 Future March 2013

Trading Metrics calculated at close of trading on 14-Nov-2012

Day Change Summary
	Previous	Current
	13-Nov-2012	14-Nov-2012	Change	Change %	Previous Week
Open	1,369.00	1,367.25	-1.75	-0.1%	1,395.75
High	1,378.75	1,374.75	-4.00	-0.3%	1,424.00
Low	1,360.00	1,343.00	-17.00	-1.3%	1,357.00
Close	1,364.00	1,346.00	-18.00	-1.3%	1,369.00
Range	18.75	31.75	13.00	69.3%	67.00
ATR	18.85	19.77	0.92	4.9%	0.00
Volume	644	2,476	1,832	284.5%	14,277

Daily Pivots for day following 14-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,449.75	1,429.75	1,363.50
R3	1,418.00	1,398.00	1,354.75
R2	1,386.25	1,386.25	1,351.75
R1	1,366.25	1,366.25	1,349.00	1,360.50
PP	1,354.50	1,354.50	1,354.50	1,351.75
S1	1,334.50	1,334.50	1,343.00	1,328.50
S2	1,322.75	1,322.75	1,340.25
S3	1,291.00	1,302.75	1,337.25
S4	1,259.25	1,271.00	1,328.50

Weekly Pivots for week ending 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,584.25	1,543.75	1,405.75
R3	1,517.25	1,476.75	1,387.50
R2	1,450.25	1,450.25	1,381.25
R1	1,409.75	1,409.75	1,375.25	1,396.50
PP	1,383.25	1,383.25	1,383.25	1,376.75
S1	1,342.75	1,342.75	1,362.75	1,329.50
S2	1,316.25	1,316.25	1,356.75
S3	1,249.25	1,275.75	1,350.50
S4	1,182.25	1,208.75	1,332.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,390.75	1,343.00	47.75	3.5%	21.50	1.6%	6%	False	True	2,567
10	1,424.00	1,343.00	81.00	6.0%	23.50	1.8%	4%	False	True	2,426
20	1,452.50	1,343.00	109.50	8.1%	20.50	1.5%	3%	False	True	1,738
40	1,459.00	1,343.00	116.00	8.6%	17.50	1.3%	3%	False	True	1,793
60	1,461.00	1,343.00	118.00	8.8%	15.25	1.1%	3%	False	True	1,303
80	1,461.00	1,316.50	144.50	10.7%	14.00	1.0%	20%	False	False	1,016
100	1,461.00	1,295.00	166.00	12.3%	13.25	1.0%	31%	False	False	839
120	1,461.00	1,246.50	214.50	15.9%	12.25	0.9%	46%	False	False	701

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.33
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,509.75
2.618	1,457.75
1.618	1,426.00
1.000	1,406.50
0.618	1,394.25
HIGH	1,374.75
0.618	1,362.50
0.500	1,359.00
0.382	1,355.25
LOW	1,343.00
0.618	1,323.50
1.000	1,311.25
1.618	1,291.75
2.618	1,260.00
4.250	1,208.00

Fisher Pivots for day following 14-Nov-2012
Pivot	1 day	3 day
R1	1,359.00	1,361.00
PP	1,354.50	1,356.00
S1	1,350.25	1,351.00

Download as Excel Spreadsheet

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

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