E-mini S&P 500 Future March 2013

Trading Metrics calculated at close of trading on 05-Feb-2013

Day Change Summary
	Previous	Current
	04-Feb-2013	05-Feb-2013	Change	Change %	Previous Week
Open	1,508.00	1,492.50	-15.50	-1.0%	1,495.75
High	1,508.50	1,511.00	2.50	0.2%	1,510.50
Low	1,490.25	1,492.25	2.00	0.1%	1,491.00
Close	1,493.50	1,506.00	12.50	0.8%	1,506.75
Range	18.25	18.75	0.50	2.7%	19.50
ATR	14.61	14.90	0.30	2.0%	0.00
Volume	1,765,571	1,741,970	-23,601	-1.3%	7,924,199

Daily Pivots for day following 05-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,559.25	1,551.50	1,516.25
R3	1,540.50	1,532.75	1,511.25
R2	1,521.75	1,521.75	1,509.50
R1	1,514.00	1,514.00	1,507.75	1,518.00
PP	1,503.00	1,503.00	1,503.00	1,505.00
S1	1,495.25	1,495.25	1,504.25	1,499.00
S2	1,484.25	1,484.25	1,502.50
S3	1,465.50	1,476.50	1,500.75
S4	1,446.75	1,457.75	1,495.75

Weekly Pivots for week ending 01-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,561.25	1,553.50	1,517.50
R3	1,541.75	1,534.00	1,512.00
R2	1,522.25	1,522.25	1,510.25
R1	1,514.50	1,514.50	1,508.50	1,518.50
PP	1,502.75	1,502.75	1,502.75	1,504.75
S1	1,495.00	1,495.00	1,505.00	1,499.00
S2	1,483.25	1,483.25	1,503.25
S3	1,463.75	1,475.50	1,501.50
S4	1,444.25	1,456.00	1,496.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,511.00	1,490.25	20.75	1.4%	14.50	1.0%	76%	True	False	1,744,962
10	1,511.00	1,482.75	28.25	1.9%	13.00	0.9%	82%	True	False	1,604,422
20	1,511.00	1,446.00	65.00	4.3%	12.75	0.8%	92%	True	False	1,486,419
40	1,511.00	1,382.25	128.75	8.5%	15.75	1.0%	96%	True	False	1,360,159
60	1,511.00	1,333.75	177.25	11.8%	16.00	1.1%	97%	True	False	909,955
80	1,511.00	1,333.75	177.25	11.8%	16.75	1.1%	97%	True	False	682,814
100	1,511.00	1,333.75	177.25	11.8%	16.25	1.1%	97%	True	False	546,568
120	1,511.00	1,333.75	177.25	11.8%	15.00	1.0%	97%	True	False	455,537

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	1.60
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1,590.75
2.618	1,560.00
1.618	1,541.25
1.000	1,529.75
0.618	1,522.50
HIGH	1,511.00
0.618	1,503.75
0.500	1,501.50
0.382	1,499.50
LOW	1,492.25
0.618	1,480.75
1.000	1,473.50
1.618	1,462.00
2.618	1,443.25
4.250	1,412.50

Fisher Pivots for day following 05-Feb-2013
Pivot	1 day	3 day
R1	1,504.50	1,504.25
PP	1,503.00	1,502.50
S1	1,501.50	1,500.50

Download as Excel Spreadsheet

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

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