E-mini S&P 500 Future March 2013

Trading Metrics calculated at close of trading on 06-Feb-2013

Day Change Summary
	Previous	Current
	05-Feb-2013	06-Feb-2013	Change	Change %	Previous Week
Open	1,492.50	1,507.25	14.75	1.0%	1,495.75
High	1,511.00	1,510.25	-0.75	0.0%	1,510.50
Low	1,492.25	1,499.00	6.75	0.5%	1,491.00
Close	1,506.00	1,506.75	0.75	0.0%	1,506.75
Range	18.75	11.25	-7.50	-40.0%	19.50
ATR	14.90	14.64	-0.26	-1.8%	0.00
Volume	1,741,970	1,753,717	11,747	0.7%	7,924,199

Daily Pivots for day following 06-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,539.00	1,534.25	1,513.00
R3	1,527.75	1,523.00	1,509.75
R2	1,516.50	1,516.50	1,508.75
R1	1,511.75	1,511.75	1,507.75	1,508.50
PP	1,505.25	1,505.25	1,505.25	1,503.75
S1	1,500.50	1,500.50	1,505.75	1,497.25
S2	1,494.00	1,494.00	1,504.75
S3	1,482.75	1,489.25	1,503.75
S4	1,471.50	1,478.00	1,500.50

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%	14.25	1.0%	80%	False	False	1,736,028
10	1,511.00	1,482.75	28.25	1.9%	13.50	0.9%	85%	False	False	1,660,576
20	1,511.00	1,451.25	59.75	4.0%	12.75	0.8%	93%	False	False	1,505,755
40	1,511.00	1,382.25	128.75	8.5%	15.75	1.0%	97%	False	False	1,402,309
60	1,511.00	1,333.75	177.25	11.8%	16.00	1.1%	98%	False	False	939,120
80	1,511.00	1,333.75	177.25	11.8%	16.75	1.1%	98%	False	False	704,724
100	1,511.00	1,333.75	177.25	11.8%	16.00	1.1%	98%	False	False	564,104
120	1,511.00	1,333.75	177.25	11.8%	15.25	1.0%	98%	False	False	470,138

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	1.83
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,558.00
2.618	1,539.75
1.618	1,528.50
1.000	1,521.50
0.618	1,517.25
HIGH	1,510.25
0.618	1,506.00
0.500	1,504.50
0.382	1,503.25
LOW	1,499.00
0.618	1,492.00
1.000	1,487.75
1.618	1,480.75
2.618	1,469.50
4.250	1,451.25

Fisher Pivots for day following 06-Feb-2013
Pivot	1 day	3 day
R1	1,506.00	1,504.75
PP	1,505.25	1,502.75
S1	1,504.50	1,500.50

Download as Excel Spreadsheet

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

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