E-mini S&P 500 Future March 2013

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

Day Change Summary
	Previous	Current
	04-Mar-2013	05-Mar-2013	Change	Change %	Previous Week
Open	1,514.75	1,526.75	12.00	0.8%	1,515.50
High	1,527.50	1,542.75	15.25	1.0%	1,524.50
Low	1,507.00	1,524.50	17.50	1.2%	1,481.75
Close	1,525.75	1,537.00	11.25	0.7%	1,516.50
Range	20.50	18.25	-2.25	-11.0%	42.75
ATR	17.21	17.29	0.07	0.4%	0.00
Volume	1,980,880	2,368,997	388,117	19.6%	13,231,108

Daily Pivots for day following 05-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,589.50	1,581.50	1,547.00
R3	1,571.25	1,563.25	1,542.00
R2	1,553.00	1,553.00	1,540.25
R1	1,545.00	1,545.00	1,538.75	1,549.00
PP	1,534.75	1,534.75	1,534.75	1,536.75
S1	1,526.75	1,526.75	1,535.25	1,530.75
S2	1,516.50	1,516.50	1,533.75
S3	1,498.25	1,508.50	1,532.00
S4	1,480.00	1,490.25	1,527.00

Weekly Pivots for week ending 01-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,635.75	1,619.00	1,540.00
R3	1,593.00	1,576.25	1,528.25
R2	1,550.25	1,550.25	1,524.25
R1	1,533.50	1,533.50	1,520.50	1,542.00
PP	1,507.50	1,507.50	1,507.50	1,511.75
S1	1,490.75	1,490.75	1,512.50	1,499.00
S2	1,464.75	1,464.75	1,508.75
S3	1,422.00	1,448.00	1,504.75
S4	1,379.25	1,405.25	1,493.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,542.75	1,490.00	52.75	3.4%	20.75	1.3%	89%	True	False	2,310,729
10	1,542.75	1,481.75	61.00	4.0%	21.25	1.4%	91%	True	False	2,387,439
20	1,542.75	1,481.75	61.00	4.0%	16.50	1.1%	91%	True	False	1,955,850
40	1,542.75	1,446.00	96.75	6.3%	14.50	0.9%	94%	True	False	1,707,581
60	1,542.75	1,382.25	160.50	10.4%	16.00	1.0%	96%	True	False	1,530,073
80	1,542.75	1,333.75	209.00	13.6%	16.50	1.1%	97%	True	False	1,149,661
100	1,542.75	1,333.75	209.00	13.6%	16.75	1.1%	97%	True	False	920,024
120	1,542.75	1,333.75	209.00	13.6%	16.25	1.1%	97%	True	False	766,932

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	4.25
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,620.25
2.618	1,590.50
1.618	1,572.25
1.000	1,561.00
0.618	1,554.00
HIGH	1,542.75
0.618	1,535.75
0.500	1,533.50
0.382	1,531.50
LOW	1,524.50
0.618	1,513.25
1.000	1,506.25
1.618	1,495.00
2.618	1,476.75
4.250	1,447.00

Fisher Pivots for day following 05-Mar-2013
Pivot	1 day	3 day
R1	1,536.00	1,531.75
PP	1,534.75	1,526.50
S1	1,533.50	1,521.00

Download as Excel Spreadsheet

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

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