E-mini S&P 500 Future June 2013

Trading Metrics calculated at close of trading on 06-Dec-2012

Day Change Summary
	Previous	Current
	05-Dec-2012	06-Dec-2012	Change	Change %	Previous Week
Open	1,395.50	1,396.75	1.25	0.1%	1,387.50
High	1,400.75	1,399.75	-1.00	-0.1%	1,405.75
Low	1,384.25	1,392.00	7.75	0.6%	1,370.75
Close	1,395.00	1,399.75	4.75	0.3%	1,401.00
Range	16.50	7.75	-8.75	-53.0%	35.00
ATR	13.69	13.26	-0.42	-3.1%	0.00
Volume	518	1,012	494	95.4%	1,101

Daily Pivots for day following 06-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,420.50	1,417.75	1,404.00
R3	1,412.75	1,410.00	1,402.00
R2	1,405.00	1,405.00	1,401.25
R1	1,402.25	1,402.25	1,400.50	1,403.50
PP	1,397.25	1,397.25	1,397.25	1,397.75
S1	1,394.50	1,394.50	1,399.00	1,396.00
S2	1,389.50	1,389.50	1,398.25
S3	1,381.75	1,386.75	1,397.50
S4	1,374.00	1,379.00	1,395.50

Weekly Pivots for week ending 30-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,497.50	1,484.25	1,420.25
R3	1,462.50	1,449.25	1,410.50
R2	1,427.50	1,427.50	1,407.50
R1	1,414.25	1,414.25	1,404.25	1,421.00
PP	1,392.50	1,392.50	1,392.50	1,395.75
S1	1,379.25	1,379.25	1,397.75	1,386.00
S2	1,357.50	1,357.50	1,394.50
S3	1,322.50	1,344.25	1,391.50
S4	1,287.50	1,309.25	1,381.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,408.25	1,384.25	24.00	1.7%	11.25	0.8%	65%	False	False	530
10	1,408.25	1,370.75	37.50	2.7%	12.00	0.9%	77%	False	False	347
20	1,408.25	1,331.25	77.00	5.5%	12.50	0.9%	89%	False	False	284
40	1,445.50	1,331.25	114.25	8.2%	13.25	0.9%	60%	False	False	175
60	1,451.00	1,331.25	119.75	8.6%	10.75	0.8%	57%	False	False	144
80	1,451.00	1,331.25	119.75	8.6%	8.25	0.6%	57%	False	False	113

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.13
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,432.75
2.618	1,420.00
1.618	1,412.25
1.000	1,407.50
0.618	1,404.50
HIGH	1,399.75
0.618	1,396.75
0.500	1,396.00
0.382	1,395.00
LOW	1,392.00
0.618	1,387.25
1.000	1,384.25
1.618	1,379.50
2.618	1,371.75
4.250	1,359.00

Fisher Pivots for day following 06-Dec-2012
Pivot	1 day	3 day
R1	1,398.50	1,397.25
PP	1,397.25	1,395.00
S1	1,396.00	1,392.50

Download as Excel Spreadsheet

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

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