E-mini S&P 500 Future June 2013

Trading Metrics calculated at close of trading on 20-Dec-2012

Day Change Summary
	Previous	Current
	19-Dec-2012	20-Dec-2012	Change	Change %	Previous Week
Open	1,435.25	1,421.25	-14.00	-1.0%	1,405.00
High	1,439.00	1,434.25	-4.75	-0.3%	1,425.25
Low	1,422.50	1,420.50	-2.00	-0.1%	1,398.00
Close	1,426.50	1,434.00	7.50	0.5%	1,402.50
Range	16.50	13.75	-2.75	-16.7%	27.25
ATR	13.64	13.65	0.01	0.1%	0.00
Volume	5,022	515	-4,507	-89.7%	2,060

Daily Pivots for day following 20-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,470.75	1,466.25	1,441.50
R3	1,457.00	1,452.50	1,437.75
R2	1,443.25	1,443.25	1,436.50
R1	1,438.75	1,438.75	1,435.25	1,441.00
PP	1,429.50	1,429.50	1,429.50	1,430.75
S1	1,425.00	1,425.00	1,432.75	1,427.25
S2	1,415.75	1,415.75	1,431.50
S3	1,402.00	1,411.25	1,430.25
S4	1,388.25	1,397.50	1,426.50

Weekly Pivots for week ending 14-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,490.25	1,473.75	1,417.50
R3	1,463.00	1,446.50	1,410.00
R2	1,435.75	1,435.75	1,407.50
R1	1,419.25	1,419.25	1,405.00	1,414.00
PP	1,408.50	1,408.50	1,408.50	1,406.00
S1	1,392.00	1,392.00	1,400.00	1,386.50
S2	1,381.25	1,381.25	1,397.50
S3	1,354.00	1,364.75	1,395.00
S4	1,326.75	1,337.50	1,387.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,439.00	1,400.00	39.00	2.7%	15.25	1.1%	87%	False	False	1,236
10	1,439.00	1,396.00	43.00	3.0%	13.25	0.9%	88%	False	False	804
20	1,439.00	1,370.75	68.25	4.8%	12.50	0.9%	93%	False	False	576
40	1,439.00	1,331.25	107.75	7.5%	13.25	0.9%	95%	False	False	356
60	1,451.00	1,331.25	119.75	8.4%	12.25	0.9%	86%	False	False	258
80	1,451.00	1,331.25	119.75	8.4%	10.00	0.7%	86%	False	False	210
100	1,451.00	1,331.25	119.75	8.4%	8.00	0.6%	86%	False	False	171

Crabel Price Patterns
NR	True
NR4	True
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	True
Bull Hook	False
Stretch	1.90
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,492.75
2.618	1,470.25
1.618	1,456.50
1.000	1,448.00
0.618	1,442.75
HIGH	1,434.25
0.618	1,429.00
0.500	1,427.50
0.382	1,425.75
LOW	1,420.50
0.618	1,412.00
1.000	1,406.75
1.618	1,398.25
2.618	1,384.50
4.250	1,362.00

Fisher Pivots for day following 20-Dec-2012
Pivot	1 day	3 day
R1	1,431.75	1,432.50
PP	1,429.50	1,431.00
S1	1,427.50	1,429.50

Download as Excel Spreadsheet

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

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