E-mini S&P 500 Future June 2013

Trading Metrics calculated at close of trading on 24-Dec-2012

Day Change Summary
	Previous	Current
	21-Dec-2012	24-Dec-2012	Change	Change %	Previous Week
Open	1,434.00	1,415.75	-18.25	-1.3%	1,405.25
High	1,434.00	1,416.00	-18.00	-1.3%	1,439.00
Low	1,407.25	1,410.75	3.50	0.2%	1,403.50
Close	1,419.25	1,413.00	-6.25	-0.4%	1,419.25
Range	26.75	5.25	-21.50	-80.4%	35.50
ATR	14.59	14.15	-0.43	-3.0%	0.00
Volume	971	696	-275	-28.3%	6,940

Daily Pivots for day following 24-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,429.00	1,426.25	1,416.00
R3	1,423.75	1,421.00	1,414.50
R2	1,418.50	1,418.50	1,414.00
R1	1,415.75	1,415.75	1,413.50	1,414.50
PP	1,413.25	1,413.25	1,413.25	1,412.50
S1	1,410.50	1,410.50	1,412.50	1,409.25
S2	1,408.00	1,408.00	1,412.00
S3	1,402.75	1,405.25	1,411.50
S4	1,397.50	1,400.00	1,410.00

Weekly Pivots for week ending 21-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,527.00	1,508.75	1,438.75
R3	1,491.50	1,473.25	1,429.00
R2	1,456.00	1,456.00	1,425.75
R1	1,437.75	1,437.75	1,422.50	1,447.00
PP	1,420.50	1,420.50	1,420.50	1,425.25
S1	1,402.25	1,402.25	1,416.00	1,411.50
S2	1,385.00	1,385.00	1,412.75
S3	1,349.50	1,366.75	1,409.50
S4	1,314.00	1,331.25	1,399.75

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	1,407.25	31.75	2.2%	15.75	1.1%	18%	False	False	1,499
10	1,439.00	1,400.00	39.00	2.8%	14.25	1.0%	33%	False	False	966
20	1,439.00	1,370.75	68.25	4.8%	13.25	0.9%	62%	False	False	657
40	1,439.00	1,331.25	107.75	7.6%	13.50	1.0%	76%	False	False	391
60	1,451.00	1,331.25	119.75	8.5%	12.75	0.9%	68%	False	False	285
80	1,451.00	1,331.25	119.75	8.5%	10.25	0.7%	68%	False	False	231
100	1,451.00	1,331.25	119.75	8.5%	8.50	0.6%	68%	False	False	187

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.30
Narrowest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	1,438.25
2.618	1,429.75
1.618	1,424.50
1.000	1,421.25
0.618	1,419.25
HIGH	1,416.00
0.618	1,414.00
0.500	1,413.50
0.382	1,412.75
LOW	1,410.75
0.618	1,407.50
1.000	1,405.50
1.618	1,402.25
2.618	1,397.00
4.250	1,388.50

Fisher Pivots for day following 24-Dec-2012
Pivot	1 day	3 day
R1	1,413.50	1,420.75
PP	1,413.25	1,418.25
S1	1,413.00	1,415.50

Download as Excel Spreadsheet

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

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