E-mini S&P 500 Future June 2013

Trading Metrics calculated at close of trading on 13-Feb-2013

Day Change Summary
	Previous	Current
	12-Feb-2013	13-Feb-2013	Change	Change %	Previous Week
Open	1,506.75	1,511.75	5.00	0.3%	1,500.75
High	1,512.50	1,515.50	3.00	0.2%	1,508.50
Low	1,502.25	1,506.75	4.50	0.3%	1,484.25
Close	1,510.00	1,511.00	1.00	0.1%	1,506.25
Range	10.25	8.75	-1.50	-14.6%	24.25
ATR	12.90	12.60	-0.30	-2.3%	0.00
Volume	5,238	3,578	-1,660	-31.7%	27,373

Daily Pivots for day following 13-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,537.25	1,533.00	1,515.75
R3	1,528.50	1,524.25	1,513.50
R2	1,519.75	1,519.75	1,512.50
R1	1,515.50	1,515.50	1,511.75	1,513.25
PP	1,511.00	1,511.00	1,511.00	1,510.00
S1	1,506.75	1,506.75	1,510.25	1,504.50
S2	1,502.25	1,502.25	1,509.50
S3	1,493.50	1,498.00	1,508.50
S4	1,484.75	1,489.25	1,506.25

Weekly Pivots for week ending 08-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,572.50	1,563.50	1,519.50
R3	1,548.25	1,539.25	1,513.00
R2	1,524.00	1,524.00	1,510.75
R1	1,515.00	1,515.00	1,508.50	1,519.50
PP	1,499.75	1,499.75	1,499.75	1,502.00
S1	1,490.75	1,490.75	1,504.00	1,495.25
S2	1,475.50	1,475.50	1,501.75
S3	1,451.25	1,466.50	1,499.50
S4	1,427.00	1,442.25	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	1,515.50	1,488.50	27.00	1.8%	10.50	0.7%	83%	True	False	5,292
10	1,515.50	1,484.25	31.25	2.1%	12.00	0.8%	86%	True	False	4,337
20	1,515.50	1,453.75	61.75	4.1%	12.00	0.8%	93%	True	False	3,410
40	1,515.50	1,375.75	139.75	9.2%	13.75	0.9%	97%	True	False	2,370
60	1,515.50	1,334.00	181.50	12.0%	13.25	0.9%	98%	True	False	1,698
80	1,515.50	1,331.25	184.25	12.2%	13.50	0.9%	98%	True	False	1,290
100	1,515.50	1,331.25	184.25	12.2%	12.50	0.8%	98%	True	False	1,049
120	1,515.50	1,331.25	184.25	12.2%	10.75	0.7%	98%	True	False	881

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.48
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,552.75
2.618	1,538.50
1.618	1,529.75
1.000	1,524.25
0.618	1,521.00
HIGH	1,515.50
0.618	1,512.25
0.500	1,511.00
0.382	1,510.00
LOW	1,506.75
0.618	1,501.25
1.000	1,498.00
1.618	1,492.50
2.618	1,483.75
4.250	1,469.50

Fisher Pivots for day following 13-Feb-2013
Pivot	1 day	3 day
R1	1,511.00	1,510.25
PP	1,511.00	1,509.50
S1	1,511.00	1,509.00

Download as Excel Spreadsheet

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

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