E-mini S&P 500 Future June 2013

Trading Metrics calculated at close of trading on 06-Mar-2013

Day Change Summary
	Previous	Current
	05-Mar-2013	06-Mar-2013	Change	Change %	Previous Week
Open	1,520.75	1,533.50	12.75	0.8%	1,508.75
High	1,537.25	1,540.00	2.75	0.2%	1,518.50
Low	1,519.25	1,532.00	12.75	0.8%	1,476.25
Close	1,532.00	1,534.25	2.25	0.1%	1,510.75
Range	18.00	8.00	-10.00	-55.6%	42.25
ATR	16.75	16.12	-0.62	-3.7%	0.00
Volume	308,934	559,400	250,466	81.1%	145,167

Daily Pivots for day following 06-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,559.50	1,554.75	1,538.75
R3	1,551.50	1,546.75	1,536.50
R2	1,543.50	1,543.50	1,535.75
R1	1,538.75	1,538.75	1,535.00	1,541.00
PP	1,535.50	1,535.50	1,535.50	1,536.50
S1	1,530.75	1,530.75	1,533.50	1,533.00
S2	1,527.50	1,527.50	1,532.75
S3	1,519.50	1,522.75	1,532.00
S4	1,511.50	1,514.75	1,529.75

Weekly Pivots for week ending 01-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,628.50	1,612.00	1,534.00
R3	1,586.25	1,569.75	1,522.25
R2	1,544.00	1,544.00	1,518.50
R1	1,527.50	1,527.50	1,514.50	1,535.75
PP	1,501.75	1,501.75	1,501.75	1,506.00
S1	1,485.25	1,485.25	1,507.00	1,493.50
S2	1,459.50	1,459.50	1,503.00
S3	1,417.25	1,443.00	1,499.25
S4	1,375.00	1,400.75	1,487.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,540.00	1,494.00	46.00	3.0%	16.25	1.1%	88%	True	False	210,623
10	1,540.00	1,476.25	63.75	4.2%	19.25	1.3%	91%	True	False	114,519
20	1,540.00	1,476.25	63.75	4.2%	15.50	1.0%	91%	True	False	59,204
40	1,540.00	1,440.00	100.00	6.5%	13.75	0.9%	94%	True	False	30,803
60	1,540.00	1,375.75	164.25	10.7%	14.50	0.9%	96%	True	False	20,875
80	1,540.00	1,331.25	208.75	13.6%	14.00	0.9%	97%	True	False	15,727
100	1,540.00	1,331.25	208.75	13.6%	14.00	0.9%	97%	True	False	12,595
120	1,540.00	1,331.25	208.75	13.6%	12.50	0.8%	97%	True	False	10,509

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 16 trading days

Fibonacci Retracements and Extensions
4.250	1,574.00
2.618	1,561.00
1.618	1,553.00
1.000	1,548.00
0.618	1,545.00
HIGH	1,540.00
0.618	1,537.00
0.500	1,536.00
0.382	1,535.00
LOW	1,532.00
0.618	1,527.00
1.000	1,524.00
1.618	1,519.00
2.618	1,511.00
4.250	1,498.00

Fisher Pivots for day following 06-Mar-2013
Pivot	1 day	3 day
R1	1,536.00	1,529.75
PP	1,535.50	1,525.25
S1	1,534.75	1,520.75

Download as Excel Spreadsheet

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

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