E-mini S&P 500 Future June 2013

Trading Metrics calculated at close of trading on 03-Apr-2013

Day Change Summary
	Previous	Current
	02-Apr-2013	03-Apr-2013	Change	Change %	Previous Week
Open	1,556.25	1,566.00	9.75	0.6%	1,550.00
High	1,568.00	1,567.75	-0.25	0.0%	1,564.50
Low	1,554.25	1,544.00	-10.25	-0.7%	1,539.00
Close	1,564.50	1,548.50	-16.00	-1.0%	1,562.75
Range	13.75	23.75	10.00	72.7%	25.50
ATR	15.02	15.64	0.62	4.2%	0.00
Volume	1,609,532	2,269,317	659,785	41.0%	7,045,105

Daily Pivots for day following 03-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,624.75	1,610.25	1,561.50
R3	1,601.00	1,586.50	1,555.00
R2	1,577.25	1,577.25	1,552.75
R1	1,562.75	1,562.75	1,550.75	1,558.00
PP	1,553.50	1,553.50	1,553.50	1,551.00
S1	1,539.00	1,539.00	1,546.25	1,534.50
S2	1,529.75	1,529.75	1,544.25
S3	1,506.00	1,515.25	1,542.00
S4	1,482.25	1,491.50	1,535.50

Weekly Pivots for week ending 29-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,632.00	1,622.75	1,576.75
R3	1,606.50	1,597.25	1,569.75
R2	1,581.00	1,581.00	1,567.50
R1	1,571.75	1,571.75	1,565.00	1,576.50
PP	1,555.50	1,555.50	1,555.50	1,557.75
S1	1,546.25	1,546.25	1,560.50	1,551.00
S2	1,530.00	1,530.00	1,558.00
S3	1,504.50	1,520.75	1,555.75
S4	1,479.00	1,495.25	1,548.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,568.00	1,544.00	24.00	1.5%	16.00	1.0%	19%	False	True	1,642,200
10	1,568.00	1,535.00	33.00	2.1%	16.50	1.1%	41%	False	False	1,734,588
20	1,568.00	1,529.50	38.50	2.5%	14.25	0.9%	49%	False	False	1,700,284
40	1,568.00	1,476.25	91.75	5.9%	15.25	1.0%	79%	False	False	865,963
60	1,568.00	1,440.00	128.00	8.3%	14.00	0.9%	85%	False	False	577,990
80	1,568.00	1,375.75	192.25	12.4%	14.50	0.9%	90%	False	False	433,747
100	1,568.00	1,331.25	236.75	15.3%	14.50	0.9%	92%	False	False	347,045
120	1,568.00	1,331.25	236.75	15.3%	14.00	0.9%	92%	False	False	289,215

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.45
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	1,668.75
2.618	1,630.00
1.618	1,606.25
1.000	1,591.50
0.618	1,582.50
HIGH	1,567.75
0.618	1,558.75
0.500	1,556.00
0.382	1,553.00
LOW	1,544.00
0.618	1,529.25
1.000	1,520.25
1.618	1,505.50
2.618	1,481.75
4.250	1,443.00

Fisher Pivots for day following 03-Apr-2013
Pivot	1 day	3 day
R1	1,556.00	1,556.00
PP	1,553.50	1,553.50
S1	1,551.00	1,551.00

Download as Excel Spreadsheet

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

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