E-mini S&P 500 Future June 2013

Trading Metrics calculated at close of trading on 04-Apr-2013

Day Change Summary
	Previous	Current
	03-Apr-2013	04-Apr-2013	Change	Change %	Previous Week
Open	1,566.00	1,548.50	-17.50	-1.1%	1,550.00
High	1,567.75	1,557.50	-10.25	-0.7%	1,564.50
Low	1,544.00	1,546.00	2.00	0.1%	1,539.00
Close	1,548.50	1,554.50	6.00	0.4%	1,562.75
Range	23.75	11.50	-12.25	-51.6%	25.50
ATR	15.64	15.35	-0.30	-1.9%	0.00
Volume	2,269,317	2,004,726	-264,591	-11.7%	7,045,105

Daily Pivots for day following 04-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,587.25	1,582.25	1,560.75
R3	1,575.75	1,570.75	1,557.75
R2	1,564.25	1,564.25	1,556.50
R1	1,559.25	1,559.25	1,555.50	1,561.75
PP	1,552.75	1,552.75	1,552.75	1,554.00
S1	1,547.75	1,547.75	1,553.50	1,550.25
S2	1,541.25	1,541.25	1,552.50
S3	1,529.75	1,536.25	1,551.25
S4	1,518.25	1,524.75	1,548.25

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%	15.25	1.0%	44%	False	False	1,729,339
10	1,568.00	1,535.00	33.00	2.1%	15.75	1.0%	59%	False	False	1,754,839
20	1,568.00	1,529.50	38.50	2.5%	14.50	0.9%	65%	False	False	1,772,551
40	1,568.00	1,476.25	91.75	5.9%	15.00	1.0%	85%	False	False	915,877
60	1,568.00	1,440.00	128.00	8.2%	14.00	0.9%	89%	False	False	611,385
80	1,568.00	1,375.75	192.25	12.4%	14.50	0.9%	93%	False	False	458,794
100	1,568.00	1,331.25	236.75	15.2%	14.00	0.9%	94%	False	False	367,092
120	1,568.00	1,331.25	236.75	15.2%	14.00	0.9%	94%	False	False	305,921

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	3.43
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1,606.50
2.618	1,587.50
1.618	1,576.00
1.000	1,569.00
0.618	1,564.50
HIGH	1,557.50
0.618	1,553.00
0.500	1,551.75
0.382	1,550.50
LOW	1,546.00
0.618	1,539.00
1.000	1,534.50
1.618	1,527.50
2.618	1,516.00
4.250	1,497.00

Fisher Pivots for day following 04-Apr-2013
Pivot	1 day	3 day
R1	1,553.50	1,556.00
PP	1,552.75	1,555.50
S1	1,551.75	1,555.00

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

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