E-mini S&P 500 Future June 2013

Trading Metrics calculated at close of trading on 31-May-2013

Day Change Summary
	Previous	Current
	30-May-2013	31-May-2013	Change	Change %	Previous Week
Open	1,646.50	1,653.75	7.25	0.4%	1,650.00
High	1,660.75	1,658.00	-2.75	-0.2%	1,672.75
Low	1,641.00	1,626.25	-14.75	-0.9%	1,626.25
Close	1,653.50	1,629.00	-24.50	-1.5%	1,629.00
Range	19.75	31.75	12.00	60.8%	46.50
ATR	19.04	19.95	0.91	4.8%	0.00
Volume	1,773,923	2,559,471	785,548	44.3%	8,554,207

Daily Pivots for day following 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,733.00	1,712.75	1,646.50
R3	1,701.25	1,681.00	1,637.75
R2	1,669.50	1,669.50	1,634.75
R1	1,649.25	1,649.25	1,632.00	1,643.50
PP	1,637.75	1,637.75	1,637.75	1,635.00
S1	1,617.50	1,617.50	1,626.00	1,611.75
S2	1,606.00	1,606.00	1,623.25
S3	1,574.25	1,585.75	1,620.25
S4	1,542.50	1,554.00	1,611.50

Weekly Pivots for week ending 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,782.25	1,752.00	1,654.50
R3	1,735.75	1,705.50	1,641.75
R2	1,689.25	1,689.25	1,637.50
R1	1,659.00	1,659.00	1,633.25	1,651.00
PP	1,642.75	1,642.75	1,642.75	1,638.50
S1	1,612.50	1,612.50	1,624.75	1,604.50
S2	1,596.25	1,596.25	1,620.50
S3	1,549.75	1,566.00	1,616.25
S4	1,503.25	1,519.50	1,603.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,672.75	1,626.25	46.50	2.9%	24.00	1.5%	6%	False	True	2,101,015
10	1,685.75	1,626.25	59.50	3.7%	22.75	1.4%	5%	False	True	2,152,562
20	1,685.75	1,589.50	96.25	5.9%	18.50	1.1%	41%	False	False	1,919,261
40	1,685.75	1,530.75	155.00	9.5%	19.25	1.2%	63%	False	False	1,888,415
60	1,685.75	1,529.50	156.25	9.6%	17.50	1.1%	64%	False	False	1,849,794
80	1,685.75	1,476.25	209.50	12.9%	17.00	1.1%	73%	False	False	1,402,146
100	1,685.75	1,440.00	245.75	15.1%	16.00	1.0%	77%	False	False	1,122,197
120	1,685.75	1,375.75	310.00	19.0%	16.00	1.0%	82%	False	False	935,334

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.03
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,793.00
2.618	1,741.00
1.618	1,709.25
1.000	1,689.75
0.618	1,677.50
HIGH	1,658.00
0.618	1,645.75
0.500	1,642.00
0.382	1,638.50
LOW	1,626.25
0.618	1,606.75
1.000	1,594.50
1.618	1,575.00
2.618	1,543.25
4.250	1,491.25

Fisher Pivots for day following 31-May-2013
Pivot	1 day	3 day
R1	1,642.00	1,643.50
PP	1,637.75	1,638.75
S1	1,633.50	1,633.75

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

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