E-mini S&P 500 Future September 2013

Trading Metrics calculated at close of trading on 24-May-2013

Day Change Summary
	Previous	Current
	23-May-2013	24-May-2013	Change	Change %	Previous Week
Open	1,652.00	1,645.75	-6.25	-0.4%	1,656.25
High	1,653.00	1,649.00	-4.00	-0.2%	1,680.25
Low	1,627.25	1,629.00	1.75	0.1%	1,627.25
Close	1,644.25	1,645.00	0.75	0.0%	1,645.00
Range	25.75	20.00	-5.75	-22.3%	53.00
ATR	17.66	17.83	0.17	0.9%	0.00
Volume	37,341	21,495	-15,846	-42.4%	109,453

Daily Pivots for day following 24-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,701.00	1,693.00	1,656.00
R3	1,681.00	1,673.00	1,650.50
R2	1,661.00	1,661.00	1,648.75
R1	1,653.00	1,653.00	1,646.75	1,647.00
PP	1,641.00	1,641.00	1,641.00	1,638.00
S1	1,633.00	1,633.00	1,643.25	1,627.00
S2	1,621.00	1,621.00	1,641.25
S3	1,601.00	1,613.00	1,639.50
S4	1,581.00	1,593.00	1,634.00

Weekly Pivots for week ending 24-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,809.75	1,780.50	1,674.25
R3	1,756.75	1,727.50	1,659.50
R2	1,703.75	1,703.75	1,654.75
R1	1,674.50	1,674.50	1,649.75	1,662.50
PP	1,650.75	1,650.75	1,650.75	1,645.00
S1	1,621.50	1,621.50	1,640.25	1,609.50
S2	1,597.75	1,597.75	1,635.25
S3	1,544.75	1,568.50	1,630.50
S4	1,491.75	1,515.50	1,615.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,680.25	1,627.25	53.00	3.2%	21.75	1.3%	33%	False	False	21,890
10	1,680.25	1,616.50	63.75	3.9%	18.75	1.1%	45%	False	False	18,380
20	1,680.25	1,567.75	112.50	6.8%	16.50	1.0%	69%	False	False	15,378
40	1,680.25	1,524.75	155.50	9.5%	17.75	1.1%	77%	False	False	11,941
60	1,680.25	1,488.25	192.00	11.7%	16.25	1.0%	82%	False	False	8,361
80	1,680.25	1,470.25	210.00	12.8%	15.25	0.9%	83%	False	False	6,339
100	1,680.25	1,415.00	265.25	16.1%	13.75	0.8%	87%	False	False	5,088
120	1,680.25	1,370.50	309.75	18.8%	13.00	0.8%	89%	False	False	4,247

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.58
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,734.00
2.618	1,701.25
1.618	1,681.25
1.000	1,669.00
0.618	1,661.25
HIGH	1,649.00
0.618	1,641.25
0.500	1,639.00
0.382	1,636.75
LOW	1,629.00
0.618	1,616.75
1.000	1,609.00
1.618	1,596.75
2.618	1,576.75
4.250	1,544.00

Fisher Pivots for day following 24-May-2013
Pivot	1 day	3 day
R1	1,643.00	1,653.75
PP	1,641.00	1,650.75
S1	1,639.00	1,648.00

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

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