E-mini S&P 500 Future September 2013

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

Day Change Summary
	Previous	Current
	05-Jun-2013	06-Jun-2013	Change	Change %	Previous Week
Open	1,623.25	1,603.00	-20.25	-1.2%	1,645.75
High	1,626.00	1,618.00	-8.00	-0.5%	1,666.75
Low	1,599.50	1,591.00	-8.50	-0.5%	1,620.50
Close	1,602.00	1,616.75	14.75	0.9%	1,623.25
Range	26.50	27.00	0.50	1.9%	46.25
ATR	20.19	20.67	0.49	2.4%	0.00
Volume	52,117	63,903	11,786	22.6%	87,313

Daily Pivots for day following 06-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,689.50	1,680.25	1,631.50
R3	1,662.50	1,653.25	1,624.25
R2	1,635.50	1,635.50	1,621.75
R1	1,626.25	1,626.25	1,619.25	1,631.00
PP	1,608.50	1,608.50	1,608.50	1,611.00
S1	1,599.25	1,599.25	1,614.25	1,604.00
S2	1,581.50	1,581.50	1,611.75
S3	1,554.50	1,572.25	1,609.25
S4	1,527.50	1,545.25	1,602.00

Weekly Pivots for week ending 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,775.50	1,745.75	1,648.75
R3	1,729.25	1,699.50	1,636.00
R2	1,683.00	1,683.00	1,631.75
R1	1,653.25	1,653.25	1,627.50	1,645.00
PP	1,636.75	1,636.75	1,636.75	1,632.75
S1	1,607.00	1,607.00	1,619.00	1,598.75
S2	1,590.50	1,590.50	1,614.75
S3	1,544.25	1,560.75	1,610.50
S4	1,498.00	1,514.50	1,597.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,652.00	1,591.00	61.00	3.8%	25.25	1.6%	42%	False	True	45,654
10	1,666.75	1,591.00	75.75	4.7%	23.75	1.5%	34%	False	True	35,027
20	1,680.25	1,591.00	89.25	5.5%	20.00	1.2%	29%	False	True	26,590
40	1,680.25	1,524.75	155.50	9.6%	19.25	1.2%	59%	False	False	18,847
60	1,680.25	1,523.50	156.75	9.7%	18.00	1.1%	59%	False	False	13,151
80	1,680.25	1,470.25	210.00	13.0%	16.75	1.0%	70%	False	False	9,944
100	1,680.25	1,446.00	234.25	14.5%	15.00	0.9%	73%	False	False	8,000
120	1,680.25	1,370.50	309.75	19.2%	14.50	0.9%	79%	False	False	6,675

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	5.53
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,732.75
2.618	1,688.75
1.618	1,661.75
1.000	1,645.00
0.618	1,634.75
HIGH	1,618.00
0.618	1,607.75
0.500	1,604.50
0.382	1,601.25
LOW	1,591.00
0.618	1,574.25
1.000	1,564.00
1.618	1,547.25
2.618	1,520.25
4.250	1,476.25

Fisher Pivots for day following 06-Jun-2013
Pivot	1 day	3 day
R1	1,612.75	1,616.25
PP	1,608.50	1,615.75
S1	1,604.50	1,615.50

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

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