E-mini S&P 500 Future September 2013

Trading Metrics calculated at close of trading on 18-Jun-2013

Day Change Summary
	Previous	Current
	17-Jun-2013	18-Jun-2013	Change	Change %	Previous Week
Open	1,618.75	1,634.75	16.00	1.0%	1,630.75
High	1,641.00	1,648.75	7.75	0.5%	1,642.50
Low	1,618.00	1,632.25	14.25	0.9%	1,591.75
Close	1,633.75	1,645.25	11.50	0.7%	1,618.50
Range	23.00	16.50	-6.50	-28.3%	50.75
ATR	22.31	21.90	-0.42	-1.9%	0.00
Volume	2,107,368	1,770,819	-336,549	-16.0%	3,454,492

Daily Pivots for day following 18-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,691.50	1,685.00	1,654.25
R3	1,675.00	1,668.50	1,649.75
R2	1,658.50	1,658.50	1,648.25
R1	1,652.00	1,652.00	1,646.75	1,655.25
PP	1,642.00	1,642.00	1,642.00	1,643.75
S1	1,635.50	1,635.50	1,643.75	1,638.75
S2	1,625.50	1,625.50	1,642.25
S3	1,609.00	1,619.00	1,640.75
S4	1,592.50	1,602.50	1,636.25

Weekly Pivots for week ending 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,769.75	1,745.00	1,646.50
R3	1,719.00	1,694.25	1,632.50
R2	1,668.25	1,668.25	1,627.75
R1	1,643.50	1,643.50	1,623.25	1,630.50
PP	1,617.50	1,617.50	1,617.50	1,611.00
S1	1,592.75	1,592.75	1,613.75	1,579.75
S2	1,566.75	1,566.75	1,609.25
S3	1,516.00	1,542.00	1,604.50
S4	1,465.25	1,491.25	1,590.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,648.75	1,591.75	57.00	3.5%	25.50	1.6%	94%	True	False	1,398,277
10	1,648.75	1,591.00	57.75	3.5%	24.25	1.5%	94%	True	False	751,348
20	1,680.25	1,591.00	89.25	5.4%	24.00	1.5%	61%	False	False	389,088
40	1,680.25	1,543.00	137.25	8.3%	19.50	1.2%	74%	False	False	201,232
60	1,680.25	1,524.75	155.50	9.5%	19.25	1.2%	77%	False	False	136,188
80	1,680.25	1,470.25	210.00	12.8%	18.00	1.1%	83%	False	False	102,397
100	1,680.25	1,470.25	210.00	12.8%	16.25	1.0%	83%	False	False	81,966
120	1,680.25	1,370.50	309.75	18.8%	15.25	0.9%	89%	False	False	68,317

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
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	5.15
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,719.00
2.618	1,692.00
1.618	1,675.50
1.000	1,665.25
0.618	1,659.00
HIGH	1,648.75
0.618	1,642.50
0.500	1,640.50
0.382	1,638.50
LOW	1,632.25
0.618	1,622.00
1.000	1,615.75
1.618	1,605.50
2.618	1,589.00
4.250	1,562.00

Fisher Pivots for day following 18-Jun-2013
Pivot	1 day	3 day
R1	1,643.75	1,641.25
PP	1,642.00	1,637.00
S1	1,640.50	1,633.00

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

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