E-mini S&P 500 Future September 2013

Trading Metrics calculated at close of trading on 21-Jun-2013

Day Change Summary
	Previous	Current
	20-Jun-2013	21-Jun-2013	Change	Change %	Previous Week
Open	1,620.75	1,585.50	-35.25	-2.2%	1,618.75
High	1,623.00	1,597.25	-25.75	-1.6%	1,649.00
Low	1,577.00	1,570.50	-6.50	-0.4%	1,570.50
Close	1,584.00	1,584.00	0.00	0.0%	1,584.00
Range	46.00	26.75	-19.25	-41.8%	78.50
ATR	24.13	24.32	0.19	0.8%	0.00
Volume	3,637,001	2,982,380	-654,621	-18.0%	12,867,200

Daily Pivots for day following 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,664.25	1,650.75	1,598.75
R3	1,637.50	1,624.00	1,591.25
R2	1,610.75	1,610.75	1,589.00
R1	1,597.25	1,597.25	1,586.50	1,590.50
PP	1,584.00	1,584.00	1,584.00	1,580.50
S1	1,570.50	1,570.50	1,581.50	1,564.00
S2	1,557.25	1,557.25	1,579.00
S3	1,530.50	1,543.75	1,576.75
S4	1,503.75	1,517.00	1,569.25

Weekly Pivots for week ending 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,836.75	1,788.75	1,627.25
R3	1,758.25	1,710.25	1,605.50
R2	1,679.75	1,679.75	1,598.50
R1	1,631.75	1,631.75	1,591.25	1,616.50
PP	1,601.25	1,601.25	1,601.25	1,593.50
S1	1,553.25	1,553.25	1,576.75	1,538.00
S2	1,522.75	1,522.75	1,569.50
S3	1,444.25	1,474.75	1,562.50
S4	1,365.75	1,396.25	1,540.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,649.00	1,570.50	78.50	5.0%	28.25	1.8%	17%	False	True	2,573,440
10	1,649.00	1,570.50	78.50	5.0%	26.50	1.7%	17%	False	True	1,632,169
20	1,666.75	1,570.50	96.25	6.1%	25.00	1.6%	14%	False	True	834,970
40	1,680.25	1,566.75	113.50	7.2%	20.50	1.3%	15%	False	False	424,992
60	1,680.25	1,524.75	155.50	9.8%	20.00	1.3%	38%	False	False	285,942
80	1,680.25	1,488.25	192.00	12.1%	18.50	1.2%	50%	False	False	214,753
100	1,680.25	1,470.25	210.00	13.3%	17.00	1.1%	54%	False	False	171,851
120	1,680.25	1,372.25	308.00	19.4%	15.75	1.0%	69%	False	False	143,225

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	4.93
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,711.00
2.618	1,667.25
1.618	1,640.50
1.000	1,624.00
0.618	1,613.75
HIGH	1,597.25
0.618	1,587.00
0.500	1,584.00
0.382	1,580.75
LOW	1,570.50
0.618	1,554.00
1.000	1,543.75
1.618	1,527.25
2.618	1,500.50
4.250	1,456.75

Fisher Pivots for day following 21-Jun-2013
Pivot	1 day	3 day
R1	1,584.00	1,609.75
PP	1,584.00	1,601.25
S1	1,584.00	1,592.50

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

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