E-mini S&P 500 Future September 2013

Trading Metrics calculated at close of trading on 26-Jun-2013

Day Change Summary
	Previous	Current
	25-Jun-2013	26-Jun-2013	Change	Change %	Previous Week
Open	1,566.50	1,580.25	13.75	0.9%	1,618.75
High	1,587.75	1,601.25	13.50	0.9%	1,649.00
Low	1,558.25	1,573.00	14.75	0.9%	1,570.50
Close	1,581.50	1,595.50	14.00	0.9%	1,584.00
Range	29.50	28.25	-1.25	-4.2%	78.50
ATR	25.26	25.48	0.21	0.8%	0.00
Volume	2,020,973	1,731,510	-289,463	-14.3%	12,867,200

Daily Pivots for day following 26-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,674.75	1,663.25	1,611.00
R3	1,646.50	1,635.00	1,603.25
R2	1,618.25	1,618.25	1,600.75
R1	1,606.75	1,606.75	1,598.00	1,612.50
PP	1,590.00	1,590.00	1,590.00	1,592.75
S1	1,578.50	1,578.50	1,593.00	1,584.25
S2	1,561.75	1,561.75	1,590.25
S3	1,533.50	1,550.25	1,587.75
S4	1,505.25	1,522.00	1,580.00

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	1,623.00	1,553.25	69.75	4.4%	32.75	2.0%	61%	False	False	2,643,990
10	1,649.00	1,553.25	95.75	6.0%	29.00	1.8%	44%	False	False	2,215,732
20	1,655.00	1,553.25	101.75	6.4%	26.25	1.6%	42%	False	False	1,161,290
40	1,680.25	1,553.25	127.00	8.0%	21.75	1.4%	33%	False	False	589,226
60	1,680.25	1,524.75	155.50	9.7%	21.00	1.3%	45%	False	False	395,878
80	1,680.25	1,513.25	167.00	10.5%	19.00	1.2%	49%	False	False	297,243
100	1,680.25	1,470.25	210.00	13.2%	17.75	1.1%	60%	False	False	237,830
120	1,680.25	1,433.25	247.00	15.5%	16.00	1.0%	66%	False	False	198,226

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	5.45
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,721.25
2.618	1,675.25
1.618	1,647.00
1.000	1,629.50
0.618	1,618.75
HIGH	1,601.25
0.618	1,590.50
0.500	1,587.00
0.382	1,583.75
LOW	1,573.00
0.618	1,555.50
1.000	1,544.75
1.618	1,527.25
2.618	1,499.00
4.250	1,453.00

Fisher Pivots for day following 26-Jun-2013
Pivot	1 day	3 day
R1	1,592.75	1,589.50
PP	1,590.00	1,583.25
S1	1,587.00	1,577.25

Download as Excel Spreadsheet

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

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