E-mini S&P 500 Future September 2013

Trading Metrics calculated at close of trading on 02-Jul-2013

Day Change Summary
	Previous	Current
	01-Jul-2013	02-Jul-2013	Change	Change %	Previous Week
Open	1,600.25	1,606.75	6.50	0.4%	1,583.75
High	1,620.50	1,618.50	-2.00	-0.1%	1,614.50
Low	1,593.25	1,600.25	7.00	0.4%	1,553.25
Close	1,606.75	1,607.25	0.50	0.0%	1,599.25
Range	27.25	18.25	-9.00	-33.0%	61.25
ATR	24.89	24.41	-0.47	-1.9%	0.00
Volume	1,551,011	1,670,998	119,987	7.7%	10,345,353

Daily Pivots for day following 02-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,663.50	1,653.50	1,617.25
R3	1,645.25	1,635.25	1,612.25
R2	1,627.00	1,627.00	1,610.50
R1	1,617.00	1,617.00	1,609.00	1,622.00
PP	1,608.75	1,608.75	1,608.75	1,611.00
S1	1,598.75	1,598.75	1,605.50	1,603.75
S2	1,590.50	1,590.50	1,604.00
S3	1,572.25	1,580.50	1,602.25
S4	1,554.00	1,562.25	1,597.25

Weekly Pivots for week ending 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,772.75	1,747.25	1,633.00
R3	1,711.50	1,686.00	1,616.00
R2	1,650.25	1,650.25	1,610.50
R1	1,624.75	1,624.75	1,604.75	1,637.50
PP	1,589.00	1,589.00	1,589.00	1,595.50
S1	1,563.50	1,563.50	1,593.75	1,576.25
S2	1,527.75	1,527.75	1,588.00
S3	1,466.50	1,502.25	1,582.50
S4	1,405.25	1,441.00	1,565.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,620.50	1,573.00	47.50	3.0%	22.75	1.4%	72%	False	False	1,739,660
10	1,649.00	1,553.25	95.75	6.0%	27.75	1.7%	56%	False	False	2,255,637
20	1,649.00	1,553.25	95.75	6.0%	26.00	1.6%	56%	False	False	1,503,492
40	1,680.25	1,553.25	127.00	7.9%	22.25	1.4%	43%	False	False	762,648
60	1,680.25	1,524.75	155.50	9.7%	21.25	1.3%	53%	False	False	511,860
80	1,680.25	1,523.50	156.75	9.8%	19.50	1.2%	53%	False	False	384,304
100	1,680.25	1,470.25	210.00	13.1%	18.25	1.1%	65%	False	False	307,496
120	1,680.25	1,444.75	235.50	14.7%	16.50	1.0%	69%	False	False	256,283

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.83
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	1,696.00
2.618	1,666.25
1.618	1,648.00
1.000	1,636.75
0.618	1,629.75
HIGH	1,618.50
0.618	1,611.50
0.500	1,609.50
0.382	1,607.25
LOW	1,600.25
0.618	1,589.00
1.000	1,582.00
1.618	1,570.75
2.618	1,552.50
4.250	1,522.75

Fisher Pivots for day following 02-Jul-2013
Pivot	1 day	3 day
R1	1,609.50	1,607.00
PP	1,608.75	1,607.00
S1	1,608.00	1,607.00

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

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