E-mini S&P 500 Future September 2013

Trading Metrics calculated at close of trading on 16-Jul-2013

Day Change Summary
	Previous	Current
	15-Jul-2013	16-Jul-2013	Change	Change %	Previous Week
Open	1,670.00	1,677.75	7.75	0.5%	1,628.50
High	1,679.50	1,679.50	0.00	0.0%	1,674.25
Low	1,669.75	1,666.50	-3.25	-0.2%	1,626.00
Close	1,677.50	1,671.25	-6.25	-0.4%	1,670.25
Range	9.75	13.00	3.25	33.3%	48.25
ATR	20.37	19.85	-0.53	-2.6%	0.00
Volume	911,484	1,171,424	259,940	28.5%	6,660,273

Daily Pivots for day following 16-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,711.50	1,704.25	1,678.50
R3	1,698.50	1,691.25	1,674.75
R2	1,685.50	1,685.50	1,673.75
R1	1,678.25	1,678.25	1,672.50	1,675.50
PP	1,672.50	1,672.50	1,672.50	1,671.00
S1	1,665.25	1,665.25	1,670.00	1,662.50
S2	1,659.50	1,659.50	1,668.75
S3	1,646.50	1,652.25	1,667.75
S4	1,633.50	1,639.25	1,664.00

Weekly Pivots for week ending 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,801.50	1,784.25	1,696.75
R3	1,753.25	1,736.00	1,683.50
R2	1,705.00	1,705.00	1,679.00
R1	1,687.75	1,687.75	1,674.75	1,696.50
PP	1,656.75	1,656.75	1,656.75	1,661.25
S1	1,639.50	1,639.50	1,665.75	1,648.00
S2	1,608.50	1,608.50	1,661.50
S3	1,560.25	1,591.25	1,657.00
S4	1,512.00	1,543.00	1,643.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,679.50	1,641.25	38.25	2.3%	12.50	0.7%	78%	True	False	1,228,962
10	1,679.50	1,594.00	85.50	5.1%	15.00	0.9%	90%	True	False	1,316,716
20	1,679.50	1,553.25	126.25	7.6%	21.25	1.3%	93%	True	False	1,791,167
40	1,680.25	1,553.25	127.00	7.6%	22.50	1.3%	93%	False	False	1,046,272
60	1,680.25	1,537.50	142.75	8.5%	20.00	1.2%	94%	False	False	701,905
80	1,680.25	1,524.75	155.50	9.3%	19.75	1.2%	94%	False	False	527,807
100	1,680.25	1,470.25	210.00	12.6%	18.75	1.1%	96%	False	False	422,444
120	1,680.25	1,470.25	210.00	12.6%	17.00	1.0%	96%	False	False	352,080

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.10
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,734.75
2.618	1,713.50
1.618	1,700.50
1.000	1,692.50
0.618	1,687.50
HIGH	1,679.50
0.618	1,674.50
0.500	1,673.00
0.382	1,671.50
LOW	1,666.50
0.618	1,658.50
1.000	1,653.50
1.618	1,645.50
2.618	1,632.50
4.250	1,611.25

Fisher Pivots for day following 16-Jul-2013
Pivot	1 day	3 day
R1	1,673.00	1,673.00
PP	1,672.50	1,672.25
S1	1,671.75	1,671.75

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

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