E-mini S&P 500 Future September 2013

Trading Metrics calculated at close of trading on 13-Aug-2013

Day Change Summary
	Previous	Current
	12-Aug-2013	13-Aug-2013	Change	Change %	Previous Week
Open	1,685.00	1,688.00	3.00	0.2%	1,702.75
High	1,688.25	1,694.50	6.25	0.4%	1,705.00
Low	1,675.25	1,679.25	4.00	0.2%	1,680.50
Close	1,687.00	1,690.75	3.75	0.2%	1,686.25
Range	13.00	15.25	2.25	17.3%	24.50
ATR	14.99	15.01	0.02	0.1%	0.00
Volume	1,251,215	1,604,935	353,720	28.3%	6,699,893

Daily Pivots for day following 13-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,734.00	1,727.50	1,699.25
R3	1,718.75	1,712.25	1,695.00
R2	1,703.50	1,703.50	1,693.50
R1	1,697.00	1,697.00	1,692.25	1,700.25
PP	1,688.25	1,688.25	1,688.25	1,689.75
S1	1,681.75	1,681.75	1,689.25	1,685.00
S2	1,673.00	1,673.00	1,688.00
S3	1,657.75	1,666.50	1,686.50
S4	1,642.50	1,651.25	1,682.25

Weekly Pivots for week ending 09-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,764.00	1,749.75	1,699.75
R3	1,739.50	1,725.25	1,693.00
R2	1,715.00	1,715.00	1,690.75
R1	1,700.75	1,700.75	1,688.50	1,695.50
PP	1,690.50	1,690.50	1,690.50	1,688.00
S1	1,676.25	1,676.25	1,684.00	1,671.00
S2	1,666.00	1,666.00	1,681.75
S3	1,641.50	1,651.75	1,679.50
S4	1,617.00	1,627.25	1,672.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,697.00	1,675.25	21.75	1.3%	13.50	0.8%	71%	False	False	1,485,162
10	1,705.00	1,675.25	29.75	1.8%	13.00	0.8%	52%	False	False	1,427,187
20	1,705.00	1,665.75	39.25	2.3%	13.50	0.8%	64%	False	False	1,340,982
40	1,705.00	1,553.25	151.75	9.0%	17.25	1.0%	91%	False	False	1,566,075
60	1,705.00	1,553.25	151.75	9.0%	19.50	1.2%	91%	False	False	1,144,508
80	1,705.00	1,537.50	167.50	9.9%	18.50	1.1%	91%	False	False	861,675
100	1,705.00	1,524.75	180.25	10.7%	18.50	1.1%	92%	False	False	690,442
120	1,705.00	1,470.25	234.75	13.9%	17.75	1.1%	94%	False	False	575,533

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.90
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1,759.25
2.618	1,734.50
1.618	1,719.25
1.000	1,709.75
0.618	1,704.00
HIGH	1,694.50
0.618	1,688.75
0.500	1,687.00
0.382	1,685.00
LOW	1,679.25
0.618	1,669.75
1.000	1,664.00
1.618	1,654.50
2.618	1,639.25
4.250	1,614.50

Fisher Pivots for day following 13-Aug-2013
Pivot	1 day	3 day
R1	1,689.50	1,689.00
PP	1,688.25	1,687.50
S1	1,687.00	1,685.75

Download as Excel Spreadsheet

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

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