E-mini S&P 500 Future September 2013

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

Day Change Summary
	Previous	Current
	12-Sep-2013	13-Sep-2013	Change	Change %	Previous Week
Open	1,689.75	1,684.75	-5.00	-0.3%	1,652.00
High	1,690.00	1,690.50	0.50	0.0%	1,690.50
Low	1,681.25	1,680.50	-0.75	0.0%	1,652.00
Close	1,685.00	1,688.50	3.50	0.2%	1,688.50
Range	8.75	10.00	1.25	14.3%	38.50
ATR	16.39	15.93	-0.46	-2.8%	0.00
Volume	1,354,307	762,611	-591,696	-43.7%	7,294,388

Daily Pivots for day following 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,716.50	1,712.50	1,694.00
R3	1,706.50	1,702.50	1,691.25
R2	1,696.50	1,696.50	1,690.25
R1	1,692.50	1,692.50	1,689.50	1,694.50
PP	1,686.50	1,686.50	1,686.50	1,687.50
S1	1,682.50	1,682.50	1,687.50	1,684.50
S2	1,676.50	1,676.50	1,686.75
S3	1,666.50	1,672.50	1,685.75
S4	1,656.50	1,662.50	1,683.00

Weekly Pivots for week ending 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,792.50	1,779.00	1,709.75
R3	1,754.00	1,740.50	1,699.00
R2	1,715.50	1,715.50	1,695.50
R1	1,702.00	1,702.00	1,692.00	1,708.75
PP	1,677.00	1,677.00	1,677.00	1,680.50
S1	1,663.50	1,663.50	1,685.00	1,670.25
S2	1,638.50	1,638.50	1,681.50
S3	1,600.00	1,625.00	1,678.00
S4	1,561.50	1,586.50	1,667.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,690.50	1,652.00	38.50	2.3%	13.00	0.8%	95%	True	False	1,458,877
10	1,690.50	1,625.50	65.00	3.8%	15.75	0.9%	97%	True	False	1,702,019
20	1,690.50	1,624.75	65.75	3.9%	16.75	1.0%	97%	True	False	1,682,842
40	1,705.00	1,624.75	80.25	4.8%	15.25	0.9%	79%	False	False	1,540,288
60	1,705.00	1,553.25	151.75	9.0%	17.00	1.0%	89%	False	False	1,601,058
80	1,705.00	1,553.25	151.75	9.0%	19.00	1.1%	89%	False	False	1,327,379
100	1,705.00	1,553.25	151.75	9.0%	18.00	1.1%	89%	False	False	1,064,734
120	1,705.00	1,524.75	180.25	10.7%	18.25	1.1%	91%	False	False	888,362

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.50
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,733.00
2.618	1,716.75
1.618	1,706.75
1.000	1,700.50
0.618	1,696.75
HIGH	1,690.50
0.618	1,686.75
0.500	1,685.50
0.382	1,684.25
LOW	1,680.50
0.618	1,674.25
1.000	1,670.50
1.618	1,664.25
2.618	1,654.25
4.250	1,638.00

Fisher Pivots for day following 13-Sep-2013
Pivot	1 day	3 day
R1	1,687.50	1,687.00
PP	1,686.50	1,685.50
S1	1,685.50	1,684.00

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

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