E-mini S&P 500 Future December 2013

Trading Metrics calculated at close of trading on 12-Jun-2013

Day Change Summary
	Previous	Current
	11-Jun-2013	12-Jun-2013	Change	Change %	Previous Week
Open	1,627.75	1,616.50	-11.25	-0.7%	1,619.00
High	1,628.25	1,625.50	-2.75	-0.2%	1,631.50
Low	1,609.50	1,598.00	-11.50	-0.7%	1,586.00
Close	1,615.25	1,598.00	-17.25	-1.1%	1,626.50
Range	18.75	27.50	8.75	46.7%	45.50
ATR	18.40	19.05	0.65	3.5%	0.00
Volume	474	943	469	98.9%	1,059

Daily Pivots for day following 12-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,689.75	1,671.25	1,613.00
R3	1,662.25	1,643.75	1,605.50
R2	1,634.75	1,634.75	1,603.00
R1	1,616.25	1,616.25	1,600.50	1,611.75
PP	1,607.25	1,607.25	1,607.25	1,605.00
S1	1,588.75	1,588.75	1,595.50	1,584.25
S2	1,579.75	1,579.75	1,593.00
S3	1,552.25	1,561.25	1,590.50
S4	1,524.75	1,533.75	1,583.00

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,751.25	1,734.25	1,651.50
R3	1,705.75	1,688.75	1,639.00
R2	1,660.25	1,660.25	1,634.75
R1	1,643.25	1,643.25	1,630.75	1,651.75
PP	1,614.75	1,614.75	1,614.75	1,619.00
S1	1,597.75	1,597.75	1,622.25	1,606.25
S2	1,569.25	1,569.25	1,618.25
S3	1,523.75	1,552.25	1,614.00
S4	1,478.25	1,506.75	1,601.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,636.00	1,586.00	50.00	3.1%	21.00	1.3%	24%	False	False	360
10	1,648.00	1,586.00	62.00	3.9%	21.00	1.3%	19%	False	False	317
20	1,670.75	1,586.00	84.75	5.3%	19.50	1.2%	14%	False	False	419
40	1,670.75	1,519.50	151.25	9.5%	16.25	1.0%	52%	False	False	253
60	1,670.75	1,519.50	151.25	9.5%	15.25	1.0%	52%	False	False	219
80	1,670.75	1,466.00	204.75	12.8%	14.25	0.9%	64%	False	False	206

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	5.05
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1,742.50
2.618	1,697.50
1.618	1,670.00
1.000	1,653.00
0.618	1,642.50
HIGH	1,625.50
0.618	1,615.00
0.500	1,611.75
0.382	1,608.50
LOW	1,598.00
0.618	1,581.00
1.000	1,570.50
1.618	1,553.50
2.618	1,526.00
4.250	1,481.00

Fisher Pivots for day following 12-Jun-2013
Pivot	1 day	3 day
R1	1,611.75	1,617.00
PP	1,607.25	1,610.75
S1	1,602.50	1,604.25

Download as Excel Spreadsheet

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

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