E-mini S&P 500 Future December 2013

Trading Metrics calculated at close of trading on 19-Jun-2013

Day Change Summary
	Previous	Current
	18-Jun-2013	19-Jun-2013	Change	Change %	Previous Week
Open	1,628.75	1,640.00	11.25	0.7%	1,628.25
High	1,642.25	1,642.25	0.00	0.0%	1,636.00
Low	1,626.00	1,613.25	-12.75	-0.8%	1,585.50
Close	1,639.00	1,617.25	-21.75	-1.3%	1,612.30
Range	16.25	29.00	12.75	78.5%	50.50
ATR	20.15	20.78	0.63	3.1%	0.00
Volume	790	1,291	501	63.4%	2,610

Daily Pivots for day following 19-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,711.25	1,693.25	1,633.25
R3	1,682.25	1,664.25	1,625.25
R2	1,653.25	1,653.25	1,622.50
R1	1,635.25	1,635.25	1,620.00	1,629.75
PP	1,624.25	1,624.25	1,624.25	1,621.50
S1	1,606.25	1,606.25	1,614.50	1,600.75
S2	1,595.25	1,595.25	1,612.00
S3	1,566.25	1,577.25	1,609.25
S4	1,537.25	1,548.25	1,601.25

Weekly Pivots for week ending 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,762.75	1,738.00	1,640.00
R3	1,712.25	1,687.50	1,626.25
R2	1,661.75	1,661.75	1,621.50
R1	1,637.00	1,637.00	1,617.00	1,624.25
PP	1,611.25	1,611.25	1,611.25	1,604.75
S1	1,586.50	1,586.50	1,607.75	1,573.75
S2	1,560.75	1,560.75	1,603.00
S3	1,510.25	1,536.00	1,598.50
S4	1,459.75	1,485.50	1,584.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,642.25	1,585.50	56.75	3.5%	25.00	1.5%	56%	True	False	924
10	1,642.25	1,585.50	56.75	3.5%	23.00	1.4%	56%	True	False	642
20	1,670.75	1,585.50	85.25	5.3%	22.75	1.4%	37%	False	False	489
40	1,670.75	1,559.75	111.00	6.9%	17.25	1.1%	52%	False	False	358
60	1,670.75	1,519.50	151.25	9.4%	16.25	1.0%	65%	False	False	284
80	1,670.75	1,466.00	204.75	12.7%	14.75	0.9%	74%	False	False	263
100	1,670.75	1,466.00	204.75	12.7%	13.75	0.8%	74%	False	False	246

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.23
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,765.50
2.618	1,718.25
1.618	1,689.25
1.000	1,671.25
0.618	1,660.25
HIGH	1,642.25
0.618	1,631.25
0.500	1,627.75
0.382	1,624.25
LOW	1,613.25
0.618	1,595.25
1.000	1,584.25
1.618	1,566.25
2.618	1,537.25
4.250	1,490.00

Fisher Pivots for day following 19-Jun-2013
Pivot	1 day	3 day
R1	1,627.75	1,627.50
PP	1,624.25	1,624.00
S1	1,620.75	1,620.50

Download as Excel Spreadsheet

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

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