E-mini S&P 500 Future December 2013

Trading Metrics calculated at close of trading on 01-Jul-2013

Day Change Summary
	Previous	Current
	28-Jun-2013	01-Jul-2013	Change	Change %	Previous Week
Open	1,600.50	1,594.25	-6.25	-0.4%	1,572.75
High	1,608.25	1,614.00	5.75	0.4%	1,608.25
Low	1,588.00	1,586.50	-1.50	-0.1%	1,547.25
Close	1,593.00	1,600.50	7.50	0.5%	1,593.00
Range	20.25	27.50	7.25	35.8%	61.00
ATR	23.81	24.07	0.26	1.1%	0.00
Volume	6,848	3,556	-3,292	-48.1%	30,182

Daily Pivots for day following 01-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,682.75	1,669.25	1,615.50
R3	1,655.25	1,641.75	1,608.00
R2	1,627.75	1,627.75	1,605.50
R1	1,614.25	1,614.25	1,603.00	1,621.00
PP	1,600.25	1,600.25	1,600.25	1,603.75
S1	1,586.75	1,586.75	1,598.00	1,593.50
S2	1,572.75	1,572.75	1,595.50
S3	1,545.25	1,559.25	1,593.00
S4	1,517.75	1,531.75	1,585.50

Weekly Pivots for week ending 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,765.75	1,740.50	1,626.50
R3	1,704.75	1,679.50	1,609.75
R2	1,643.75	1,643.75	1,604.25
R1	1,618.50	1,618.50	1,598.50	1,631.00
PP	1,582.75	1,582.75	1,582.75	1,589.25
S1	1,557.50	1,557.50	1,587.50	1,570.00
S2	1,521.75	1,521.75	1,581.75
S3	1,460.75	1,496.50	1,576.25
S4	1,399.75	1,435.50	1,559.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,614.00	1,549.75	64.25	4.0%	25.00	1.6%	79%	True	False	5,530
10	1,642.25	1,547.25	95.00	5.9%	27.50	1.7%	56%	False	False	4,553
20	1,642.25	1,547.25	95.00	5.9%	25.00	1.6%	56%	False	False	2,524
40	1,670.75	1,547.25	123.50	7.7%	20.25	1.3%	43%	False	False	1,433
60	1,670.75	1,519.50	151.25	9.5%	18.50	1.2%	54%	False	False	999
80	1,670.75	1,519.50	151.25	9.5%	16.50	1.0%	54%	False	False	801
100	1,670.75	1,466.00	204.75	12.8%	15.50	1.0%	66%	False	False	646

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	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.68
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,731.00
2.618	1,686.00
1.618	1,658.50
1.000	1,641.50
0.618	1,631.00
HIGH	1,614.00
0.618	1,603.50
0.500	1,600.25
0.382	1,597.00
LOW	1,586.50
0.618	1,569.50
1.000	1,559.00
1.618	1,542.00
2.618	1,514.50
4.250	1,469.50

Fisher Pivots for day following 01-Jul-2013
Pivot	1 day	3 day
R1	1,600.50	1,600.50
PP	1,600.25	1,600.25
S1	1,600.25	1,600.25

Download as Excel Spreadsheet

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

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