E-mini S&P 500 Future December 2013

Trading Metrics calculated at close of trading on 05-Aug-2013

Day Change Summary
	Previous	Current
	02-Aug-2013	05-Aug-2013	Change	Change %	Previous Week
Open	1,694.00	1,696.50	2.50	0.1%	1,680.25
High	1,698.50	1,698.25	-0.25	0.0%	1,698.50
Low	1,689.50	1,693.00	3.50	0.2%	1,670.25
Close	1,697.50	1,696.00	-1.50	-0.1%	1,697.50
Range	9.00	5.25	-3.75	-41.7%	28.25
ATR	15.79	15.04	-0.75	-4.8%	0.00
Volume	3,050	2,145	-905	-29.7%	14,629

Daily Pivots for day following 05-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,711.50	1,709.00	1,699.00
R3	1,706.25	1,703.75	1,697.50
R2	1,701.00	1,701.00	1,697.00
R1	1,698.50	1,698.50	1,696.50	1,697.00
PP	1,695.75	1,695.75	1,695.75	1,695.00
S1	1,693.25	1,693.25	1,695.50	1,692.00
S2	1,690.50	1,690.50	1,695.00
S3	1,685.25	1,688.00	1,694.50
S4	1,680.00	1,682.75	1,693.00

Weekly Pivots for week ending 02-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,773.50	1,763.75	1,713.00
R3	1,745.25	1,735.50	1,705.25
R2	1,717.00	1,717.00	1,702.75
R1	1,707.25	1,707.25	1,700.00	1,712.00
PP	1,688.75	1,688.75	1,688.75	1,691.25
S1	1,679.00	1,679.00	1,695.00	1,684.00
S2	1,660.50	1,660.50	1,692.25
S3	1,632.25	1,650.75	1,689.75
S4	1,604.00	1,622.50	1,682.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,698.50	1,671.25	27.25	1.6%	11.25	0.7%	91%	False	False	2,733
10	1,698.50	1,664.25	34.25	2.0%	12.50	0.7%	93%	False	False	3,237
20	1,698.50	1,629.25	69.25	4.1%	12.50	0.7%	96%	False	False	3,195
40	1,698.50	1,547.25	151.25	8.9%	18.25	1.1%	98%	False	False	3,203
60	1,698.50	1,547.25	151.25	8.9%	18.25	1.1%	98%	False	False	2,256
80	1,698.50	1,519.50	179.00	10.6%	17.25	1.0%	99%	False	False	1,710
100	1,698.50	1,519.50	179.00	10.6%	16.25	1.0%	99%	False	False	1,400
120	1,698.50	1,466.00	232.50	13.7%	15.25	0.9%	99%	False	False	1,192

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.01
Narrowest range in 98 trading days

Fibonacci Retracements and Extensions
4.250	1,720.50
2.618	1,712.00
1.618	1,706.75
1.000	1,703.50
0.618	1,701.50
HIGH	1,698.25
0.618	1,696.25
0.500	1,695.50
0.382	1,695.00
LOW	1,693.00
0.618	1,689.75
1.000	1,687.75
1.618	1,684.50
2.618	1,679.25
4.250	1,670.75

Fisher Pivots for day following 05-Aug-2013
Pivot	1 day	3 day
R1	1,696.00	1,693.50
PP	1,695.75	1,691.00
S1	1,695.50	1,688.50

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

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