E-mini S&P 500 Future December 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	1,683.25	1,678.25	-5.00	-0.3%	1,646.00
High	1,683.25	1,683.75	0.50	0.0%	1,684.00
Low	1,674.75	1,674.00	-0.75	0.0%	1,645.75
Close	1,678.25	1,682.00	3.75	0.2%	1,682.00
Range	8.50	9.75	1.25	14.7%	38.25
ATR	15.99	15.54	-0.45	-2.8%	0.00
Volume	596,376	1,162,403	566,027	94.9%	2,298,277

Daily Pivots for day following 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,709.25	1,705.25	1,687.25
R3	1,699.50	1,695.50	1,684.75
R2	1,689.75	1,689.75	1,683.75
R1	1,685.75	1,685.75	1,683.00	1,687.75
PP	1,680.00	1,680.00	1,680.00	1,681.00
S1	1,676.00	1,676.00	1,681.00	1,678.00
S2	1,670.25	1,670.25	1,680.25
S3	1,660.50	1,666.25	1,679.25
S4	1,650.75	1,656.50	1,676.75

Weekly Pivots for week ending 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,785.25	1,772.00	1,703.00
R3	1,747.00	1,733.75	1,692.50
R2	1,708.75	1,708.75	1,689.00
R1	1,695.50	1,695.50	1,685.50	1,702.00
PP	1,670.50	1,670.50	1,670.50	1,674.00
S1	1,657.25	1,657.25	1,678.50	1,664.00
S2	1,632.25	1,632.25	1,675.00
S3	1,594.00	1,619.00	1,671.50
S4	1,555.75	1,580.75	1,661.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,684.00	1,645.75	38.25	2.3%	13.00	0.8%	95%	False	False	459,655
10	1,684.00	1,618.75	65.25	3.9%	15.50	0.9%	97%	False	False	243,996
20	1,684.00	1,618.25	65.75	3.9%	16.25	1.0%	97%	False	False	125,932
40	1,698.50	1,618.25	80.25	4.8%	14.75	0.9%	79%	False	False	64,672
60	1,698.50	1,547.25	151.25	9.0%	16.50	1.0%	89%	False	False	44,504
80	1,698.50	1,547.25	151.25	9.0%	18.00	1.1%	89%	False	False	33,500
100	1,698.50	1,547.25	151.25	9.0%	16.75	1.0%	89%	False	False	26,845
120	1,698.50	1,519.50	179.00	10.6%	16.50	1.0%	91%	False	False	22,394

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	3.93
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,725.25
2.618	1,709.25
1.618	1,699.50
1.000	1,693.50
0.618	1,689.75
HIGH	1,683.75
0.618	1,680.00
0.500	1,679.00
0.382	1,677.75
LOW	1,674.00
0.618	1,668.00
1.000	1,664.25
1.618	1,658.25
2.618	1,648.50
4.250	1,632.50

Fisher Pivots for day following 13-Sep-2013
Pivot	1 day	3 day
R1	1,681.00	1,680.50
PP	1,680.00	1,679.00
S1	1,679.00	1,677.50

Download as Excel Spreadsheet

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

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