E-mini S&P 500 Future December 2013

Trading Metrics calculated at close of trading on 07-Oct-2013

Day Change Summary
	Previous	Current
	04-Oct-2013	07-Oct-2013	Change	Change %	Previous Week
Open	1,668.00	1,676.75	8.75	0.5%	1,675.00
High	1,686.00	1,679.50	-6.50	-0.4%	1,692.25
Low	1,667.50	1,666.50	-1.00	-0.1%	1,663.25
Close	1,684.75	1,667.75	-17.00	-1.0%	1,684.75
Range	18.50	13.00	-5.50	-29.7%	29.00
ATR	16.83	16.93	0.10	0.6%	0.00
Volume	1,512,965	1,599,803	86,838	5.7%	9,393,326

Daily Pivots for day following 07-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,710.25	1,702.00	1,675.00
R3	1,697.25	1,689.00	1,671.25
R2	1,684.25	1,684.25	1,670.25
R1	1,676.00	1,676.00	1,669.00	1,673.50
PP	1,671.25	1,671.25	1,671.25	1,670.00
S1	1,663.00	1,663.00	1,666.50	1,660.50
S2	1,658.25	1,658.25	1,665.25
S3	1,645.25	1,650.00	1,664.25
S4	1,632.25	1,637.00	1,660.50

Weekly Pivots for week ending 04-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,767.00	1,755.00	1,700.75
R3	1,738.00	1,726.00	1,692.75
R2	1,709.00	1,709.00	1,690.00
R1	1,697.00	1,697.00	1,687.50	1,703.00
PP	1,680.00	1,680.00	1,680.00	1,683.00
S1	1,668.00	1,668.00	1,682.00	1,674.00
S2	1,651.00	1,651.00	1,679.50
S3	1,622.00	1,639.00	1,676.75
S4	1,593.00	1,610.00	1,668.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,692.25	1,663.25	29.00	1.7%	17.75	1.1%	16%	False	False	1,768,246
10	1,701.00	1,663.25	37.75	2.3%	15.50	0.9%	12%	False	False	1,703,322
20	1,726.75	1,662.50	64.25	3.9%	15.25	0.9%	8%	False	False	1,518,169
40	1,726.75	1,618.25	108.50	6.5%	16.25	1.0%	46%	False	False	767,007
60	1,726.75	1,618.25	108.50	6.5%	15.00	0.9%	46%	False	False	512,411
80	1,726.75	1,547.25	179.50	10.8%	16.75	1.0%	67%	False	False	385,220
100	1,726.75	1,547.25	179.50	10.8%	17.50	1.1%	67%	False	False	308,263
120	1,726.75	1,519.50	207.25	12.4%	16.75	1.0%	72%	False	False	256,901

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
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	2.48
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,734.75
2.618	1,713.50
1.618	1,700.50
1.000	1,692.50
0.618	1,687.50
HIGH	1,679.50
0.618	1,674.50
0.500	1,673.00
0.382	1,671.50
LOW	1,666.50
0.618	1,658.50
1.000	1,653.50
1.618	1,645.50
2.618	1,632.50
4.250	1,611.25

Fisher Pivots for day following 07-Oct-2013
Pivot	1 day	3 day
R1	1,673.00	1,674.50
PP	1,671.25	1,672.25
S1	1,669.50	1,670.00

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

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