E-mini S&P 500 Future December 2013

Trading Metrics calculated at close of trading on 04-Nov-2013

Day Change Summary
	Previous	Current
	01-Nov-2013	04-Nov-2013	Change	Change %	Previous Week
Open	1,755.50	1,754.00	-1.50	-0.1%	1,753.75
High	1,761.25	1,764.00	2.75	0.2%	1,773.25
Low	1,747.00	1,753.25	6.25	0.4%	1,747.00
Close	1,754.75	1,763.00	8.25	0.5%	1,754.75
Range	14.25	10.75	-3.50	-24.6%	26.25
ATR	17.10	16.64	-0.45	-2.7%	0.00
Volume	1,602,379	1,005,972	-596,407	-37.2%	7,614,270

Daily Pivots for day following 04-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,792.25	1,788.50	1,769.00
R3	1,781.50	1,777.75	1,766.00
R2	1,770.75	1,770.75	1,765.00
R1	1,767.00	1,767.00	1,764.00	1,769.00
PP	1,760.00	1,760.00	1,760.00	1,761.00
S1	1,756.25	1,756.25	1,762.00	1,758.00
S2	1,749.25	1,749.25	1,761.00
S3	1,738.50	1,745.50	1,760.00
S4	1,727.75	1,734.75	1,757.00

Weekly Pivots for week ending 01-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,837.00	1,822.25	1,769.25
R3	1,810.75	1,796.00	1,762.00
R2	1,784.50	1,784.50	1,759.50
R1	1,769.75	1,769.75	1,757.25	1,777.00
PP	1,758.25	1,758.25	1,758.25	1,762.00
S1	1,743.50	1,743.50	1,752.25	1,751.00
S2	1,732.00	1,732.00	1,750.00
S3	1,705.75	1,717.25	1,747.50
S4	1,679.50	1,691.00	1,740.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,773.25	1,747.00	26.25	1.5%	15.00	0.8%	61%	False	False	1,492,463
10	1,773.25	1,734.50	38.75	2.2%	14.25	0.8%	74%	False	False	1,449,146
20	1,773.25	1,640.00	133.25	7.6%	18.50	1.0%	92%	False	False	1,635,004
40	1,773.25	1,640.00	133.25	7.6%	17.00	1.0%	92%	False	False	1,576,587
60	1,773.25	1,618.25	155.00	8.8%	17.00	1.0%	93%	False	False	1,056,339
80	1,773.25	1,618.25	155.00	8.8%	16.00	0.9%	93%	False	False	793,059
100	1,773.25	1,547.25	226.00	12.8%	17.00	1.0%	95%	False	False	635,177
120	1,773.25	1,547.25	226.00	12.8%	17.75	1.0%	95%	False	False	529,386

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	3.43
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,809.75
2.618	1,792.25
1.618	1,781.50
1.000	1,774.75
0.618	1,770.75
HIGH	1,764.00
0.618	1,760.00
0.500	1,758.50
0.382	1,757.25
LOW	1,753.25
0.618	1,746.50
1.000	1,742.50
1.618	1,735.75
2.618	1,725.00
4.250	1,707.50

Fisher Pivots for day following 04-Nov-2013
Pivot	1 day	3 day
R1	1,761.50	1,760.50
PP	1,760.00	1,758.00
S1	1,758.50	1,755.50

Download as Excel Spreadsheet

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

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