E-mini S&P 500 Future December 2013

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

Day Change Summary
	Previous	Current
	04-Nov-2013	05-Nov-2013	Change	Change %	Previous Week
Open	1,754.00	1,762.75	8.75	0.5%	1,753.75
High	1,764.00	1,764.00	0.00	0.0%	1,773.25
Low	1,753.25	1,750.50	-2.75	-0.2%	1,747.00
Close	1,763.00	1,756.50	-6.50	-0.4%	1,754.75
Range	10.75	13.50	2.75	25.6%	26.25
ATR	16.64	16.42	-0.22	-1.3%	0.00
Volume	1,005,972	1,479,362	473,390	47.1%	7,614,270

Daily Pivots for day following 05-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,797.50	1,790.50	1,764.00
R3	1,784.00	1,777.00	1,760.25
R2	1,770.50	1,770.50	1,759.00
R1	1,763.50	1,763.50	1,757.75	1,760.25
PP	1,757.00	1,757.00	1,757.00	1,755.50
S1	1,750.00	1,750.00	1,755.25	1,746.75
S2	1,743.50	1,743.50	1,754.00
S3	1,730.00	1,736.50	1,752.75
S4	1,716.50	1,723.00	1,749.00

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%	14.75	0.8%	36%	False	False	1,550,436
10	1,773.25	1,734.50	38.75	2.2%	13.75	0.8%	57%	False	False	1,412,596
20	1,773.25	1,640.00	133.25	7.6%	18.00	1.0%	87%	False	False	1,591,364
40	1,773.25	1,640.00	133.25	7.6%	17.00	1.0%	87%	False	False	1,609,834
60	1,773.25	1,618.25	155.00	8.8%	17.00	1.0%	89%	False	False	1,080,940
80	1,773.25	1,618.25	155.00	8.8%	16.00	0.9%	89%	False	False	811,525
100	1,773.25	1,547.25	226.00	12.9%	17.00	1.0%	93%	False	False	649,964
120	1,773.25	1,547.25	226.00	12.9%	17.75	1.0%	93%	False	False	541,709

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	3.38
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,821.50
2.618	1,799.25
1.618	1,785.75
1.000	1,777.50
0.618	1,772.25
HIGH	1,764.00
0.618	1,758.75
0.500	1,757.25
0.382	1,755.75
LOW	1,750.50
0.618	1,742.25
1.000	1,737.00
1.618	1,728.75
2.618	1,715.25
4.250	1,693.00

Fisher Pivots for day following 05-Nov-2013
Pivot	1 day	3 day
R1	1,757.25	1,756.25
PP	1,757.00	1,755.75
S1	1,756.75	1,755.50

Download as Excel Spreadsheet

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

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