E-mini S&P 500 Future December 2013

Trading Metrics calculated at close of trading on 20-Nov-2013

Day Change Summary
	Previous	Current
	19-Nov-2013	20-Nov-2013	Change	Change %	Previous Week
Open	1,789.50	1,785.50	-4.00	-0.2%	1,767.00
High	1,793.75	1,794.25	0.50	0.0%	1,796.00
Low	1,782.00	1,774.50	-7.50	-0.4%	1,754.25
Close	1,785.25	1,779.75	-5.50	-0.3%	1,793.50
Range	11.75	19.75	8.00	68.1%	41.75
ATR	16.44	16.67	0.24	1.4%	0.00
Volume	1,587,851	2,066,306	478,455	30.1%	6,874,087

Daily Pivots for day following 20-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,842.00	1,830.75	1,790.50
R3	1,822.25	1,811.00	1,785.25
R2	1,802.50	1,802.50	1,783.25
R1	1,791.25	1,791.25	1,781.50	1,787.00
PP	1,782.75	1,782.75	1,782.75	1,780.75
S1	1,771.50	1,771.50	1,778.00	1,767.25
S2	1,763.00	1,763.00	1,776.25
S3	1,743.25	1,751.75	1,774.25
S4	1,723.50	1,732.00	1,769.00

Weekly Pivots for week ending 15-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,906.50	1,891.75	1,816.50
R3	1,864.75	1,850.00	1,805.00
R2	1,823.00	1,823.00	1,801.25
R1	1,808.25	1,808.25	1,797.25	1,815.50
PP	1,781.25	1,781.25	1,781.25	1,785.00
S1	1,766.50	1,766.50	1,789.75	1,774.00
S2	1,739.50	1,739.50	1,785.75
S3	1,697.75	1,724.75	1,782.00
S4	1,656.00	1,683.00	1,770.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,799.75	1,774.50	25.25	1.4%	13.50	0.8%	21%	False	True	1,605,112
10	1,799.75	1,736.50	63.25	3.6%	17.75	1.0%	68%	False	False	1,662,272
20	1,799.75	1,736.50	63.25	3.6%	15.75	0.9%	68%	False	False	1,527,542
40	1,799.75	1,640.00	159.75	9.0%	17.75	1.0%	87%	False	False	1,650,412
60	1,799.75	1,618.25	181.50	10.2%	17.00	1.0%	89%	False	False	1,378,819
80	1,799.75	1,618.25	181.50	10.2%	16.50	0.9%	89%	False	False	1,035,330
100	1,799.75	1,588.25	211.50	11.9%	16.00	0.9%	91%	False	False	828,943
120	1,799.75	1,547.25	252.50	14.2%	17.50	1.0%	92%	False	False	691,207

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.78
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,878.25
2.618	1,846.00
1.618	1,826.25
1.000	1,814.00
0.618	1,806.50
HIGH	1,794.25
0.618	1,786.75
0.500	1,784.50
0.382	1,782.00
LOW	1,774.50
0.618	1,762.25
1.000	1,754.75
1.618	1,742.50
2.618	1,722.75
4.250	1,690.50

Fisher Pivots for day following 20-Nov-2013
Pivot	1 day	3 day
R1	1,784.50	1,787.00
PP	1,782.75	1,784.75
S1	1,781.25	1,782.25

Download as Excel Spreadsheet

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

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