E-mini S&P 500 Future December 2013

Trading Metrics calculated at close of trading on 26-Nov-2013

Day Change Summary
	Previous	Current
	25-Nov-2013	26-Nov-2013	Change	Change %	Previous Week
Open	1,802.00	1,801.25	-0.75	0.0%	1,793.50
High	1,809.25	1,807.00	-2.25	-0.1%	1,803.25
Low	1,798.50	1,798.75	0.25	0.0%	1,774.50
Close	1,802.50	1,802.00	-0.50	0.0%	1,801.25
Range	10.75	8.25	-2.50	-23.3%	28.75
ATR	16.08	15.52	-0.56	-3.5%	0.00
Volume	1,114,352	1,095,564	-18,788	-1.7%	7,843,741

Daily Pivots for day following 26-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,827.25	1,823.00	1,806.50
R3	1,819.00	1,814.75	1,804.25
R2	1,810.75	1,810.75	1,803.50
R1	1,806.50	1,806.50	1,802.75	1,808.50
PP	1,802.50	1,802.50	1,802.50	1,803.75
S1	1,798.25	1,798.25	1,801.25	1,800.50
S2	1,794.25	1,794.25	1,800.50
S3	1,786.00	1,790.00	1,799.75
S4	1,777.75	1,781.75	1,797.50

Weekly Pivots for week ending 22-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,879.25	1,869.00	1,817.00
R3	1,850.50	1,840.25	1,809.25
R2	1,821.75	1,821.75	1,806.50
R1	1,811.50	1,811.50	1,804.00	1,816.50
PP	1,793.00	1,793.00	1,793.00	1,795.50
S1	1,782.75	1,782.75	1,798.50	1,788.00
S2	1,764.25	1,764.25	1,796.00
S3	1,735.50	1,754.00	1,793.25
S4	1,706.75	1,725.25	1,785.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,809.25	1,774.50	34.75	1.9%	14.00	0.8%	79%	False	False	1,381,346
10	1,809.25	1,754.25	55.00	3.1%	14.50	0.8%	87%	False	False	1,454,862
20	1,809.25	1,736.50	72.75	4.0%	15.75	0.9%	90%	False	False	1,526,876
40	1,809.25	1,640.00	169.25	9.4%	17.50	1.0%	96%	False	False	1,601,082
60	1,809.25	1,628.75	180.50	10.0%	16.75	0.9%	96%	False	False	1,458,674
80	1,809.25	1,618.25	191.00	10.6%	16.75	0.9%	96%	False	False	1,095,703
100	1,809.25	1,618.25	191.00	10.6%	15.75	0.9%	96%	False	False	877,201
120	1,809.25	1,547.25	262.00	14.5%	17.25	1.0%	97%	False	False	731,536

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.45
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1,842.00
2.618	1,828.50
1.618	1,820.25
1.000	1,815.25
0.618	1,812.00
HIGH	1,807.00
0.618	1,803.75
0.500	1,803.00
0.382	1,802.00
LOW	1,798.75
0.618	1,793.75
1.000	1,790.50
1.618	1,785.50
2.618	1,777.25
4.250	1,763.75

Fisher Pivots for day following 26-Nov-2013
Pivot	1 day	3 day
R1	1,803.00	1,801.50
PP	1,802.50	1,801.00
S1	1,802.25	1,800.50

Download as Excel Spreadsheet

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

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