E-mini S&P 500 Future March 2014

Trading Metrics calculated at close of trading on 10-Jul-2013

Day Change Summary
	Previous	Current
	09-Jul-2013	10-Jul-2013	Change	Change %	Previous Week
Open	1,626.75	1,630.50	3.75	0.2%	1,583.25
High	1,632.75	1,640.00	7.25	0.4%	1,615.00
Low	1,626.75	1,629.75	3.00	0.2%	1,581.25
Close	1,632.75	1,635.75	3.00	0.2%	1,614.50
Range	6.00	10.25	4.25	70.8%	33.75
ATR	18.31	17.73	-0.58	-3.1%	0.00
Volume	33	180	147	445.5%	877

Daily Pivots for day following 10-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,666.00	1,661.00	1,641.50
R3	1,655.75	1,650.75	1,638.50
R2	1,645.50	1,645.50	1,637.75
R1	1,640.50	1,640.50	1,636.75	1,643.00
PP	1,635.25	1,635.25	1,635.25	1,636.50
S1	1,630.25	1,630.25	1,634.75	1,632.75
S2	1,625.00	1,625.00	1,633.75
S3	1,614.75	1,620.00	1,633.00
S4	1,604.50	1,609.75	1,630.00

Weekly Pivots for week ending 05-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,704.75	1,693.50	1,633.00
R3	1,671.00	1,659.75	1,623.75
R2	1,637.25	1,637.25	1,620.75
R1	1,626.00	1,626.00	1,617.50	1,631.50
PP	1,603.50	1,603.50	1,603.50	1,606.50
S1	1,592.25	1,592.25	1,611.50	1,598.00
S2	1,569.75	1,569.75	1,608.25
S3	1,536.00	1,558.50	1,605.25
S4	1,502.25	1,524.75	1,596.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,640.00	1,582.50	57.50	3.5%	11.25	0.7%	93%	True	False	86
10	1,640.00	1,560.75	79.25	4.8%	15.00	0.9%	95%	True	False	131
20	1,640.00	1,542.25	97.75	6.0%	19.50	1.2%	96%	True	False	158
40	1,662.00	1,542.25	119.75	7.3%	15.25	0.9%	78%	False	False	85

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.85
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,683.50
2.618	1,666.75
1.618	1,656.50
1.000	1,650.25
0.618	1,646.25
HIGH	1,640.00
0.618	1,636.00
0.500	1,635.00
0.382	1,633.75
LOW	1,629.75
0.618	1,623.50
1.000	1,619.50
1.618	1,613.25
2.618	1,603.00
4.250	1,586.25

Fisher Pivots for day following 10-Jul-2013
Pivot	1 day	3 day
R1	1,635.50	1,633.25
PP	1,635.25	1,630.75
S1	1,635.00	1,628.50

Download as Excel Spreadsheet

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

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