E-mini S&P 500 Future March 2014

Trading Metrics calculated at close of trading on 22-Jul-2013

Day Change Summary
	Previous	Current
	19-Jul-2013	22-Jul-2013	Change	Change %	Previous Week
Open	1,663.75	1,679.00	15.25	0.9%	1,662.50
High	1,678.00	1,680.25	2.25	0.1%	1,678.00
Low	1,663.75	1,675.25	11.50	0.7%	1,654.75
Close	1,676.75	1,677.50	0.75	0.0%	1,676.75
Range	14.25	5.00	-9.25	-64.9%	23.25
ATR	15.22	14.49	-0.73	-4.8%	0.00
Volume	62	108	46	74.2%	348

Daily Pivots for day following 22-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,692.75	1,690.00	1,680.25
R3	1,687.75	1,685.00	1,679.00
R2	1,682.75	1,682.75	1,678.50
R1	1,680.00	1,680.00	1,678.00	1,679.00
PP	1,677.75	1,677.75	1,677.75	1,677.00
S1	1,675.00	1,675.00	1,677.00	1,674.00
S2	1,672.75	1,672.75	1,676.50
S3	1,667.75	1,670.00	1,676.00
S4	1,662.75	1,665.00	1,674.75

Weekly Pivots for week ending 19-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,739.50	1,731.50	1,689.50
R3	1,716.25	1,708.25	1,683.25
R2	1,693.00	1,693.00	1,681.00
R1	1,685.00	1,685.00	1,679.00	1,689.00
PP	1,669.75	1,669.75	1,669.75	1,672.00
S1	1,661.75	1,661.75	1,674.50	1,665.75
S2	1,646.50	1,646.50	1,672.50
S3	1,623.25	1,638.50	1,670.25
S4	1,600.00	1,615.25	1,664.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,680.25	1,654.75	25.50	1.5%	10.50	0.6%	89%	True	False	89
10	1,680.25	1,626.75	53.50	3.2%	8.25	0.5%	95%	True	False	73
20	1,680.25	1,542.25	138.00	8.2%	13.25	0.8%	98%	True	False	97
40	1,680.25	1,542.25	138.00	8.2%	14.50	0.9%	98%	True	False	95

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	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.75
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,701.50
2.618	1,693.25
1.618	1,688.25
1.000	1,685.25
0.618	1,683.25
HIGH	1,680.25
0.618	1,678.25
0.500	1,677.75
0.382	1,677.25
LOW	1,675.25
0.618	1,672.25
1.000	1,670.25
1.618	1,667.25
2.618	1,662.25
4.250	1,654.00

Fisher Pivots for day following 22-Jul-2013
Pivot	1 day	3 day
R1	1,677.75	1,675.25
PP	1,677.75	1,672.75
S1	1,677.50	1,670.50

Download as Excel Spreadsheet

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

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