E-mini S&P 500 Future June 2013


Trading Metrics calculated at close of trading on 13-May-2013
Day Change Summary
Previous Current
10-May-2013 13-May-2013 Change Change % Previous Week
Open 1,626.00 1,625.50 -0.50 0.0% 1,608.25
High 1,631.00 1,633.25 2.25 0.1% 1,632.25
Low 1,620.25 1,621.50 1.25 0.1% 1,607.25
Close 1,629.50 1,630.75 1.25 0.1% 1,629.50
Range 10.75 11.75 1.00 9.3% 25.00
ATR 16.36 16.03 -0.33 -2.0% 0.00
Volume 1,641,619 1,328,925 -312,694 -19.0% 7,531,783
Daily Pivots for day following 13-May-2013
Classic Woodie Camarilla DeMark
R4 1,663.75 1,659.00 1,637.25
R3 1,652.00 1,647.25 1,634.00
R2 1,640.25 1,640.25 1,633.00
R1 1,635.50 1,635.50 1,631.75 1,638.00
PP 1,628.50 1,628.50 1,628.50 1,629.75
S1 1,623.75 1,623.75 1,629.75 1,626.00
S2 1,616.75 1,616.75 1,628.50
S3 1,605.00 1,612.00 1,627.50
S4 1,593.25 1,600.25 1,624.25
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 1,698.00 1,688.75 1,643.25
R3 1,673.00 1,663.75 1,636.50
R2 1,648.00 1,648.00 1,634.00
R1 1,638.75 1,638.75 1,631.75 1,643.50
PP 1,623.00 1,623.00 1,623.00 1,625.25
S1 1,613.75 1,613.75 1,627.25 1,618.50
S2 1,598.00 1,598.00 1,625.00
S3 1,573.00 1,588.75 1,622.50
S4 1,548.00 1,563.75 1,615.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,633.25 1,609.25 24.00 1.5% 12.00 0.7% 90% True False 1,579,349
10 1,633.25 1,576.00 57.25 3.5% 14.00 0.9% 96% True False 1,547,319
20 1,633.25 1,530.75 102.50 6.3% 17.00 1.0% 98% True False 1,709,033
40 1,633.25 1,529.50 103.75 6.4% 17.75 1.1% 98% True False 1,800,970
60 1,633.25 1,476.25 157.00 9.6% 17.00 1.0% 98% True False 1,409,216
80 1,633.25 1,454.75 178.50 10.9% 15.75 1.0% 99% True False 1,057,786
100 1,633.25 1,375.75 257.50 15.8% 15.75 1.0% 99% True False 846,502
120 1,633.25 1,350.00 283.25 17.4% 15.00 0.9% 99% True False 705,477
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 False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,683.25
2.618 1,664.00
1.618 1,652.25
1.000 1,645.00
0.618 1,640.50
HIGH 1,633.25
0.618 1,628.75
0.500 1,627.50
0.382 1,626.00
LOW 1,621.50
0.618 1,614.25
1.000 1,609.75
1.618 1,602.50
2.618 1,590.75
4.250 1,571.50
Fisher Pivots for day following 13-May-2013
Pivot 1 day 3 day
R1 1,629.50 1,629.50
PP 1,628.50 1,628.00
S1 1,627.50 1,626.50

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

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