E-mini S&P 500 Future June 2013


Trading Metrics calculated at close of trading on 31-May-2013
Day Change Summary
Previous Current
30-May-2013 31-May-2013 Change Change % Previous Week
Open 1,646.50 1,653.75 7.25 0.4% 1,650.00
High 1,660.75 1,658.00 -2.75 -0.2% 1,672.75
Low 1,641.00 1,626.25 -14.75 -0.9% 1,626.25
Close 1,653.50 1,629.00 -24.50 -1.5% 1,629.00
Range 19.75 31.75 12.00 60.8% 46.50
ATR 19.04 19.95 0.91 4.8% 0.00
Volume 1,773,923 2,559,471 785,548 44.3% 8,554,207
Daily Pivots for day following 31-May-2013
Classic Woodie Camarilla DeMark
R4 1,733.00 1,712.75 1,646.50
R3 1,701.25 1,681.00 1,637.75
R2 1,669.50 1,669.50 1,634.75
R1 1,649.25 1,649.25 1,632.00 1,643.50
PP 1,637.75 1,637.75 1,637.75 1,635.00
S1 1,617.50 1,617.50 1,626.00 1,611.75
S2 1,606.00 1,606.00 1,623.25
S3 1,574.25 1,585.75 1,620.25
S4 1,542.50 1,554.00 1,611.50
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 1,782.25 1,752.00 1,654.50
R3 1,735.75 1,705.50 1,641.75
R2 1,689.25 1,689.25 1,637.50
R1 1,659.00 1,659.00 1,633.25 1,651.00
PP 1,642.75 1,642.75 1,642.75 1,638.50
S1 1,612.50 1,612.50 1,624.75 1,604.50
S2 1,596.25 1,596.25 1,620.50
S3 1,549.75 1,566.00 1,616.25
S4 1,503.25 1,519.50 1,603.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,672.75 1,626.25 46.50 2.9% 24.00 1.5% 6% False True 2,101,015
10 1,685.75 1,626.25 59.50 3.7% 22.75 1.4% 5% False True 2,152,562
20 1,685.75 1,589.50 96.25 5.9% 18.50 1.1% 41% False False 1,919,261
40 1,685.75 1,530.75 155.00 9.5% 19.25 1.2% 63% False False 1,888,415
60 1,685.75 1,529.50 156.25 9.6% 17.50 1.1% 64% False False 1,849,794
80 1,685.75 1,476.25 209.50 12.9% 17.00 1.1% 73% False False 1,402,146
100 1,685.75 1,440.00 245.75 15.1% 16.00 1.0% 77% False False 1,122,197
120 1,685.75 1,375.75 310.00 19.0% 16.00 1.0% 82% False False 935,334
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.03
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,793.00
2.618 1,741.00
1.618 1,709.25
1.000 1,689.75
0.618 1,677.50
HIGH 1,658.00
0.618 1,645.75
0.500 1,642.00
0.382 1,638.50
LOW 1,626.25
0.618 1,606.75
1.000 1,594.50
1.618 1,575.00
2.618 1,543.25
4.250 1,491.25
Fisher Pivots for day following 31-May-2013
Pivot 1 day 3 day
R1 1,642.00 1,643.50
PP 1,637.75 1,638.75
S1 1,633.50 1,633.75

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

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