E-mini S&P 500 Future June 2012

Trading Metrics calculated at close of trading on 03-May-2012

Day Change Summary
	Previous	Current
	02-May-2012	03-May-2012	Change	Change %	Previous Week
Open	1,400.50	1,397.50	-3.00	-0.2%	1,372.25
High	1,404.75	1,402.75	-2.00	-0.1%	1,403.00
Low	1,389.25	1,384.50	-4.75	-0.3%	1,354.00
Close	1,397.50	1,386.00	-11.50	-0.8%	1,398.50
Range	15.50	18.25	2.75	17.7%	49.00
ATR	17.00	17.09	0.09	0.5%	0.00
Volume	1,679,970	1,759,554	79,584	4.7%	8,392,126

Daily Pivots for day following 03-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,445.75	1,434.25	1,396.00
R3	1,427.50	1,416.00	1,391.00
R2	1,409.25	1,409.25	1,389.25
R1	1,397.75	1,397.75	1,387.75	1,394.50
PP	1,391.00	1,391.00	1,391.00	1,389.50
S1	1,379.50	1,379.50	1,384.25	1,376.00
S2	1,372.75	1,372.75	1,382.75
S3	1,354.50	1,361.25	1,381.00
S4	1,336.25	1,343.00	1,376.00

Weekly Pivots for week ending 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,532.25	1,514.25	1,425.50
R3	1,483.25	1,465.25	1,412.00
R2	1,434.25	1,434.25	1,407.50
R1	1,416.25	1,416.25	1,403.00	1,425.25
PP	1,385.25	1,385.25	1,385.25	1,389.50
S1	1,367.25	1,367.25	1,394.00	1,376.25
S2	1,336.25	1,336.25	1,389.50
S3	1,287.25	1,318.25	1,385.00
S4	1,238.25	1,269.25	1,371.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,411.50	1,384.50	27.00	1.9%	16.75	1.2%	6%	False	True	1,535,025
10	1,411.50	1,354.00	57.50	4.1%	16.25	1.2%	56%	False	False	1,626,495
20	1,411.50	1,352.50	59.00	4.3%	17.75	1.3%	57%	False	False	1,760,209
40	1,419.75	1,344.75	75.00	5.4%	16.25	1.2%	55%	False	False	1,726,094
60	1,419.75	1,327.75	92.00	6.6%	15.50	1.1%	63%	False	False	1,158,791
80	1,419.75	1,267.50	152.25	11.0%	15.25	1.1%	78%	False	False	870,002
100	1,419.75	1,190.00	229.75	16.6%	15.75	1.1%	85%	False	False	696,206
120	1,419.75	1,140.25	279.50	20.2%	16.25	1.2%	88%	False	False	580,198

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.55
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,480.25
2.618	1,450.50
1.618	1,432.25
1.000	1,421.00
0.618	1,414.00
HIGH	1,402.75
0.618	1,395.75
0.500	1,393.50
0.382	1,391.50
LOW	1,384.50
0.618	1,373.25
1.000	1,366.25
1.618	1,355.00
2.618	1,336.75
4.250	1,307.00

Fisher Pivots for day following 03-May-2012
Pivot	1 day	3 day
R1	1,393.50	1,398.00
PP	1,391.00	1,394.00
S1	1,388.50	1,390.00

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

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