E-mini S&P 500 Future March 2012

Trading Metrics calculated at close of trading on 13-Oct-2011

Day Change Summary
	Previous	Current
	12-Oct-2011	13-Oct-2011	Change	Change %	Previous Week
Open	1,181.25	1,193.25	12.00	1.0%	1,115.25
High	1,209.50	1,197.75	-11.75	-1.0%	1,166.75
Low	1,175.00	1,179.50	4.50	0.4%	1,062.00
Close	1,192.25	1,191.75	-0.50	0.0%	1,148.75
Range	34.50	18.25	-16.25	-47.1%	104.75
ATR	34.73	33.55	-1.18	-3.4%	0.00
Volume	1,021	1,622	601	58.9%	10,932

Daily Pivots for day following 13-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,244.50	1,236.25	1,201.75
R3	1,226.25	1,218.00	1,196.75
R2	1,208.00	1,208.00	1,195.00
R1	1,199.75	1,199.75	1,193.50	1,194.75
PP	1,189.75	1,189.75	1,189.75	1,187.00
S1	1,181.50	1,181.50	1,190.00	1,176.50
S2	1,171.50	1,171.50	1,188.50
S3	1,153.25	1,163.25	1,186.75
S4	1,135.00	1,145.00	1,181.75

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,440.00	1,399.25	1,206.25
R3	1,335.25	1,294.50	1,177.50
R2	1,230.50	1,230.50	1,168.00
R1	1,189.75	1,189.75	1,158.25	1,210.00
PP	1,125.75	1,125.75	1,125.75	1,136.00
S1	1,085.00	1,085.00	1,139.25	1,105.50
S2	1,021.00	1,021.00	1,129.50
S3	916.25	980.25	1,120.00
S4	811.50	875.50	1,091.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,209.50	1,138.75	70.75	5.9%	26.00	2.2%	75%	False	False	1,422
10	1,209.50	1,062.00	147.50	12.4%	33.00	2.8%	88%	False	False	1,793
20	1,209.50	1,062.00	147.50	12.4%	34.25	2.9%	88%	False	False	1,476
40	1,217.75	1,062.00	155.75	13.1%	33.50	2.8%	83%	False	False	830
60	1,335.75	1,062.00	273.75	23.0%	35.00	2.9%	47%	False	False	568
80	1,342.75	1,062.00	280.75	23.6%	30.50	2.6%	46%	False	False	431
100	1,342.75	1,062.00	280.75	23.6%	25.25	2.1%	46%	False	False	346

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.30
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,275.25
2.618	1,245.50
1.618	1,227.25
1.000	1,216.00
0.618	1,209.00
HIGH	1,197.75
0.618	1,190.75
0.500	1,188.50
0.382	1,186.50
LOW	1,179.50
0.618	1,168.25
1.000	1,161.25
1.618	1,150.00
2.618	1,131.75
4.250	1,102.00

Fisher Pivots for day following 13-Oct-2011
Pivot	1 day	3 day
R1	1,190.75	1,192.25
PP	1,189.75	1,192.00
S1	1,188.50	1,192.00

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

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