E-mini S&P 500 Future March 2012

Trading Metrics calculated at close of trading on 25-Oct-2011

Day Change Summary
	Previous	Current
	24-Oct-2011	25-Oct-2011	Change	Change %	Previous Week
Open	1,221.00	1,239.50	18.50	1.5%	1,213.75
High	1,246.50	1,248.00	1.50	0.1%	1,229.75
Low	1,221.00	1,216.25	-4.75	-0.4%	1,179.75
Close	1,241.00	1,218.50	-22.50	-1.8%	1,229.00
Range	25.50	31.75	6.25	24.5%	50.00
ATR	31.87	31.86	-0.01	0.0%	0.00
Volume	994	1,243	249	25.1%	12,452

Daily Pivots for day following 25-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,322.75	1,302.50	1,236.00
R3	1,291.00	1,270.75	1,227.25
R2	1,259.25	1,259.25	1,224.25
R1	1,239.00	1,239.00	1,221.50	1,233.25
PP	1,227.50	1,227.50	1,227.50	1,224.75
S1	1,207.25	1,207.25	1,215.50	1,201.50
S2	1,195.75	1,195.75	1,212.75
S3	1,164.00	1,175.50	1,209.75
S4	1,132.25	1,143.75	1,201.00

Weekly Pivots for week ending 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,362.75	1,346.00	1,256.50
R3	1,312.75	1,296.00	1,242.75
R2	1,262.75	1,262.75	1,238.25
R1	1,246.00	1,246.00	1,233.50	1,254.50
PP	1,212.75	1,212.75	1,212.75	1,217.00
S1	1,196.00	1,196.00	1,224.50	1,204.50
S2	1,162.75	1,162.75	1,219.75
S3	1,112.75	1,146.00	1,215.25
S4	1,062.75	1,096.00	1,201.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,248.00	1,186.50	61.50	5.0%	26.50	2.2%	52%	True	False	1,707
10	1,248.00	1,175.00	73.00	6.0%	29.50	2.4%	60%	True	False	2,049
20	1,248.00	1,062.00	186.00	15.3%	32.25	2.6%	84%	True	False	1,930
40	1,248.00	1,062.00	186.00	15.3%	32.50	2.7%	84%	True	False	1,227
60	1,271.75	1,062.00	209.75	17.2%	36.25	3.0%	75%	False	False	865
80	1,342.75	1,062.00	280.75	23.0%	31.75	2.6%	56%	False	False	654
100	1,342.75	1,062.00	280.75	23.0%	27.50	2.3%	56%	False	False	525
120	1,342.75	1,062.00	280.75	23.0%	23.50	1.9%	56%	False	False	438

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.38
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,383.00
2.618	1,331.00
1.618	1,299.25
1.000	1,279.75
0.618	1,267.50
HIGH	1,248.00
0.618	1,235.75
0.500	1,232.00
0.382	1,228.50
LOW	1,216.25
0.618	1,196.75
1.000	1,184.50
1.618	1,165.00
2.618	1,133.25
4.250	1,081.25

Fisher Pivots for day following 25-Oct-2011
Pivot	1 day	3 day
R1	1,232.00	1,225.25
PP	1,227.50	1,223.00
S1	1,223.00	1,220.75

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

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