E-mini S&P 500 Future March 2012

Trading Metrics calculated at close of trading on 20-Dec-2011

Day Change Summary
	Previous	Current
	19-Dec-2011	20-Dec-2011	Change	Change %	Previous Week
Open	1,212.00	1,199.00	-13.00	-1.1%	1,250.25
High	1,219.75	1,237.25	17.50	1.4%	1,254.50
Low	1,195.50	1,198.75	3.25	0.3%	1,198.00
Close	1,199.00	1,236.00	37.00	3.1%	1,211.00
Range	24.25	38.50	14.25	58.8%	56.50
ATR	27.99	28.75	0.75	2.7%	0.00
Volume	1,294,215	1,825,749	531,534	41.1%	12,619,979

Daily Pivots for day following 20-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,339.50	1,326.25	1,257.25
R3	1,301.00	1,287.75	1,246.50
R2	1,262.50	1,262.50	1,243.00
R1	1,249.25	1,249.25	1,239.50	1,256.00
PP	1,224.00	1,224.00	1,224.00	1,227.25
S1	1,210.75	1,210.75	1,232.50	1,217.50
S2	1,185.50	1,185.50	1,229.00
S3	1,147.00	1,172.25	1,225.50
S4	1,108.50	1,133.75	1,214.75

Weekly Pivots for week ending 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,390.75	1,357.25	1,242.00
R3	1,334.25	1,300.75	1,226.50
R2	1,277.75	1,277.75	1,221.25
R1	1,244.25	1,244.25	1,216.25	1,232.75
PP	1,221.25	1,221.25	1,221.25	1,215.50
S1	1,187.75	1,187.75	1,205.75	1,176.25
S2	1,164.75	1,164.75	1,200.75
S3	1,108.25	1,131.25	1,195.50
S4	1,051.75	1,074.75	1,180.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,237.25	1,195.50	41.75	3.4%	25.25	2.0%	97%	True	False	2,012,029
10	1,266.00	1,195.50	70.50	5.7%	29.00	2.3%	57%	False	False	1,970,831
20	1,266.00	1,141.75	124.25	10.1%	27.25	2.2%	76%	False	False	997,126
40	1,283.00	1,141.75	141.25	11.4%	28.75	2.3%	67%	False	False	500,722
60	1,283.00	1,062.00	221.00	17.9%	30.00	2.4%	79%	False	False	334,476
80	1,283.00	1,062.00	221.00	17.9%	30.75	2.5%	79%	False	False	250,962
100	1,297.75	1,062.00	235.75	19.1%	33.25	2.7%	74%	False	False	200,795
120	1,342.75	1,062.00	280.75	22.7%	30.75	2.5%	62%	False	False	167,333

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.23
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1,401.00
2.618	1,338.00
1.618	1,299.50
1.000	1,275.75
0.618	1,261.00
HIGH	1,237.25
0.618	1,222.50
0.500	1,218.00
0.382	1,213.50
LOW	1,198.75
0.618	1,175.00
1.000	1,160.25
1.618	1,136.50
2.618	1,098.00
4.250	1,035.00

Fisher Pivots for day following 20-Dec-2011
Pivot	1 day	3 day
R1	1,230.00	1,229.50
PP	1,224.00	1,223.00
S1	1,218.00	1,216.50

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

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