E-mini S&P 500 Future March 2012

Trading Metrics calculated at close of trading on 29-Dec-2011

Day Change Summary
	Previous	Current
	28-Dec-2011	29-Dec-2011	Change	Change %	Previous Week
Open	1,260.00	1,244.00	-16.00	-1.3%	1,212.00
High	1,264.50	1,258.50	-6.00	-0.5%	1,260.75
Low	1,243.00	1,243.75	0.75	0.1%	1,195.50
Close	1,244.50	1,257.50	13.00	1.0%	1,260.25
Range	21.50	14.75	-6.75	-31.4%	65.25
ATR	25.10	24.36	-0.74	-2.9%	0.00
Volume	818,705	677,675	-141,030	-17.2%	6,377,383

Daily Pivots for day following 29-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,297.50	1,292.25	1,265.50
R3	1,282.75	1,277.50	1,261.50
R2	1,268.00	1,268.00	1,260.25
R1	1,262.75	1,262.75	1,258.75	1,265.50
PP	1,253.25	1,253.25	1,253.25	1,254.50
S1	1,248.00	1,248.00	1,256.25	1,250.50
S2	1,238.50	1,238.50	1,254.75
S3	1,223.75	1,233.25	1,253.50
S4	1,209.00	1,218.50	1,249.50

Weekly Pivots for week ending 23-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,434.50	1,412.75	1,296.25
R3	1,369.25	1,347.50	1,278.25
R2	1,304.00	1,304.00	1,272.25
R1	1,282.25	1,282.25	1,266.25	1,293.00
PP	1,238.75	1,238.75	1,238.75	1,244.25
S1	1,217.00	1,217.00	1,254.25	1,228.00
S2	1,173.50	1,173.50	1,248.25
S3	1,108.25	1,151.75	1,242.25
S4	1,043.00	1,086.50	1,224.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,264.50	1,232.25	32.25	2.6%	15.00	1.2%	78%	False	False	700,781
10	1,264.50	1,195.50	69.00	5.5%	20.25	1.6%	90%	False	False	1,235,989
20	1,266.00	1,195.50	70.50	5.6%	23.25	1.9%	88%	False	False	1,252,233
40	1,269.00	1,141.75	127.25	10.1%	26.50	2.1%	91%	False	False	629,235
60	1,283.00	1,100.50	182.50	14.5%	27.50	2.2%	86%	False	False	420,225
80	1,283.00	1,062.00	221.00	17.6%	29.75	2.4%	88%	False	False	315,388
100	1,283.00	1,062.00	221.00	17.6%	31.25	2.5%	88%	False	False	252,336
120	1,335.75	1,062.00	273.75	21.8%	30.75	2.4%	71%	False	False	210,285

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.60
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,321.25
2.618	1,297.00
1.618	1,282.25
1.000	1,273.25
0.618	1,267.50
HIGH	1,258.50
0.618	1,252.75
0.500	1,251.00
0.382	1,249.50
LOW	1,243.75
0.618	1,234.75
1.000	1,229.00
1.618	1,220.00
2.618	1,205.25
4.250	1,181.00

Fisher Pivots for day following 29-Dec-2011
Pivot	1 day	3 day
R1	1,255.50	1,256.25
PP	1,253.25	1,255.00
S1	1,251.00	1,253.75

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

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