E-mini S&P 500 Future March 2012

Trading Metrics calculated at close of trading on 11-Jan-2012

Day Change Summary
	Previous	Current
	10-Jan-2012	11-Jan-2012	Change	Change %	Previous Week
Open	1,275.00	1,286.00	11.00	0.9%	1,274.75
High	1,292.00	1,289.50	-2.50	-0.2%	1,282.25
Low	1,274.50	1,279.25	4.75	0.4%	1,259.75
Close	1,286.00	1,288.25	2.25	0.2%	1,274.25
Range	17.50	10.25	-7.25	-41.4%	22.50
ATR	20.83	20.08	-0.76	-3.6%	0.00
Volume	1,250,815	1,565,704	314,889	25.2%	5,610,562

Daily Pivots for day following 11-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,316.50	1,312.50	1,294.00
R3	1,306.25	1,302.25	1,291.00
R2	1,296.00	1,296.00	1,290.25
R1	1,292.00	1,292.00	1,289.25	1,294.00
PP	1,285.75	1,285.75	1,285.75	1,286.50
S1	1,281.75	1,281.75	1,287.25	1,283.75
S2	1,275.50	1,275.50	1,286.25
S3	1,265.25	1,271.50	1,285.50
S4	1,255.00	1,261.25	1,282.50

Weekly Pivots for week ending 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,339.50	1,329.50	1,286.50
R3	1,317.00	1,307.00	1,280.50
R2	1,294.50	1,294.50	1,278.50
R1	1,284.50	1,284.50	1,276.25	1,278.25
PP	1,272.00	1,272.00	1,272.00	1,269.00
S1	1,262.00	1,262.00	1,272.25	1,255.75
S2	1,249.50	1,249.50	1,270.00
S3	1,227.00	1,239.50	1,268.00
S4	1,204.50	1,217.00	1,262.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,292.00	1,259.75	32.25	2.5%	14.50	1.1%	88%	False	False	1,403,530
10	1,292.00	1,243.00	49.00	3.8%	14.00	1.1%	92%	False	False	1,159,375
20	1,292.00	1,195.50	96.50	7.5%	18.00	1.4%	96%	False	False	1,420,664
40	1,292.00	1,141.75	150.25	11.7%	22.75	1.8%	98%	False	False	880,960
60	1,292.00	1,141.75	150.25	11.7%	25.50	2.0%	98%	False	False	588,236
80	1,292.00	1,062.00	230.00	17.9%	27.75	2.2%	98%	False	False	441,581
100	1,292.00	1,062.00	230.00	17.9%	28.75	2.2%	98%	False	False	353,305
120	1,335.75	1,062.00	273.75	21.2%	30.25	2.4%	83%	False	False	294,428

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.30
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,333.00
2.618	1,316.25
1.618	1,306.00
1.000	1,299.75
0.618	1,295.75
HIGH	1,289.50
0.618	1,285.50
0.500	1,284.50
0.382	1,283.25
LOW	1,279.25
0.618	1,273.00
1.000	1,269.00
1.618	1,262.75
2.618	1,252.50
4.250	1,235.75

Fisher Pivots for day following 11-Jan-2012
Pivot	1 day	3 day
R1	1,287.00	1,285.50
PP	1,285.75	1,282.50
S1	1,284.50	1,279.50

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

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