E-mini S&P 500 Future March 2012

Trading Metrics calculated at close of trading on 30-Jan-2012

Day Change Summary
	Previous	Current
	27-Jan-2012	30-Jan-2012	Change	Change %	Previous Week
Open	1,314.75	1,314.00	-0.75	-0.1%	1,307.50
High	1,319.25	1,314.50	-4.75	-0.4%	1,329.75
Low	1,307.00	1,296.00	-11.00	-0.8%	1,301.50
Close	1,312.50	1,309.00	-3.50	-0.3%	1,312.50
Range	12.25	18.50	6.25	51.0%	28.25
ATR	17.64	17.70	0.06	0.4%	0.00
Volume	1,730,421	1,710,571	-19,850	-1.1%	8,764,597

Daily Pivots for day following 30-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,362.00	1,354.00	1,319.25
R3	1,343.50	1,335.50	1,314.00
R2	1,325.00	1,325.00	1,312.50
R1	1,317.00	1,317.00	1,310.75	1,311.75
PP	1,306.50	1,306.50	1,306.50	1,304.00
S1	1,298.50	1,298.50	1,307.25	1,293.25
S2	1,288.00	1,288.00	1,305.50
S3	1,269.50	1,280.00	1,304.00
S4	1,251.00	1,261.50	1,298.75

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,399.25	1,384.25	1,328.00
R3	1,371.00	1,356.00	1,320.25
R2	1,342.75	1,342.75	1,317.75
R1	1,327.75	1,327.75	1,315.00	1,335.25
PP	1,314.50	1,314.50	1,314.50	1,318.50
S1	1,299.50	1,299.50	1,310.00	1,307.00
S2	1,286.25	1,286.25	1,307.25
S3	1,258.00	1,271.25	1,304.75
S4	1,229.75	1,243.00	1,297.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,329.75	1,296.00	33.75	2.6%	16.75	1.3%	39%	False	True	1,776,041
10	1,329.75	1,281.25	48.50	3.7%	15.50	1.2%	57%	False	False	1,665,690
20	1,329.75	1,250.75	79.00	6.0%	14.75	1.1%	74%	False	False	1,501,730
40	1,329.75	1,195.50	134.25	10.3%	19.00	1.5%	85%	False	False	1,376,981
60	1,329.75	1,141.75	188.00	14.4%	22.50	1.7%	89%	False	False	920,067
80	1,329.75	1,100.50	229.25	17.5%	24.50	1.9%	91%	False	False	690,601
100	1,329.75	1,062.00	267.75	20.5%	26.75	2.0%	92%	False	False	552,656
120	1,329.75	1,062.00	267.75	20.5%	28.50	2.2%	92%	False	False	460,569

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	3.70
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,393.00
2.618	1,363.00
1.618	1,344.50
1.000	1,333.00
0.618	1,326.00
HIGH	1,314.50
0.618	1,307.50
0.500	1,305.25
0.382	1,303.00
LOW	1,296.00
0.618	1,284.50
1.000	1,277.50
1.618	1,266.00
2.618	1,247.50
4.250	1,217.50

Fisher Pivots for day following 30-Jan-2012
Pivot	1 day	3 day
R1	1,307.75	1,313.00
PP	1,306.50	1,311.50
S1	1,305.25	1,310.25

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

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