E-mini S&P 500 Future March 2012

Trading Metrics calculated at close of trading on 03-Feb-2012

Day Change Summary
	Previous	Current
	02-Feb-2012	03-Feb-2012	Change	Change %	Previous Week
Open	1,320.25	1,322.75	2.50	0.2%	1,314.00
High	1,326.00	1,342.00	16.00	1.2%	1,342.00
Low	1,317.00	1,320.00	3.00	0.2%	1,296.00
Close	1,322.75	1,339.00	16.25	1.2%	1,339.00
Range	9.00	22.00	13.00	144.4%	46.00
ATR	17.29	17.63	0.34	1.9%	0.00
Volume	1,352,211	1,704,222	352,011	26.0%	8,563,095

Daily Pivots for day following 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,399.75	1,391.25	1,351.00
R3	1,377.75	1,369.25	1,345.00
R2	1,355.75	1,355.75	1,343.00
R1	1,347.25	1,347.25	1,341.00	1,351.50
PP	1,333.75	1,333.75	1,333.75	1,335.75
S1	1,325.25	1,325.25	1,337.00	1,329.50
S2	1,311.75	1,311.75	1,335.00
S3	1,289.75	1,303.25	1,333.00
S4	1,267.75	1,281.25	1,327.00

Weekly Pivots for week ending 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,463.75	1,447.25	1,364.25
R3	1,417.75	1,401.25	1,351.75
R2	1,371.75	1,371.75	1,347.50
R1	1,355.25	1,355.25	1,343.25	1,363.50
PP	1,325.75	1,325.75	1,325.75	1,329.75
S1	1,309.25	1,309.25	1,334.75	1,317.50
S2	1,279.75	1,279.75	1,330.50
S3	1,233.75	1,263.25	1,326.25
S4	1,187.75	1,217.25	1,313.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,342.00	1,296.00	46.00	3.4%	17.50	1.3%	93%	True	False	1,712,619
10	1,342.00	1,296.00	46.00	3.4%	16.50	1.2%	93%	True	False	1,732,769
20	1,342.00	1,266.75	75.25	5.6%	15.75	1.2%	96%	True	False	1,613,436
40	1,342.00	1,195.50	146.50	10.9%	19.00	1.4%	98%	True	False	1,543,748
60	1,342.00	1,141.75	200.25	15.0%	21.75	1.6%	99%	True	False	1,034,086
80	1,342.00	1,141.75	200.25	15.0%	23.75	1.8%	99%	True	False	776,135
100	1,342.00	1,062.00	280.00	20.9%	26.25	2.0%	99%	True	False	621,178
120	1,342.00	1,062.00	280.00	20.9%	26.75	2.0%	99%	True	False	517,669

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	False
Bear Hook	False
Bull Hook	False
Stretch	4.20
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,435.50
2.618	1,399.50
1.618	1,377.50
1.000	1,364.00
0.618	1,355.50
HIGH	1,342.00
0.618	1,333.50
0.500	1,331.00
0.382	1,328.50
LOW	1,320.00
0.618	1,306.50
1.000	1,298.00
1.618	1,284.50
2.618	1,262.50
4.250	1,226.50

Fisher Pivots for day following 03-Feb-2012
Pivot	1 day	3 day
R1	1,336.25	1,333.50
PP	1,333.75	1,328.25
S1	1,331.00	1,323.00

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

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