E-mini S&P 500 Future March 2012

Trading Metrics calculated at close of trading on 06-Mar-2012

Day Change Summary
	Previous	Current
	05-Mar-2012	06-Mar-2012	Change	Change %	Previous Week
Open	1,367.25	1,364.00	-3.25	-0.2%	1,363.25
High	1,369.50	1,365.75	-3.75	-0.3%	1,377.25
Low	1,358.00	1,338.50	-19.50	-1.4%	1,353.00
Close	1,364.50	1,342.00	-22.50	-1.6%	1,368.75
Range	11.50	27.25	15.75	137.0%	24.25
ATR	14.52	15.43	0.91	6.3%	0.00
Volume	1,528,635	2,446,910	918,275	60.1%	8,908,763

Daily Pivots for day following 06-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,430.50	1,413.50	1,357.00
R3	1,403.25	1,386.25	1,349.50
R2	1,376.00	1,376.00	1,347.00
R1	1,359.00	1,359.00	1,344.50	1,354.00
PP	1,348.75	1,348.75	1,348.75	1,346.25
S1	1,331.75	1,331.75	1,339.50	1,326.50
S2	1,321.50	1,321.50	1,337.00
S3	1,294.25	1,304.50	1,334.50
S4	1,267.00	1,277.25	1,327.00

Weekly Pivots for week ending 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,439.00	1,428.25	1,382.00
R3	1,414.75	1,404.00	1,375.50
R2	1,390.50	1,390.50	1,373.25
R1	1,379.75	1,379.75	1,371.00	1,385.00
PP	1,366.25	1,366.25	1,366.25	1,369.00
S1	1,355.50	1,355.50	1,366.50	1,361.00
S2	1,342.00	1,342.00	1,364.25
S3	1,317.75	1,331.25	1,362.00
S4	1,293.50	1,307.00	1,355.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,377.25	1,338.50	38.75	2.9%	17.50	1.3%	9%	False	True	1,936,235
10	1,377.25	1,338.50	38.75	2.9%	14.50	1.1%	9%	False	True	1,708,270
20	1,377.25	1,331.75	45.50	3.4%	14.25	1.1%	23%	False	False	1,681,066
40	1,377.25	1,267.25	110.00	8.2%	15.00	1.1%	68%	False	False	1,640,919
60	1,377.25	1,195.50	181.75	13.5%	17.00	1.3%	81%	False	False	1,604,703
80	1,377.25	1,141.75	235.50	17.5%	19.75	1.5%	85%	False	False	1,210,714
100	1,377.25	1,141.75	235.50	17.5%	21.75	1.6%	85%	False	False	969,026
120	1,377.25	1,062.00	315.25	23.5%	24.00	1.8%	89%	False	False	807,753

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	3.75
Widest range in 51 trading days

Fibonacci Retracements and Extensions
4.250	1,481.50
2.618	1,437.00
1.618	1,409.75
1.000	1,393.00
0.618	1,382.50
HIGH	1,365.75
0.618	1,355.25
0.500	1,352.00
0.382	1,349.00
LOW	1,338.50
0.618	1,321.75
1.000	1,311.25
1.618	1,294.50
2.618	1,267.25
4.250	1,222.75

Fisher Pivots for day following 06-Mar-2012
Pivot	1 day	3 day
R1	1,352.00	1,357.75
PP	1,348.75	1,352.50
S1	1,345.50	1,347.25

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

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