E-mini S&P 500 Future March 2012

Trading Metrics calculated at close of trading on 12-Mar-2012

Day Change Summary
	Previous	Current
	09-Mar-2012	12-Mar-2012	Change	Change %	Previous Week
Open	1,366.25	1,372.75	6.50	0.5%	1,367.25
High	1,374.50	1,372.75	-1.75	-0.1%	1,374.50
Low	1,363.25	1,366.00	2.75	0.2%	1,338.50
Close	1,372.50	1,372.50	0.00	0.0%	1,372.50
Range	11.25	6.75	-4.50	-40.0%	36.00
ATR	15.15	14.55	-0.60	-4.0%	0.00
Volume	1,062,312	904,651	-157,661	-14.8%	8,756,220

Daily Pivots for day following 12-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,390.75	1,388.25	1,376.25
R3	1,384.00	1,381.50	1,374.25
R2	1,377.25	1,377.25	1,373.75
R1	1,374.75	1,374.75	1,373.00	1,372.50
PP	1,370.50	1,370.50	1,370.50	1,369.25
S1	1,368.00	1,368.00	1,372.00	1,366.00
S2	1,363.75	1,363.75	1,371.25
S3	1,357.00	1,361.25	1,370.75
S4	1,350.25	1,354.50	1,368.75

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,469.75	1,457.25	1,392.25
R3	1,433.75	1,421.25	1,382.50
R2	1,397.75	1,397.75	1,379.00
R1	1,385.25	1,385.25	1,375.75	1,391.50
PP	1,361.75	1,361.75	1,361.75	1,365.00
S1	1,349.25	1,349.25	1,369.25	1,355.50
S2	1,325.75	1,325.75	1,366.00
S3	1,289.75	1,313.25	1,362.50
S4	1,253.75	1,277.25	1,352.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,374.50	1,338.50	36.00	2.6%	15.25	1.1%	94%	False	False	1,626,447
10	1,377.25	1,338.50	38.75	2.8%	14.50	1.1%	88%	False	False	1,690,693
20	1,377.25	1,334.25	43.00	3.1%	14.25	1.0%	89%	False	False	1,640,168
40	1,377.25	1,272.75	104.50	7.6%	14.75	1.1%	95%	False	False	1,644,558
60	1,377.25	1,195.50	181.75	13.2%	15.50	1.1%	97%	False	False	1,543,333
80	1,377.25	1,141.75	235.50	17.2%	18.75	1.4%	98%	False	False	1,281,535
100	1,377.25	1,141.75	235.50	17.2%	21.00	1.5%	98%	False	False	1,025,807
120	1,377.25	1,062.00	315.25	23.0%	23.50	1.7%	98%	False	False	855,116

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.43
Narrowest range in 180 trading days

Fibonacci Retracements and Extensions
4.250	1,401.50
2.618	1,390.50
1.618	1,383.75
1.000	1,379.50
0.618	1,377.00
HIGH	1,372.75
0.618	1,370.25
0.500	1,369.50
0.382	1,368.50
LOW	1,366.00
0.618	1,361.75
1.000	1,359.25
1.618	1,355.00
2.618	1,348.25
4.250	1,337.25

Fisher Pivots for day following 12-Mar-2012
Pivot	1 day	3 day
R1	1,371.50	1,369.25
PP	1,370.50	1,365.75
S1	1,369.50	1,362.50

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

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