E-mini S&P 500 Future June 2012

Trading Metrics calculated at close of trading on 20-Mar-2012

Day Change Summary
	Previous	Current
	19-Mar-2012	20-Mar-2012	Change	Change %	Previous Week
Open	1,397.25	1,404.00	6.75	0.5%	1,366.75
High	1,408.00	1,405.00	-3.00	-0.2%	1,400.50
Low	1,393.50	1,391.75	-1.75	-0.1%	1,360.25
Close	1,404.00	1,400.00	-4.00	-0.3%	1,398.50
Range	14.50	13.25	-1.25	-8.6%	40.25
ATR	13.59	13.57	-0.02	-0.2%	0.00
Volume	1,517,944	1,583,682	65,738	4.3%	10,035,315

Daily Pivots for day following 20-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,438.75	1,432.50	1,407.25
R3	1,425.50	1,419.25	1,403.75
R2	1,412.25	1,412.25	1,402.50
R1	1,406.00	1,406.00	1,401.25	1,402.50
PP	1,399.00	1,399.00	1,399.00	1,397.00
S1	1,392.75	1,392.75	1,398.75	1,389.25
S2	1,385.75	1,385.75	1,397.50
S3	1,372.50	1,379.50	1,396.25
S4	1,359.25	1,366.25	1,392.75

Weekly Pivots for week ending 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,507.25	1,493.00	1,420.75
R3	1,467.00	1,452.75	1,409.50
R2	1,426.75	1,426.75	1,406.00
R1	1,412.50	1,412.50	1,402.25	1,419.50
PP	1,386.50	1,386.50	1,386.50	1,390.00
S1	1,372.25	1,372.25	1,394.75	1,379.50
S2	1,346.25	1,346.25	1,391.00
S3	1,306.00	1,332.00	1,387.50
S4	1,265.75	1,291.75	1,376.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,408.00	1,384.25	23.75	1.7%	11.50	0.8%	66%	False	False	1,704,174
10	1,408.00	1,335.75	72.25	5.2%	13.00	0.9%	89%	False	False	1,615,335
20	1,408.00	1,332.75	75.25	5.4%	13.25	0.9%	89%	False	False	820,040
40	1,408.00	1,291.25	116.75	8.3%	14.00	1.0%	93%	False	False	412,063
60	1,408.00	1,237.75	170.25	12.2%	13.50	1.0%	95%	False	False	275,242
80	1,408.00	1,140.25	267.75	19.1%	15.75	1.1%	97%	False	False	206,549
100	1,408.00	1,140.25	267.75	19.1%	16.25	1.2%	97%	False	False	165,254
120	1,408.00	1,057.50	350.50	25.0%	18.25	1.3%	98%	False	False	137,714

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.08
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,461.25
2.618	1,439.75
1.618	1,426.50
1.000	1,418.25
0.618	1,413.25
HIGH	1,405.00
0.618	1,400.00
0.500	1,398.50
0.382	1,396.75
LOW	1,391.75
0.618	1,383.50
1.000	1,378.50
1.618	1,370.25
2.618	1,357.00
4.250	1,335.50

Fisher Pivots for day following 20-Mar-2012
Pivot	1 day	3 day
R1	1,399.50	1,400.00
PP	1,399.00	1,400.00
S1	1,398.50	1,400.00

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

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