E-mini S&P 500 Future June 2012

Trading Metrics calculated at close of trading on 10-Apr-2012

Day Change Summary
	Previous	Current
	09-Apr-2012	10-Apr-2012	Change	Change %	Previous Week
Open	1,375.00	1,374.25	-0.75	-0.1%	1,407.25
High	1,382.75	1,380.75	-2.00	-0.1%	1,417.75
Low	1,371.75	1,352.50	-19.25	-1.4%	1,384.00
Close	1,375.00	1,357.00	-18.00	-1.3%	1,390.25
Range	11.00	28.25	17.25	156.8%	33.75
ATR	15.50	16.41	0.91	5.9%	0.00
Volume	1,082,026	2,514,979	1,432,953	132.4%	6,754,027

Daily Pivots for day following 10-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,448.25	1,430.75	1,372.50
R3	1,420.00	1,402.50	1,364.75
R2	1,391.75	1,391.75	1,362.25
R1	1,374.25	1,374.25	1,359.50	1,369.00
PP	1,363.50	1,363.50	1,363.50	1,360.75
S1	1,346.00	1,346.00	1,354.50	1,340.50
S2	1,335.25	1,335.25	1,351.75
S3	1,307.00	1,317.75	1,349.25
S4	1,278.75	1,289.50	1,341.50

Weekly Pivots for week ending 06-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,498.50	1,478.25	1,408.75
R3	1,464.75	1,444.50	1,399.50
R2	1,431.00	1,431.00	1,396.50
R1	1,410.75	1,410.75	1,393.25	1,404.00
PP	1,397.25	1,397.25	1,397.25	1,394.00
S1	1,377.00	1,377.00	1,387.25	1,370.25
S2	1,363.50	1,363.50	1,384.00
S3	1,329.75	1,343.25	1,381.00
S4	1,296.00	1,309.50	1,371.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,414.25	1,352.50	61.75	4.6%	17.75	1.3%	7%	False	True	1,726,556
10	1,419.75	1,352.50	67.25	5.0%	17.00	1.2%	7%	False	True	1,679,804
20	1,419.75	1,352.50	67.25	5.0%	16.00	1.2%	7%	False	True	1,714,485
40	1,419.75	1,327.75	92.00	6.8%	14.75	1.1%	32%	False	False	986,175
60	1,419.75	1,276.25	143.50	10.6%	14.50	1.1%	56%	False	False	658,736
80	1,419.75	1,190.00	229.75	16.9%	15.00	1.1%	73%	False	False	494,368
100	1,419.75	1,140.25	279.50	20.6%	15.50	1.1%	78%	False	False	395,529
120	1,419.75	1,140.25	279.50	20.6%	16.50	1.2%	78%	False	False	329,620

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	4.23
Widest range in 76 trading days

Fibonacci Retracements and Extensions
4.250	1,500.75
2.618	1,454.75
1.618	1,426.50
1.000	1,409.00
0.618	1,398.25
HIGH	1,380.75
0.618	1,370.00
0.500	1,366.50
0.382	1,363.25
LOW	1,352.50
0.618	1,335.00
1.000	1,324.25
1.618	1,306.75
2.618	1,278.50
4.250	1,232.50

Fisher Pivots for day following 10-Apr-2012
Pivot	1 day	3 day
R1	1,366.50	1,375.00
PP	1,363.50	1,369.00
S1	1,360.25	1,363.00

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

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