E-mini S&P 500 Future June 2012

Trading Metrics calculated at close of trading on 14-May-2012

Day Change Summary
	Previous	Current
	11-May-2012	14-May-2012	Change	Change %	Previous Week
Open	1,357.50	1,346.00	-11.50	-0.8%	1,354.00
High	1,363.25	1,351.00	-12.25	-0.9%	1,370.25
Low	1,344.00	1,333.25	-10.75	-0.8%	1,339.25
Close	1,350.00	1,334.00	-16.00	-1.2%	1,350.00
Range	19.25	17.75	-1.50	-7.8%	31.00
ATR	19.06	18.97	-0.09	-0.5%	0.00
Volume	1,839,116	1,912,794	73,678	4.0%	10,111,612

Daily Pivots for day following 14-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,392.75	1,381.00	1,343.75
R3	1,375.00	1,363.25	1,339.00
R2	1,357.25	1,357.25	1,337.25
R1	1,345.50	1,345.50	1,335.75	1,342.50
PP	1,339.50	1,339.50	1,339.50	1,338.00
S1	1,327.75	1,327.75	1,332.25	1,324.75
S2	1,321.75	1,321.75	1,330.75
S3	1,304.00	1,310.00	1,329.00
S4	1,286.25	1,292.25	1,324.25

Weekly Pivots for week ending 11-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,446.25	1,429.00	1,367.00
R3	1,415.25	1,398.00	1,358.50
R2	1,384.25	1,384.25	1,355.75
R1	1,367.00	1,367.00	1,352.75	1,360.00
PP	1,353.25	1,353.25	1,353.25	1,349.75
S1	1,336.00	1,336.00	1,347.25	1,329.00
S2	1,322.25	1,322.25	1,344.25
S3	1,291.25	1,305.00	1,341.50
S4	1,260.25	1,274.00	1,333.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,368.00	1,333.25	34.75	2.6%	20.25	1.5%	2%	False	True	2,083,610
10	1,411.50	1,333.25	78.25	5.9%	21.00	1.6%	1%	False	True	1,884,399
20	1,411.50	1,333.25	78.25	5.9%	19.00	1.4%	1%	False	True	1,834,581
40	1,419.75	1,333.25	86.50	6.5%	18.00	1.4%	1%	False	True	1,757,512
60	1,419.75	1,332.75	87.00	6.5%	16.50	1.2%	1%	False	False	1,393,493
80	1,419.75	1,291.25	128.50	9.6%	16.00	1.2%	33%	False	False	1,046,089
100	1,419.75	1,218.50	201.25	15.1%	15.50	1.2%	57%	False	False	837,157
120	1,419.75	1,140.25	279.50	21.0%	16.50	1.2%	69%	False	False	697,690

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	4.73
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1,426.50
2.618	1,397.50
1.618	1,379.75
1.000	1,368.75
0.618	1,362.00
HIGH	1,351.00
0.618	1,344.25
0.500	1,342.00
0.382	1,340.00
LOW	1,333.25
0.618	1,322.25
1.000	1,315.50
1.618	1,304.50
2.618	1,286.75
4.250	1,257.75

Fisher Pivots for day following 14-May-2012
Pivot	1 day	3 day
R1	1,342.00	1,348.50
PP	1,339.50	1,343.75
S1	1,336.75	1,338.75

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

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