E-mini S&P 500 Future June 2012

Trading Metrics calculated at close of trading on 11-Jun-2012

Day Change Summary
	Previous	Current
	08-Jun-2012	11-Jun-2012	Change	Change %	Previous Week
Open	1,316.25	1,342.00	25.75	2.0%	1,275.00
High	1,329.50	1,349.00	19.50	1.5%	1,329.50
Low	1,305.50	1,306.25	0.75	0.1%	1,262.00
Close	1,328.75	1,307.00	-21.75	-1.6%	1,328.75
Range	24.00	42.75	18.75	78.1%	67.50
ATR	22.13	23.60	1.47	6.7%	0.00
Volume	1,334,013	1,171,295	-162,718	-12.2%	11,116,106

Daily Pivots for day following 11-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,449.00	1,420.75	1,330.50
R3	1,406.25	1,378.00	1,318.75
R2	1,363.50	1,363.50	1,314.75
R1	1,335.25	1,335.25	1,311.00	1,328.00
PP	1,320.75	1,320.75	1,320.75	1,317.00
S1	1,292.50	1,292.50	1,303.00	1,285.25
S2	1,278.00	1,278.00	1,299.25
S3	1,235.25	1,249.75	1,295.25
S4	1,192.50	1,207.00	1,283.50

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,509.25	1,486.50	1,366.00
R3	1,441.75	1,419.00	1,347.25
R2	1,374.25	1,374.25	1,341.00
R1	1,351.50	1,351.50	1,335.00	1,363.00
PP	1,306.75	1,306.75	1,306.75	1,312.50
S1	1,284.00	1,284.00	1,322.50	1,295.50
S2	1,239.25	1,239.25	1,316.50
S3	1,171.75	1,216.50	1,310.25
S4	1,104.25	1,149.00	1,291.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,349.00	1,267.50	81.50	6.2%	27.25	2.1%	48%	True	False	1,990,674
10	1,349.00	1,262.00	87.00	6.7%	25.50	1.9%	52%	True	False	2,285,796
20	1,351.00	1,262.00	89.00	6.8%	23.50	1.8%	51%	False	False	2,292,153
40	1,411.50	1,262.00	149.50	11.4%	21.25	1.6%	30%	False	False	2,064,542
60	1,419.75	1,262.00	157.75	12.1%	19.75	1.5%	29%	False	False	1,926,803
80	1,419.75	1,262.00	157.75	12.1%	18.00	1.4%	29%	False	False	1,594,268
100	1,419.75	1,262.00	157.75	12.1%	17.25	1.3%	29%	False	False	1,276,200
120	1,419.75	1,193.50	226.25	17.3%	17.00	1.3%	50%	False	False	1,063,724

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	5.20
Widest range in 133 trading days

Fibonacci Retracements and Extensions
4.250	1,530.75
2.618	1,461.00
1.618	1,418.25
1.000	1,391.75
0.618	1,375.50
HIGH	1,349.00
0.618	1,332.75
0.500	1,327.50
0.382	1,322.50
LOW	1,306.25
0.618	1,279.75
1.000	1,263.50
1.618	1,237.00
2.618	1,194.25
4.250	1,124.50

Fisher Pivots for day following 11-Jun-2012
Pivot	1 day	3 day
R1	1,327.50	1,327.25
PP	1,320.75	1,320.50
S1	1,314.00	1,313.75

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

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