E-mini S&P 500 Future June 2012

Trading Metrics calculated at close of trading on 13-Jun-2012

Day Change Summary
	Previous	Current
	12-Jun-2012	13-Jun-2012	Change	Change %	Previous Week
Open	1,307.50	1,326.25	18.75	1.4%	1,275.00
High	1,327.25	1,327.75	0.50	0.0%	1,329.50
Low	1,303.75	1,310.25	6.50	0.5%	1,262.00
Close	1,326.75	1,315.50	-11.25	-0.8%	1,328.75
Range	23.50	17.50	-6.00	-25.5%	67.50
ATR	23.59	23.16	-0.44	-1.8%	0.00
Volume	817,732	510,825	-306,907	-37.5%	11,116,106

Daily Pivots for day following 13-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,370.25	1,360.50	1,325.00
R3	1,352.75	1,343.00	1,320.25
R2	1,335.25	1,335.25	1,318.75
R1	1,325.50	1,325.50	1,317.00	1,321.50
PP	1,317.75	1,317.75	1,317.75	1,316.00
S1	1,308.00	1,308.00	1,314.00	1,304.00
S2	1,300.25	1,300.25	1,312.25
S3	1,282.75	1,290.50	1,310.75
S4	1,265.25	1,273.00	1,306.00

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	1,303.75	45.25	3.4%	25.00	1.9%	26%	False	False	1,282,236
10	1,349.00	1,262.00	87.00	6.6%	25.25	1.9%	61%	False	False	1,963,760
20	1,349.00	1,262.00	87.00	6.6%	23.75	1.8%	61%	False	False	2,143,174
40	1,411.50	1,262.00	149.50	11.4%	21.25	1.6%	36%	False	False	2,002,569
60	1,419.75	1,262.00	157.75	12.0%	20.00	1.5%	34%	False	False	1,900,690
80	1,419.75	1,262.00	157.75	12.0%	18.25	1.4%	34%	False	False	1,610,799
100	1,419.75	1,262.00	157.75	12.0%	17.50	1.3%	34%	False	False	1,289,405
120	1,419.75	1,226.75	193.00	14.7%	16.75	1.3%	46%	False	False	1,074,775

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	5.20
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,402.00
2.618	1,373.50
1.618	1,356.00
1.000	1,345.25
0.618	1,338.50
HIGH	1,327.75
0.618	1,321.00
0.500	1,319.00
0.382	1,317.00
LOW	1,310.25
0.618	1,299.50
1.000	1,292.75
1.618	1,282.00
2.618	1,264.50
4.250	1,236.00

Fisher Pivots for day following 13-Jun-2012
Pivot	1 day	3 day
R1	1,319.00	1,326.50
PP	1,317.75	1,322.75
S1	1,316.75	1,319.00

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

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