E-mini S&P 500 Future September 2012

Trading Metrics calculated at close of trading on 27-Jun-2012

Day Change Summary
	Previous	Current
	26-Jun-2012	27-Jun-2012	Change	Change %	Previous Week
Open	1,306.75	1,315.75	9.00	0.7%	1,345.25
High	1,318.00	1,328.50	10.50	0.8%	1,357.00
Low	1,303.25	1,312.00	8.75	0.7%	1,317.50
Close	1,315.50	1,325.50	10.00	0.8%	1,326.75
Range	14.75	16.50	1.75	11.9%	39.50
ATR	21.59	21.22	-0.36	-1.7%	0.00
Volume	1,810,326	1,615,882	-194,444	-10.7%	10,765,950

Daily Pivots for day following 27-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,371.50	1,365.00	1,334.50
R3	1,355.00	1,348.50	1,330.00
R2	1,338.50	1,338.50	1,328.50
R1	1,332.00	1,332.00	1,327.00	1,335.25
PP	1,322.00	1,322.00	1,322.00	1,323.50
S1	1,315.50	1,315.50	1,324.00	1,318.75
S2	1,305.50	1,305.50	1,322.50
S3	1,289.00	1,299.00	1,321.00
S4	1,272.50	1,282.50	1,316.50

Weekly Pivots for week ending 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,452.25	1,429.00	1,348.50
R3	1,412.75	1,389.50	1,337.50
R2	1,373.25	1,373.25	1,334.00
R1	1,350.00	1,350.00	1,330.25	1,342.00
PP	1,333.75	1,333.75	1,333.75	1,329.75
S1	1,310.50	1,310.50	1,323.25	1,302.50
S2	1,294.25	1,294.25	1,319.50
S3	1,254.75	1,271.00	1,316.00
S4	1,215.25	1,231.50	1,305.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,353.25	1,302.50	50.75	3.8%	21.00	1.6%	45%	False	False	1,966,664
10	1,357.00	1,302.50	54.50	4.1%	19.75	1.5%	42%	False	False	2,065,673
20	1,357.00	1,255.50	101.50	7.7%	22.50	1.7%	69%	False	False	1,630,751
40	1,397.25	1,255.50	141.75	10.7%	21.75	1.6%	49%	False	False	817,743
60	1,405.00	1,255.50	149.50	11.3%	20.25	1.5%	47%	False	False	545,668
80	1,413.50	1,255.50	158.00	11.9%	18.50	1.4%	44%	False	False	409,526
100	1,413.50	1,255.50	158.00	11.9%	16.75	1.3%	44%	False	False	327,626
120	1,413.50	1,255.50	158.00	11.9%	15.25	1.1%	44%	False	False	273,024

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	2.75
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,398.50
2.618	1,371.75
1.618	1,355.25
1.000	1,345.00
0.618	1,338.75
HIGH	1,328.50
0.618	1,322.25
0.500	1,320.25
0.382	1,318.25
LOW	1,312.00
0.618	1,301.75
1.000	1,295.50
1.618	1,285.25
2.618	1,268.75
4.250	1,242.00

Fisher Pivots for day following 27-Jun-2012
Pivot	1 day	3 day
R1	1,323.75	1,322.25
PP	1,322.00	1,318.75
S1	1,320.25	1,315.50

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

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