E-mini S&P 500 Future September 2012

Trading Metrics calculated at close of trading on 28-Jun-2012

Day Change Summary
	Previous	Current
	27-Jun-2012	28-Jun-2012	Change	Change %	Previous Week
Open	1,315.75	1,325.75	10.00	0.8%	1,345.25
High	1,328.50	1,327.75	-0.75	-0.1%	1,357.00
Low	1,312.00	1,306.75	-5.25	-0.4%	1,317.50
Close	1,325.50	1,322.50	-3.00	-0.2%	1,326.75
Range	16.50	21.00	4.50	27.3%	39.50
ATR	21.22	21.21	-0.02	-0.1%	0.00
Volume	1,615,882	2,290,787	674,905	41.8%	10,765,950

Daily Pivots for day following 28-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,382.00	1,373.25	1,334.00
R3	1,361.00	1,352.25	1,328.25
R2	1,340.00	1,340.00	1,326.25
R1	1,331.25	1,331.25	1,324.50	1,325.00
PP	1,319.00	1,319.00	1,319.00	1,316.00
S1	1,310.25	1,310.25	1,320.50	1,304.00
S2	1,298.00	1,298.00	1,318.75
S3	1,277.00	1,289.25	1,316.75
S4	1,256.00	1,268.25	1,311.00

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	1,331.75	1,302.50	29.25	2.2%	18.00	1.4%	68%	False	False	1,883,212
10	1,357.00	1,302.50	54.50	4.1%	19.75	1.5%	37%	False	False	2,014,068
20	1,357.00	1,255.50	101.50	7.7%	22.50	1.7%	66%	False	False	1,744,893
40	1,395.75	1,255.50	140.25	10.6%	22.00	1.7%	48%	False	False	874,978
60	1,405.00	1,255.50	149.50	11.3%	20.25	1.5%	45%	False	False	583,828
80	1,413.50	1,255.50	158.00	11.9%	18.50	1.4%	42%	False	False	438,160
100	1,413.50	1,255.50	158.00	11.9%	16.75	1.3%	42%	False	False	350,534
120	1,413.50	1,255.50	158.00	11.9%	15.25	1.2%	42%	False	False	292,114

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.58
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,417.00
2.618	1,382.75
1.618	1,361.75
1.000	1,348.75
0.618	1,340.75
HIGH	1,327.75
0.618	1,319.75
0.500	1,317.25
0.382	1,314.75
LOW	1,306.75
0.618	1,293.75
1.000	1,285.75
1.618	1,272.75
2.618	1,251.75
4.250	1,217.50

Fisher Pivots for day following 28-Jun-2012
Pivot	1 day	3 day
R1	1,320.75	1,320.25
PP	1,319.00	1,318.00
S1	1,317.25	1,316.00

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

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