E-mini S&P 500 Future September 2012

Trading Metrics calculated at close of trading on 29-Jun-2012

Day Change Summary
	Previous	Current
	28-Jun-2012	29-Jun-2012	Change	Change %	Previous Week
Open	1,325.75	1,322.00	-3.75	-0.3%	1,325.50
High	1,327.75	1,359.50	31.75	2.4%	1,359.50
Low	1,306.75	1,316.00	9.25	0.7%	1,302.50
Close	1,322.50	1,356.50	34.00	2.6%	1,356.50
Range	21.00	43.50	22.50	107.1%	57.00
ATR	21.21	22.80	1.59	7.5%	0.00
Volume	2,290,787	2,484,771	193,984	8.5%	10,042,144

Daily Pivots for day following 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,474.50	1,459.00	1,380.50
R3	1,431.00	1,415.50	1,368.50
R2	1,387.50	1,387.50	1,364.50
R1	1,372.00	1,372.00	1,360.50	1,379.75
PP	1,344.00	1,344.00	1,344.00	1,348.00
S1	1,328.50	1,328.50	1,352.50	1,336.25
S2	1,300.50	1,300.50	1,348.50
S3	1,257.00	1,285.00	1,344.50
S4	1,213.50	1,241.50	1,332.50

Weekly Pivots for week ending 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,510.50	1,490.50	1,387.75
R3	1,453.50	1,433.50	1,372.25
R2	1,396.50	1,396.50	1,367.00
R1	1,376.50	1,376.50	1,361.75	1,386.50
PP	1,339.50	1,339.50	1,339.50	1,344.50
S1	1,319.50	1,319.50	1,351.25	1,329.50
S2	1,282.50	1,282.50	1,346.00
S3	1,225.50	1,262.50	1,340.75
S4	1,168.50	1,205.50	1,325.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,359.50	1,302.50	57.00	4.2%	24.00	1.8%	95%	True	False	2,008,428
10	1,359.50	1,302.50	57.00	4.2%	22.75	1.7%	95%	True	False	2,080,809
20	1,359.50	1,255.50	104.00	7.7%	23.00	1.7%	97%	True	False	1,868,040
40	1,385.00	1,255.50	129.50	9.5%	22.50	1.7%	78%	False	False	937,062
60	1,405.00	1,255.50	149.50	11.0%	20.75	1.5%	68%	False	False	625,227
80	1,413.50	1,255.50	158.00	11.6%	19.00	1.4%	64%	False	False	469,220
100	1,413.50	1,255.50	158.00	11.6%	17.00	1.3%	64%	False	False	375,381
120	1,413.50	1,255.50	158.00	11.6%	15.75	1.2%	64%	False	False	312,821

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	3.10
Widest range in 136 trading days

Fibonacci Retracements and Extensions
4.250	1,544.50
2.618	1,473.50
1.618	1,430.00
1.000	1,403.00
0.618	1,386.50
HIGH	1,359.50
0.618	1,343.00
0.500	1,337.75
0.382	1,332.50
LOW	1,316.00
0.618	1,289.00
1.000	1,272.50
1.618	1,245.50
2.618	1,202.00
4.250	1,131.00

Fisher Pivots for day following 29-Jun-2012
Pivot	1 day	3 day
R1	1,350.25	1,348.75
PP	1,344.00	1,341.00
S1	1,337.75	1,333.00

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

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