E-mini S&P 500 Future September 2012

Trading Metrics calculated at close of trading on 09-Jul-2012

Day Change Summary
	Previous	Current
	06-Jul-2012	09-Jul-2012	Change	Change %	Previous Week
Open	1,361.50	1,349.25	-12.25	-0.9%	1,358.75
High	1,364.00	1,350.25	-13.75	-1.0%	1,375.00
Low	1,342.25	1,341.00	-1.25	-0.1%	1,342.25
Close	1,351.75	1,349.25	-2.50	-0.2%	1,351.75
Range	21.75	9.25	-12.50	-57.5%	32.75
ATR	21.30	20.55	-0.75	-3.5%	0.00
Volume	1,952,810	1,468,459	-484,351	-24.8%	3,654,597

Daily Pivots for day following 09-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,374.50	1,371.25	1,354.25
R3	1,365.25	1,362.00	1,351.75
R2	1,356.00	1,356.00	1,351.00
R1	1,352.75	1,352.75	1,350.00	1,354.00
PP	1,346.75	1,346.75	1,346.75	1,347.50
S1	1,343.50	1,343.50	1,348.50	1,344.50
S2	1,337.50	1,337.50	1,347.50
S3	1,328.25	1,334.25	1,346.75
S4	1,319.00	1,325.00	1,344.25

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,454.50	1,436.00	1,369.75
R3	1,421.75	1,403.25	1,360.75
R2	1,389.00	1,389.00	1,357.75
R1	1,370.50	1,370.50	1,354.75	1,363.50
PP	1,356.25	1,356.25	1,356.25	1,352.75
S1	1,337.75	1,337.75	1,348.75	1,330.50
S2	1,323.50	1,323.50	1,345.75
S3	1,290.75	1,305.00	1,342.75
S4	1,258.00	1,272.25	1,333.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,375.00	1,341.00	34.00	2.5%	15.25	1.1%	24%	False	True	1,024,611
10	1,375.00	1,302.50	72.50	5.4%	19.50	1.5%	64%	False	False	1,516,520
20	1,375.00	1,297.00	78.00	5.8%	21.00	1.6%	67%	False	False	1,956,944
40	1,375.00	1,255.50	119.50	8.9%	21.50	1.6%	78%	False	False	1,064,827
60	1,405.00	1,255.50	149.50	11.1%	20.50	1.5%	63%	False	False	710,512
80	1,413.50	1,255.50	158.00	11.7%	19.25	1.4%	59%	False	False	533,245
100	1,413.50	1,255.50	158.00	11.7%	17.50	1.3%	59%	False	False	426,610
120	1,413.50	1,255.50	158.00	11.7%	16.00	1.2%	59%	False	False	355,512

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	3.25
Narrowest range in 56 trading days

Fibonacci Retracements and Extensions
4.250	1,389.50
2.618	1,374.50
1.618	1,365.25
1.000	1,359.50
0.618	1,356.00
HIGH	1,350.25
0.618	1,346.75
0.500	1,345.50
0.382	1,344.50
LOW	1,341.00
0.618	1,335.25
1.000	1,331.75
1.618	1,326.00
2.618	1,316.75
4.250	1,301.75

Fisher Pivots for day following 09-Jul-2012
Pivot	1 day	3 day
R1	1,348.00	1,358.00
PP	1,346.75	1,355.00
S1	1,345.50	1,352.25

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

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