E-mini S&P 500 Future September 2012

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Trading Metrics calculated at close of trading on 20-Jul-2012
Day Change Summary Previous Current 19-Jul-2012 20-Jul-2012 Change Change % Previous Week Open 1,367.25 1,371.50 4.25 0.3% 1,351.25 High 1,376.00 1,372.00 -4.00 -0.3% 1,376.00 Low 1,366.00 1,357.00 -9.00 -0.7% 1,339.25 Close 1,372.00 1,358.25 -13.75 -1.0% 1,358.25 Range 10.00 15.00 5.00 50.0% 36.75 ATR 19.18 18.88 -0.30 -1.6% 0.00 Volume 1,742,592 1,799,655 57,063 3.3% 8,856,365
Daily Pivots for day following 20-Jul-2012 Classic Woodie Camarilla DeMark R4 1,407.50 1,397.75 1,366.50 R3 1,392.50 1,382.75 1,362.50 R2 1,377.50 1,377.50 1,361.00 R1 1,367.75 1,367.75 1,359.50 1,365.00 PP 1,362.50 1,362.50 1,362.50 1,361.00 S1 1,352.75 1,352.75 1,357.00 1,350.00 S2 1,347.50 1,347.50 1,355.50 S3 1,332.50 1,337.75 1,354.00 S4 1,317.50 1,322.75 1,350.00	Weekly Pivots for week ending 20-Jul-2012 Classic Woodie Camarilla DeMark R4 1,468.00 1,450.00 1,378.50 R3 1,431.25 1,413.25 1,368.25 R2 1,394.50 1,394.50 1,365.00 R1 1,376.50 1,376.50 1,361.50 1,385.50 PP 1,357.75 1,357.75 1,357.75 1,362.50 S1 1,339.75 1,339.75 1,355.00 1,348.75 S2 1,321.00 1,321.00 1,351.50 S3 1,284.25 1,303.00 1,348.25 S4 1,247.50 1,266.25 1,338.00
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,376.00 1,339.25 36.75 2.7% 14.75 1.1% 52% False False 1,771,273 10 1,376.00 1,319.75 56.25 4.1% 16.75 1.2% 68% False False 1,791,773 20 1,376.00 1,302.50 73.50 5.4% 18.50 1.4% 76% False False 1,673,658 40 1,376.00 1,255.50 120.50 8.9% 20.75 1.5% 85% False False 1,475,093 60 1,405.00 1,255.50 149.50 11.0% 20.50 1.5% 69% False False 984,426 80 1,411.50 1,255.50 156.00 11.5% 19.75 1.4% 66% False False 738,706 100 1,413.50 1,255.50 158.00 11.6% 18.25 1.3% 65% False False 591,101 120 1,413.50 1,255.50 158.00 11.6% 16.50 1.2% 65% False False 492,588
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 True 3BNR True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 3.63 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1,435.75 2.618 1,411.25 1.618 1,396.25 1.000 1,387.00 0.618 1,381.25 HIGH 1,372.00 0.618 1,366.25 0.500 1,364.50 0.382 1,362.75 LOW 1,357.00 0.618 1,347.75 1.000 1,342.00 1.618 1,332.75 2.618 1,317.75 4.250 1,293.25
Fisher Pivots for day following 20-Jul-2012 Pivot 1 day 3 day R1 1,364.50 1,364.25 PP 1,362.50 1,362.25 S1 1,360.25 1,360.25

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