E-mini S&P 500 Future September 2012

Trading Metrics calculated at close of trading on 23-Jul-2012

Day Change Summary
	Previous	Current
	20-Jul-2012	23-Jul-2012	Change	Change %	Previous Week
Open	1,371.50	1,355.50	-16.00	-1.2%	1,351.25
High	1,372.00	1,356.75	-15.25	-1.1%	1,376.00
Low	1,357.00	1,332.00	-25.00	-1.8%	1,339.25
Close	1,358.25	1,343.75	-14.50	-1.1%	1,358.25
Range	15.00	24.75	9.75	65.0%	36.75
ATR	18.88	19.40	0.53	2.8%	0.00
Volume	1,799,655	2,078,031	278,376	15.5%	8,856,365

Daily Pivots for day following 23-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,418.50	1,405.75	1,357.25
R3	1,393.75	1,381.00	1,350.50
R2	1,369.00	1,369.00	1,348.25
R1	1,356.25	1,356.25	1,346.00	1,350.25
PP	1,344.25	1,344.25	1,344.25	1,341.00
S1	1,331.50	1,331.50	1,341.50	1,325.50
S2	1,319.50	1,319.50	1,339.25
S3	1,294.75	1,306.75	1,337.00
S4	1,270.00	1,282.00	1,330.25

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	1,332.00	44.00	3.3%	17.75	1.3%	27%	False	True	1,877,646
10	1,376.00	1,319.75	56.25	4.2%	18.25	1.4%	43%	False	False	1,852,730
20	1,376.00	1,302.50	73.50	5.5%	19.00	1.4%	56%	False	False	1,684,625
40	1,376.00	1,255.50	120.50	9.0%	20.75	1.6%	73%	False	False	1,526,672
60	1,405.00	1,255.50	149.50	11.1%	20.75	1.5%	59%	False	False	1,019,017
80	1,411.50	1,255.50	156.00	11.6%	19.75	1.5%	57%	False	False	764,623
100	1,413.50	1,255.50	158.00	11.8%	18.25	1.4%	56%	False	False	611,881
120	1,413.50	1,255.50	158.00	11.8%	16.75	1.2%	56%	False	False	509,905

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	3.65
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1,462.00
2.618	1,421.50
1.618	1,396.75
1.000	1,381.50
0.618	1,372.00
HIGH	1,356.75
0.618	1,347.25
0.500	1,344.50
0.382	1,341.50
LOW	1,332.00
0.618	1,316.75
1.000	1,307.25
1.618	1,292.00
2.618	1,267.25
4.250	1,226.75

Fisher Pivots for day following 23-Jul-2012
Pivot	1 day	3 day
R1	1,344.50	1,354.00
PP	1,344.25	1,350.50
S1	1,344.00	1,347.25

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

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