E-mini S&P 500 Future September 2012

Trading Metrics calculated at close of trading on 06-Sep-2012

Day Change Summary
	Previous	Current
	05-Sep-2012	06-Sep-2012	Change	Change %	Previous Week
Open	1,406.25	1,403.50	-2.75	-0.2%	1,410.00
High	1,408.25	1,432.25	24.00	1.7%	1,416.00
Low	1,397.25	1,403.25	6.00	0.4%	1,395.25
Close	1,403.50	1,431.00	27.50	2.0%	1,405.00
Range	11.00	29.00	18.00	163.6%	20.75
ATR	13.92	15.00	1.08	7.7%	0.00
Volume	1,429,039	2,040,626	611,587	42.8%	6,362,959

Daily Pivots for day following 06-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,509.25	1,499.00	1,447.00
R3	1,480.25	1,470.00	1,439.00
R2	1,451.25	1,451.25	1,436.25
R1	1,441.00	1,441.00	1,433.75	1,446.00
PP	1,422.25	1,422.25	1,422.25	1,424.75
S1	1,412.00	1,412.00	1,428.25	1,417.00
S2	1,393.25	1,393.25	1,425.75
S3	1,364.25	1,383.00	1,423.00
S4	1,335.25	1,354.00	1,415.00

Weekly Pivots for week ending 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,467.75	1,457.00	1,416.50
R3	1,447.00	1,436.25	1,410.75
R2	1,426.25	1,426.25	1,408.75
R1	1,415.50	1,415.50	1,407.00	1,410.50
PP	1,405.50	1,405.50	1,405.50	1,403.00
S1	1,394.75	1,394.75	1,403.00	1,389.75
S2	1,384.75	1,384.75	1,401.25
S3	1,364.00	1,374.00	1,399.25
S4	1,343.25	1,353.25	1,393.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,432.25	1,394.50	37.75	2.6%	16.75	1.2%	97%	True	False	1,682,793
10	1,432.25	1,394.50	37.75	2.6%	14.75	1.0%	97%	True	False	1,467,670
20	1,432.25	1,392.00	40.25	2.8%	12.75	0.9%	97%	True	False	1,398,606
40	1,432.25	1,319.75	112.50	7.9%	16.00	1.1%	99%	True	False	1,624,053
60	1,432.25	1,302.50	129.75	9.1%	17.25	1.2%	99%	True	False	1,700,232
80	1,432.25	1,255.50	176.75	12.4%	18.75	1.3%	99%	True	False	1,393,528
100	1,432.25	1,255.50	176.75	12.4%	18.75	1.3%	99%	True	False	1,115,208
120	1,432.25	1,255.50	176.75	12.4%	18.25	1.3%	99%	True	False	929,593

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	2.73
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	1,555.50
2.618	1,508.25
1.618	1,479.25
1.000	1,461.25
0.618	1,450.25
HIGH	1,432.25
0.618	1,421.25
0.500	1,417.75
0.382	1,414.25
LOW	1,403.25
0.618	1,385.25
1.000	1,374.25
1.618	1,356.25
2.618	1,327.25
4.250	1,280.00

Fisher Pivots for day following 06-Sep-2012
Pivot	1 day	3 day
R1	1,426.50	1,425.00
PP	1,422.25	1,419.25
S1	1,417.75	1,413.50

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

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