E-mini S&P 500 Future December 2012

Trading Metrics calculated at close of trading on 18-Sep-2012

Day Change Summary
	Previous	Current
	17-Sep-2012	18-Sep-2012	Change	Change %	Previous Week
Open	1,458.75	1,454.00	-4.75	-0.3%	1,430.00
High	1,459.00	1,456.25	-2.75	-0.2%	1,468.00
Low	1,450.50	1,449.00	-1.50	-0.1%	1,414.50
Close	1,454.00	1,453.00	-1.00	-0.1%	1,459.00
Range	8.50	7.25	-1.25	-14.7%	53.50
ATR	14.40	13.89	-0.51	-3.5%	0.00
Volume	1,573,731	1,821,180	247,449	15.7%	4,380,993

Daily Pivots for day following 18-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,474.50	1,471.00	1,457.00
R3	1,467.25	1,463.75	1,455.00
R2	1,460.00	1,460.00	1,454.25
R1	1,456.50	1,456.50	1,453.75	1,454.50
PP	1,452.75	1,452.75	1,452.75	1,451.75
S1	1,449.25	1,449.25	1,452.25	1,447.50
S2	1,445.50	1,445.50	1,451.75
S3	1,438.25	1,442.00	1,451.00
S4	1,431.00	1,434.75	1,449.00

Weekly Pivots for week ending 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,607.75	1,586.75	1,488.50
R3	1,554.25	1,533.25	1,473.75
R2	1,500.75	1,500.75	1,468.75
R1	1,479.75	1,479.75	1,464.00	1,490.25
PP	1,447.25	1,447.25	1,447.25	1,452.50
S1	1,426.25	1,426.25	1,454.00	1,436.75
S2	1,393.75	1,393.75	1,449.25
S3	1,340.25	1,372.75	1,444.25
S4	1,286.75	1,319.25	1,429.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,468.00	1,421.50	46.50	3.2%	15.00	1.0%	68%	False	False	1,500,629
10	1,468.00	1,390.25	77.75	5.4%	15.00	1.0%	81%	False	False	786,480
20	1,468.00	1,387.50	80.50	5.5%	13.25	0.9%	81%	False	False	396,414
40	1,468.00	1,314.25	153.75	10.6%	14.25	1.0%	90%	False	False	199,453
60	1,468.00	1,297.00	171.00	11.8%	15.50	1.1%	91%	False	False	133,569
80	1,468.00	1,250.00	218.00	15.0%	16.75	1.1%	93%	False	False	100,365
100	1,468.00	1,250.00	218.00	15.0%	16.50	1.1%	93%	False	False	80,389
120	1,468.00	1,250.00	218.00	15.0%	15.25	1.1%	93%	False	False	67,015

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	1.73
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1,487.00
2.618	1,475.25
1.618	1,468.00
1.000	1,463.50
0.618	1,460.75
HIGH	1,456.25
0.618	1,453.50
0.500	1,452.50
0.382	1,451.75
LOW	1,449.00
0.618	1,444.50
1.000	1,441.75
1.618	1,437.25
2.618	1,430.00
4.250	1,418.25

Fisher Pivots for day following 18-Sep-2012
Pivot	1 day	3 day
R1	1,453.00	1,458.50
PP	1,452.75	1,456.75
S1	1,452.50	1,454.75

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

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