E-mini S&P 500 Future March 2013

Trading Metrics calculated at close of trading on 11-Dec-2012

Day Change Summary
	Previous	Current
	10-Dec-2012	11-Dec-2012	Change	Change %	Previous Week
Open	1,410.00	1,411.00	1.00	0.1%	1,406.75
High	1,414.75	1,428.00	13.25	0.9%	1,417.00
Low	1,404.50	1,409.00	4.50	0.3%	1,390.50
Close	1,414.00	1,425.25	11.25	0.8%	1,409.75
Range	10.25	19.00	8.75	85.4%	26.50
ATR	15.79	16.02	0.23	1.4%	0.00
Volume	66,193	152,867	86,674	130.9%	163,249

Daily Pivots for day following 11-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,477.75	1,470.50	1,435.75
R3	1,458.75	1,451.50	1,430.50
R2	1,439.75	1,439.75	1,428.75
R1	1,432.50	1,432.50	1,427.00	1,436.00
PP	1,420.75	1,420.75	1,420.75	1,422.50
S1	1,413.50	1,413.50	1,423.50	1,417.00
S2	1,401.75	1,401.75	1,421.75
S3	1,382.75	1,394.50	1,420.00
S4	1,363.75	1,375.50	1,414.75

Weekly Pivots for week ending 07-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	1,485.25	1,474.00	1,424.25
R3	1,458.75	1,447.50	1,417.00
R2	1,432.25	1,432.25	1,414.50
R1	1,421.00	1,421.00	1,412.25	1,426.50
PP	1,405.75	1,405.75	1,405.75	1,408.50
S1	1,394.50	1,394.50	1,407.25	1,400.00
S2	1,379.25	1,379.25	1,405.00
S3	1,352.75	1,368.00	1,402.50
S4	1,326.25	1,341.50	1,395.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,428.00	1,390.50	37.50	2.6%	14.00	1.0%	93%	True	False	68,008
10	1,428.00	1,376.50	51.50	3.6%	14.75	1.0%	95%	True	False	41,506
20	1,428.00	1,333.75	94.25	6.6%	16.00	1.1%	97%	True	False	23,400
40	1,452.50	1,333.75	118.75	8.3%	17.75	1.2%	77%	False	False	12,553
60	1,459.00	1,333.75	125.25	8.8%	16.50	1.2%	73%	False	False	8,946
80	1,461.00	1,333.75	127.25	8.9%	15.00	1.1%	72%	False	False	6,790
100	1,461.00	1,313.00	148.00	10.4%	14.25	1.0%	76%	False	False	5,463
120	1,461.00	1,293.00	168.00	11.8%	13.25	0.9%	79%	False	False	4,573

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	4.65
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1,508.75
2.618	1,477.75
1.618	1,458.75
1.000	1,447.00
0.618	1,439.75
HIGH	1,428.00
0.618	1,420.75
0.500	1,418.50
0.382	1,416.25
LOW	1,409.00
0.618	1,397.25
1.000	1,390.00
1.618	1,378.25
2.618	1,359.25
4.250	1,328.25

Fisher Pivots for day following 11-Dec-2012
Pivot	1 day	3 day
R1	1,423.00	1,422.00
PP	1,420.75	1,418.50
S1	1,418.50	1,415.00

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

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