E-mini S&P 500 Future March 2013

Trading Metrics calculated at close of trading on 29-Jan-2013

Day Change Summary
	Previous	Current
	28-Jan-2013	29-Jan-2013	Change	Change %	Previous Week
Open	1,495.75	1,495.50	-0.25	0.0%	1,478.00
High	1,500.00	1,505.75	5.75	0.4%	1,499.25
Low	1,491.25	1,491.00	-0.25	0.0%	1,475.00
Close	1,497.00	1,505.00	8.00	0.5%	1,495.75
Range	8.75	14.75	6.00	68.6%	24.25
ATR	14.66	14.67	0.01	0.0%	0.00
Volume	1,206,900	1,500,028	293,128	24.3%	6,087,268

Daily Pivots for day following 29-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,544.75	1,539.75	1,513.00
R3	1,530.00	1,525.00	1,509.00
R2	1,515.25	1,515.25	1,507.75
R1	1,510.25	1,510.25	1,506.25	1,512.75
PP	1,500.50	1,500.50	1,500.50	1,502.00
S1	1,495.50	1,495.50	1,503.75	1,498.00
S2	1,485.75	1,485.75	1,502.25
S3	1,471.00	1,480.75	1,501.00
S4	1,456.25	1,466.00	1,497.00

Weekly Pivots for week ending 25-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	1,562.75	1,553.50	1,509.00
R3	1,538.50	1,529.25	1,502.50
R2	1,514.25	1,514.25	1,500.25
R1	1,505.00	1,505.00	1,498.00	1,509.50
PP	1,490.00	1,490.00	1,490.00	1,492.25
S1	1,480.75	1,480.75	1,493.50	1,485.50
S2	1,465.75	1,465.75	1,491.25
S3	1,441.50	1,456.50	1,489.00
S4	1,417.25	1,432.25	1,482.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,505.75	1,482.75	23.00	1.5%	11.50	0.8%	97%	True	False	1,463,882
10	1,505.75	1,456.50	49.25	3.3%	12.50	0.8%	98%	True	False	1,458,327
20	1,505.75	1,383.50	122.25	8.1%	13.75	0.9%	99%	True	False	1,436,820
40	1,505.75	1,382.25	123.50	8.2%	15.50	1.0%	99%	True	False	1,144,634
60	1,505.75	1,333.75	172.00	11.4%	17.00	1.1%	100%	True	False	764,732
80	1,505.75	1,333.75	172.00	11.4%	16.75	1.1%	100%	True	False	573,829
100	1,505.75	1,333.75	172.00	11.4%	16.00	1.1%	100%	True	False	459,340
120	1,505.75	1,333.75	172.00	11.4%	14.75	1.0%	100%	True	False	382,833

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.88
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,568.50
2.618	1,544.25
1.618	1,529.50
1.000	1,520.50
0.618	1,514.75
HIGH	1,505.75
0.618	1,500.00
0.500	1,498.50
0.382	1,496.75
LOW	1,491.00
0.618	1,482.00
1.000	1,476.25
1.618	1,467.25
2.618	1,452.50
4.250	1,428.25

Fisher Pivots for day following 29-Jan-2013
Pivot	1 day	3 day
R1	1,502.75	1,502.00
PP	1,500.50	1,499.25
S1	1,498.50	1,496.25

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

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