E-mini S&P 500 Future March 2012

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Trading Metrics calculated at close of trading on 28-Dec-2011
Day Change Summary Previous Current 27-Dec-2011 28-Dec-2011 Change Change % Previous Week Open 1,260.50 1,260.00 -0.50 0.0% 1,212.00 High 1,264.00 1,264.50 0.50 0.0% 1,260.75 Low 1,256.00 1,243.00 -13.00 -1.0% 1,195.50 Close 1,260.25 1,244.50 -15.75 -1.2% 1,260.25 Range 8.00 21.50 13.50 168.8% 65.25 ATR 25.38 25.10 -0.28 -1.1% 0.00 Volume 400,687 818,705 418,018 104.3% 6,377,383
Daily Pivots for day following 28-Dec-2011 Classic Woodie Camarilla DeMark R4 1,315.25 1,301.25 1,256.25 R3 1,293.75 1,279.75 1,250.50 R2 1,272.25 1,272.25 1,248.50 R1 1,258.25 1,258.25 1,246.50 1,254.50 PP 1,250.75 1,250.75 1,250.75 1,248.75 S1 1,236.75 1,236.75 1,242.50 1,233.00 S2 1,229.25 1,229.25 1,240.50 S3 1,207.75 1,215.25 1,238.50 S4 1,186.25 1,193.75 1,232.75	Weekly Pivots for week ending 23-Dec-2011 Classic Woodie Camarilla DeMark R4 1,434.50 1,412.75 1,296.25 R3 1,369.25 1,347.50 1,278.25 R2 1,304.00 1,304.00 1,272.25 R1 1,282.25 1,282.25 1,266.25 1,293.00 PP 1,238.75 1,238.75 1,238.75 1,244.25 S1 1,217.00 1,217.00 1,254.25 1,228.00 S2 1,173.50 1,173.50 1,248.25 S3 1,108.25 1,151.75 1,242.25 S4 1,043.00 1,086.50 1,224.25
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,264.50 1,223.00 41.50 3.3% 17.25 1.4% 52% True False 895,362 10 1,264.50 1,195.50 69.00 5.5% 21.25 1.7% 71% True False 1,453,695 20 1,266.00 1,177.25 88.75 7.1% 25.75 2.1% 76% False False 1,219,084 40 1,269.00 1,141.75 127.25 10.2% 27.00 2.2% 81% False False 612,321 60 1,283.00 1,062.00 221.00 17.8% 28.25 2.3% 83% False False 408,958 80 1,283.00 1,062.00 221.00 17.8% 30.00 2.4% 83% False False 306,917 100 1,283.00 1,062.00 221.00 17.8% 32.00 2.6% 83% False False 245,561 120 1,335.75 1,062.00 273.75 22.0% 30.75 2.5% 67% False False 204,638
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 False WS7 False ID False OD True IDnr4 False 2BNR False 3BNR True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 5.25 Widest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 1,356.00 2.618 1,320.75 1.618 1,299.25 1.000 1,286.00 0.618 1,277.75 HIGH 1,264.50 0.618 1,256.25 0.500 1,253.75 0.382 1,251.25 LOW 1,243.00 0.618 1,229.75 1.000 1,221.50 1.618 1,208.25 2.618 1,186.75 4.250 1,151.50
Fisher Pivots for day following 28-Dec-2011 Pivot 1 day 3 day R1 1,253.75 1,253.75 PP 1,250.75 1,250.75 S1 1,247.50 1,247.50

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