E-mini S&P 500 Future March 2012

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Trading Metrics calculated at close of trading on 06-Jan-2012
Day Change Summary Previous Current 05-Jan-2012 06-Jan-2012 Change Change % Previous Week Open 1,273.25 1,273.25 0.00 0.0% 1,274.75 High 1,278.00 1,282.25 4.25 0.3% 1,282.25 Low 1,259.75 1,266.75 7.00 0.6% 1,259.75 Close 1,273.00 1,274.25 1.25 0.1% 1,274.25 Range 18.25 15.50 -2.75 -15.1% 22.50 ATR 22.40 21.91 -0.49 -2.2% 0.00 Volume 1,538,678 1,444,879 -93,799 -6.1% 5,610,562
Daily Pivots for day following 06-Jan-2012 Classic Woodie Camarilla DeMark R4 1,321.00 1,313.00 1,282.75 R3 1,305.50 1,297.50 1,278.50 R2 1,290.00 1,290.00 1,277.00 R1 1,282.00 1,282.00 1,275.75 1,286.00 PP 1,274.50 1,274.50 1,274.50 1,276.50 S1 1,266.50 1,266.50 1,272.75 1,270.50 S2 1,259.00 1,259.00 1,271.50 S3 1,243.50 1,251.00 1,270.00 S4 1,228.00 1,235.50 1,265.75	Weekly Pivots for week ending 06-Jan-2012 Classic Woodie Camarilla DeMark R4 1,339.50 1,329.50 1,286.50 R3 1,317.00 1,307.00 1,280.50 R2 1,294.50 1,294.50 1,278.50 R1 1,284.50 1,284.50 1,276.25 1,278.25 PP 1,272.00 1,272.00 1,272.00 1,269.00 S1 1,262.00 1,262.00 1,272.25 1,255.75 S2 1,249.50 1,249.50 1,270.00 S3 1,227.00 1,239.50 1,268.00 S4 1,204.50 1,217.00 1,262.00
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,282.25 1,250.75 31.50 2.5% 12.75 1.0% 75% True False 1,212,655 10 1,282.25 1,232.25 50.00 3.9% 14.00 1.1% 84% True False 956,718 20 1,282.25 1,195.50 86.75 6.8% 21.50 1.7% 91% True False 1,532,272 40 1,282.25 1,141.75 140.50 11.0% 24.50 1.9% 94% True False 780,510 60 1,283.00 1,141.75 141.25 11.1% 26.25 2.1% 94% False False 521,098 80 1,283.00 1,062.00 221.00 17.3% 28.50 2.2% 96% False False 391,171 100 1,283.00 1,062.00 221.00 17.3% 29.00 2.3% 96% False False 312,965 120 1,335.75 1,062.00 273.75 21.5% 30.50 2.4% 78% False False 260,811
Crabel Price Patterns NR True NR4 False NR5 False NR7 False 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 3.40 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 1,348.00 2.618 1,322.75 1.618 1,307.25 1.000 1,297.75 0.618 1,291.75 HIGH 1,282.25 0.618 1,276.25 0.500 1,274.50 0.382 1,272.75 LOW 1,266.75 0.618 1,257.25 1.000 1,251.25 1.618 1,241.75 2.618 1,226.25 4.250 1,201.00
Fisher Pivots for day following 06-Jan-2012 Pivot 1 day 3 day R1 1,274.50 1,273.25 PP 1,274.50 1,272.00 S1 1,274.25 1,271.00

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