E-mini S&P 500 Future June 2012

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Trading Metrics calculated at close of trading on 27-Mar-2012
Day Change Summary Previous Current 26-Mar-2012 27-Mar-2012 Change Change % Previous Week Open 1,393.75 1,415.00 21.25 1.5% 1,397.25 High 1,415.50 1,419.75 4.25 0.3% 1,408.00 Low 1,392.50 1,406.00 13.50 1.0% 1,380.75 Close 1,415.00 1,406.50 -8.50 -0.6% 1,394.00 Range 23.00 13.75 -9.25 -40.2% 27.25 ATR 14.68 14.61 -0.07 -0.5% 0.00 Volume 1,456,063 1,251,732 -204,331 -14.0% 7,876,534
Daily Pivots for day following 27-Mar-2012 Classic Woodie Camarilla DeMark R4 1,452.00 1,443.00 1,414.00 R3 1,438.25 1,429.25 1,410.25 R2 1,424.50 1,424.50 1,409.00 R1 1,415.50 1,415.50 1,407.75 1,413.00 PP 1,410.75 1,410.75 1,410.75 1,409.50 S1 1,401.75 1,401.75 1,405.25 1,399.50 S2 1,397.00 1,397.00 1,404.00 S3 1,383.25 1,388.00 1,402.75 S4 1,369.50 1,374.25 1,399.00	Weekly Pivots for week ending 23-Mar-2012 Classic Woodie Camarilla DeMark R4 1,476.00 1,462.25 1,409.00 R3 1,448.75 1,435.00 1,401.50 R2 1,421.50 1,421.50 1,399.00 R1 1,407.75 1,407.75 1,396.50 1,401.00 PP 1,394.25 1,394.25 1,394.25 1,391.00 S1 1,380.50 1,380.50 1,391.50 1,373.75 S2 1,367.00 1,367.00 1,389.00 S3 1,339.75 1,353.25 1,386.50 S4 1,312.50 1,326.00 1,379.00
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,419.75 1,380.75 39.00 2.8% 16.25 1.2% 66% True False 1,496,540 10 1,419.75 1,380.75 39.00 2.8% 13.75 1.0% 66% True False 1,600,357 20 1,419.75 1,332.75 87.00 6.2% 15.00 1.1% 85% True False 1,192,235 40 1,419.75 1,296.50 123.25 8.8% 14.00 1.0% 89% True False 597,929 60 1,419.75 1,245.00 174.75 12.4% 14.00 1.0% 92% True False 399,499 80 1,419.75 1,190.00 229.75 16.3% 15.50 1.1% 94% True False 299,805 100 1,419.75 1,140.25 279.50 19.9% 16.00 1.1% 95% True False 239,868 120 1,419.75 1,095.75 324.00 23.0% 17.50 1.2% 96% True False 199,893
Crabel Price Patterns NR True NR4 True 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 3.48 Narrowest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 1,478.25 2.618 1,455.75 1.618 1,442.00 1.000 1,433.50 0.618 1,428.25 HIGH 1,419.75 0.618 1,414.50 0.500 1,413.00 0.382 1,411.25 LOW 1,406.00 0.618 1,397.50 1.000 1,392.25 1.618 1,383.75 2.618 1,370.00 4.250 1,347.50
Fisher Pivots for day following 27-Mar-2012 Pivot 1 day 3 day R1 1,413.00 1,404.50 PP 1,410.75 1,402.25 S1 1,408.50 1,400.25

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